Results 11 to 20 of about 778 (69)
Asymptotic expansions for Taylor coefficients of the composition of two functions [PDF]
We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function.
Hilberdink, Titus
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Exact convergence rate and leading term in central limit theorem for student's t statistic [PDF]
The leading term in the normal approximation to the distribution of Student's t statistic is derived in a general setting, with the sole assumption being that the sampled distribution is in the domain of attraction of a normal law.
Hall, Peter, Wang, Qiying
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Higher-order expansions of powered extremes of normal samples
In this paper, higher-order expansions for distributions and densities of powered extremes of standard normal random sequences are established under an optimal choice of normalized constants.
Ling, Chengxiu, Zhou, Wei
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Asymptotic expansion for inverse moments of binomial and Poisson distributions
An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution.
Znidaric, Marko
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Generalized coarsened confounding for causal effects: a large-sample framework
There has been widespread use of causal inference methods for the rigorous analysis of observational studies and to identify policy evaluations. In this article, we consider a class of generalized coarsened procedures for confounding.
Ghosh Debashis, Wang Lei
doaj +1 more source
Bootstrapping unit root AR(1) models [PDF]
We propose abootstrap resampling scheme for the least squares estimator of the parameter of an unstable first-order autoregressive model and we prove its asymptotic validity. This method is alternative to the invalid one studied by Basawa et al. (1991)
Ferretti, Nélida, Romo, Juan
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Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal family of distributions have been investigated under asymmetric loss functions and the asymptotic distribution of the optimal estimator that attains the bound has been ...
Basu, A. K., Bhattacharya, Debasis
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Translated Poisson approximation using exchangeable pair couplings [PDF]
It is shown that the method of exchangeable pairs introduced by Stein [Approximate Computation of Expectations (1986) IMS, Hayward, CA] for normal approximation can effectively be used for translated Poisson approximation.
Röllin, Adrian
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Design-based RCT estimators and central limit theorems for baseline subgroup and related analyses
There is a growing literature on design-based (DB) methods to estimate average treatment effects (ATEs) for randomized controlled trials (RCTs) for full sample analyses.
Schochet Peter Z.
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Randomly stopped maximum and maximum of sums with consistently varying distributions
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider conditions for
Andrulytė, Ieva Marija +2 more
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