Results 11 to 20 of about 145 (120)

Berry-Esséen bound of sample quantiles for negatively associated sequence

Journal of Inequalities and Applications, 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). 2010 Mathematics Subject Classification:
Zhang Qinchi, Yang Wenzhi, Hu Shuhe, Wang Xuejun   +3 more
doaj   +1 more source

Fréchet differentiability in statistical inference for time series [PDF]

, 2010
Time series, Robust inference, Differentiability, 62F35, 62E20,
Tadeusz Bednarski
core   +1 more source

Kernel estimators of extreme level curves [PDF]

, 2010
Conditional quantiles, Heavy-tail distributions, Kernel estimator, Extreme-values, 62G32, 62G30, 62E20,
Gardes, Laurent, Stéphane Girard, Daouia, Abdelaati, Laurent Gardes, Lekina, Alexandre, Girard, Stéphane, Alexandre Lekina, Abdelaati Daouia   +7 more
core   +1 more source

Moderate deviations for M-estimators

, 2002
M-estimators, moderate deviations, maximum likelihood estimators, 60F10, 62E20,
Miguel Arcones, E Investigación Operativa, Sociedad Española De Estadística, Miguel A. Arcones   +3 more
core   +1 more source

Bias-correcting the realized range-based variance in the presence of market microstructure noise [PDF]

, 2006
Bias correction, Integrated variance, Market microstructure noise, Realized range-based variance, Realized variance, 62E20, 62P20, C10, C80,
Kim Christensen, Vetter, Mathias, Mark Podolskij, Christensen, Kim, Mathias Vetter, Podolskij, Mark   +5 more
core   +1 more source

An iterative estimating procedure for probit-type nonresponse models in surveys with call backs

, 2000
Conditioned likelihood, iterative estimation, missing data, non ignorability, non response, probit models, 62A10, 62E20, 62F12, 62F30,
Anido, Carmen, Valdés Sánchez, Teófilo, Teófilo Valdés, Carmen Anido   +3 more
core   +1 more source

On testing for lorenz ordering

Gini Index, Lorenz Index, HNBUE, Primary 62G10, Secondary 62E20,
Emad-Eldin Aly
core   +1 more source

Some approximations to power functions of ϕ-divergence tests in parametric models

, 2001
Asymptotic distributions, ϕ-divergences, Pitman type alternatives, power, testing statistical hypotheses, 62B10, 62E20,
Leandro Pardo, Domingo Morales, Morales González, Domingo, Pardo Llorente, Leandro   +3 more
core   +1 more source

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
core   +1 more source

A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences

strongly mixing, smoothed empirical process, strong approximation, primary 60B12, secondary 62E20,
Majid Mojirsheibani
core   +1 more source