Results 51 to 60 of about 226 (153)
Stein’s method, Pairwise negative quadrant dependence, Normal approximation, Central limit theorem, 60F05,
Jian-Feng Wang, Yun-Xia Li
core +1 more source
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients [PDF]
, 2010 We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary ...
Aman, Auguste, Owo, Jean-Marc
core
Berry-Esséen bound of sample quantiles for negatively associated sequence [PDF]
, 2011 In this paper, we investigate the Berry-Esséen bound of the sample quantiles for the negatively associated random variables under some weak conditions. The rate of normal approximation is shown as O(n -1/9).
Shuhe Hu +3 more
core +1 more source
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets [PDF]
AMS 2000 subject classifications. 60F05, 60F17, 60G55, 62G30.
Einmahl, J.H.J., Khmaladze, E.V.
core
Estimating Extreme Bivariate Quantile Regions [PDF]
AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.
Krajina, A. +2 more
core
Goodness-of-fit tests in long-range dependent processes under fixed alternatives [PDF]
, 2010 In a recent paper Fay and Philippe (2002) proposed a goodness-of-fit test for long-range dependent processes which uses the logarithmic contrast as information measure.
Sen, Kemal, Dette, Holger
core +1 more source
General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]
AMS classifications: 60F05, 62G09; 62G20.Bootstrap sample mean;weak law of large numbers;convergence in probability;almost certain ...
Einmahl, J.H.J., Rosalsky, A.
core
The number of records within a random interval of the current record value
Records, random intervals based on records, limit laws, estimator based on record values, 60G70 , 60F05 , 62G30 ,
A. Stepanov
core +1 more source
Asymptotic distribution for products of sums under dependence
Asymptotic distribution, Products of sums, Linear positive quadrant dependence, Linear negative quadrant dependence, 60F05, 60F15,
Jian-Feng Wang, Yun-Xia Li
core +1 more source
Weibull distribution, extreme value distributions, goodness of fit testing, moment generating function, Primary 62F03, Secondary 60F05,
Adolfo Quiroz, Alejandra Cabaña
core +1 more source