Results 31 to 40 of about 145 (120)

Averages of Hill estimators

Heavy tails, Hill estimator, regular variation, asymptotic efficiency, simulation, 62G05, 62G32, 62E20,
M. Ivette Gopmes, M. Manuela Neves, M. João Martins   +2 more
core   +1 more source

Monitoring shifts in mean: Asymptotic normality of stopping times

Asymptotic normality, Change in the mean, CUSUM, Sequential detection, 62L15, 62E20,
Josef Steinebach, Piotr Kokoszka, Alexander Aue, Lajos Horváth   +3 more
core   +1 more source

L2-CONVERGENCE OF A NEAREST NEIGHBOR ESTIMATOR OF THE INTENSITY FUNCTION OF A CYCLIC POISSON PROCES [PDF]

, 2014
. We consider the problem of estimating the intensity func- tion of a cyclic Poisson process. We suppose that only a single realization of the cyclic Poisson process is observed within a bounded \u27window\u27, and our aim is to estimate consistently the
MANGKU, I W.
core   +1 more source

Spherical harmonics in quadratic forms for testing multivariate normality

Empirical processes, hypothesis testing, multivariate normality, spherical harmonics, primary: 62F03, 62E20, secondary: 60F17,
Adolfo Quiroz, Alessandro Manzotti
core   +1 more source

Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation

Ranked set sampling, Concomitant variable, Bivariate normal distribution, Pseudo maximum likelihood estimator, 62D05, 62F12, 62E20,
Gang Zheng, Terrence Hui, Reza Modarres
core   +1 more source

Empirical depth processes

Projection depth, empirical projection depth process, Primary 62E20, Secondary 62G35, 62G20,
Miguel Arcones, Yijun Zuo, Hengjian Cui
core   +1 more source

A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis

Wilks lambda statistic, Independence test, Sphericity test, Generalized Integer Gamma distribution, Generalized Near-Integer Gamma distribution, Mixtures, 62H10, 62E20, 62H05, 62H15,
Carlos Coelho, Barry Arnold, Filipe Marques   +2 more
core   +1 more source

On Limit Laws for Central Order Statistics under Power Normalization [PDF]

, 2015
Smirnov (1949) derived four limit classes of distributions for linearly normalized central order statistics. In this paper we investigate the possible limit distributions of the k-th upper order statistics with central rank using regular power norming ...
Pancheva, E. I., Gacovska-Barandovska, A.   +1 more
core   +1 more source

Weighted correlation tests for scale families

Asymptotic distributions, goodness of fit, general scale families, Pareto and Weibull scale families, weighted correlation tests, weighted Wasserstein distances, 62F05, 62E20, 60F05,
Sándor Csörgö
core   +1 more source

Mildly Explosive Autoregression with Strong Mixing Errors. [PDF]

Entropy (Basel), 2022
Liu X, Li X, Gao M, Yang W.
europepmc   +1 more source