Rates of convergence in the strong law of large numbers for degenerate U-statistics [PDF]
The problem of rates of convergence in the strong law of large numbers for degenerate U-statistics is discussed. These results are similar to those known for non-degenerate U-statistics.60F15 rates of convergence degenerate U-statistics law of iterated ...
Kokic, P. N.
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Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model [PDF]
, 2009 2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.We consider the Conditional Least Squares Estimator (CLSE) of a unknown parameter θ0 ∈ Rp of the conditional expectation of a real ...
Jacob, Christine
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Multivariate spatial U-quantiles: a Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator [PDF]
, 2007 A leading multivariate extension of the univariate quantiles is the so-called “spatial ” or “geometric ” notion, for which sample versions are highly robust and conveniently satisfy a Bahadur-Kiefer representation.
Weihua Zhou, Robert Serfling
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The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation. [PDF]
Entropy (Basel), 2021 Liu W, Zhang Y.
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Favourite sites of transient Brownian motion [PDF]
We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csáki et al. (1987a).
Hu, Yueyun, Shi, Zhan
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On Parameters Of Increasing Dimensions [PDF]
, 2007 . In statistical analyses the complexity of a chosen model is often related to the size of available data. One important question is whether the asymptotic distribution of the parameter estimates normally derived by taking the sample size to infinity for
Qi-man Shao, Xuming He
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The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree. [PDF]
J Theor Probab, 2022 Shi Z, Wang Z, Zhong P, Fan Y.
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Self-Normalized Moderate And Large Deviations [PDF]
, 2007 . Let fX n ; n 1g be i.i.d. R d -valued random variables. We prove Partial Large Deviation Principles (PLDP) for self-normalized partial sums with minimal or no moment assumptions, for both moderate and large deviation scales. Applications to the self-
Qi-man Shao, Amir Dembo
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On consistency of kernel density estimators for randomly censored data : rates holding uniformly over adaptive intervals [PDF]
, 2001 . – In the usual right-censored data situation, let fn, n ∈ N, denote the convolution of the Kaplan–Meier product limit estimator with the kernels a−1n K(·/an), where K is a smooth probability density with bounded support and an → 0.
Evarist Giné A +3 more
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Law of large numbers for the drift of the two-dimensional wreath product. [PDF]
Probab Theory Relat Fields, 2022 Erschler A, Zheng T.
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