Results 21 to 30 of about 145 (120)

Estimation in Varying-coefficient Proportional Hazard Regression Model

Proportional hazard regression, Weighted partial likelihood, Strong consistency, Asymptotic normality, Primary 62G05, Secondary 62E20,
Qihua Wang, Lili Yao
core   +1 more source

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, Qinchi Zhang, Xuejun Wang, Wenzhi Yang   +3 more
core   +1 more source

A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break

Unit root tests, Structural break, Asymptotic distributions, 62E20, 62F05,
Mauro Costantini, Stephan Popp
core   +1 more source

Change Point Analysis based on Empirical Characteristic Functions

62G20, 62E20, 60F17, Empirical characteristic function, Change point analysis,
Marie Hušková, Simos Meintanis
core   +1 more source

Semi-parametric second-order reduced-bias high quantile estimation

Heavy tails, High quantiles, Semi-parametric estimation, Statistics of extremes, 62G32, 62E20, 65C05,
Frederico Caeiro, M. Gomes
core   +1 more source

Zero-intelligence realized variance estimation

, 2010
Limit order book, Market microstructure noise, Micro-price, Realized variance, Sampling schemes, 62E20, 62P20, C10, C80,
Gatheral, J., Roel Oomen, Oomen, R.C.A., Jim Gatheral   +3 more
core   +1 more source

Weiss-Hill estimator

Extreme value index, extreme value theory, mean squared error, parameter estimation, simulation, 62E20, 62G30, 62F12, 62E25,
M. Alves
core   +1 more source

Local polynomial estimation of a conditional mean function with dependent truncated data

, 2011
Asymptotic normality, Local polynomial estimator, Conditional mean function, Truncated data, α-mixing, 62E20, 62G08,
Jacobo de Uña-Álvarez, María del Carmen Iglesias-Pérez, Han-Ying Liang, Jacobo Uña-Álvarez, María Iglesias-Pérez   +4 more
core   +1 more source

Non-central bivariate beta distribution

Beta distribution, Bivariate distribution, Confluent hypergeometric function, Gauss hypergeometric function, Product, Positively quadrant dependent, Quotient, Transformation, Primary 62H10, Secondary 62E20,
Johanna Orozco-Castañeda, Daya Nagar, Arjun Gupta   +2 more
core   +1 more source

New properties and representations for members of the power-variance family.I [PDF]

, 2012
We derive new Wright-function representations for the densities of the generating measures of most representatives of the power-variance family of distributions.
Vinogradov, Vladimir, Yanushkevichiene, Olga, Paris, Richard B.   +2 more
core   +1 more source