Results 51 to 60 of about 233 (153)
Estimating the Hurst Parameter
, 2007 60F05, 60G15, 60G18, 62F12, 33C45, central limit theorem, estimation, fractional Brownian motion, Gaussian processes, Hermite polynomials,
Corinne Berzin +3 more
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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
Limit distributions for point processes of exceedances of random levels
Doubly stochastic Poisson process, extremes, limit laws, point process, 60F05, 60G55,
Helena Ferreira
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Estimating Extreme Bivariate Quantile Regions [PDF]
AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.
Krajina, A. +2 more
core
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
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Relative hazard rate estimation for right censored and left truncated data
Asymptotic representation, kernel estimator, survival analysis, two-sample comparison, 62G07, 60F05, 62G20,
Ricardo Cao +2 more
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Product-type and presmoothed hazard rate estimators with censored data
Bandwidth selection, Kernel smoothing, Mean integrated squared error, Survival analysis, 62G07, 60F05, 62G20,
Ignacio López-de-Ullibarri, Ricardo Cao
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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
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Asymptotic distribution of law-invariant risk functionals
Risk functionals, Law-invariance, Asymptotic normality, M-theorems, 91B30, 62E20, 60F05, 91B28, D81, G32,
Georg Pflug, Nancy Wozabal
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Convergence concepts on quasi-probability space [PDF]
, 2020 . Quasi-probability is a kind of fuzzy measure, its properties will be further discussed in this paper. New convergence concepts for quasi-random variables are then introduced and the relationships among the convergence concepts are investigated.
Chunqin Zhang¸ +2 more
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