Results 51 to 60 of about 106 (76)
A Nonparametric Test Of Serial Independence For Time Series And Residuals
, 2007 : This paper presents nonparametric test of independence that can be use to test the independence of p random vectors, serial independence for time series or residuals data.
Kilani Ghoudi +2 more
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What do the arithmetic, geometric and harmonic means tell us in length-biased sampling?
Properties of the A.M., G.M. and H.M. for length-biased distributions are studied in a nonparametric fashion. Unbiased estimation of the coefficient of variation is considered, and a characterization of length-biased distributions is also made in this ...
Sen, Pranab Kumar
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Hellinger distance and Kullback--Leibler loss for the kernel density estimator
The optimal window width, which asymptotically minimizes mean Hellinger distance between the kernel estimator and density, is known to be equivalent to the one that maximizes expected Kullback--Leibler loss for compactly supported densities. Implications
Kanazawa, Yuichiro
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Testing for equality between two copulas
We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples.
Scaillet, Olivier, Rémillard, Bruno
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Probability density estimation for survival data with censoring indicators missing at random
In this paper, some nonparametric approaches of density function estimation are developed when censoring indicators are missing at random. A conditional mean score based estimator and a mean score estimator are suggested, respectively. The two estimators
Wang, Qihua, Liu, Chunling, Liu, Wei
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High-dimensional asymptotic expansions for the distributions of canonical correlations
This paper examines asymptotic distributions of the canonical correlations between and with q [infinity] and c=p/n-->c0[set membership, variant][0,1), assuming that and have a joint (q+p)-variate normal distribution. An extended Fisher's z-transformation
Sakurai, Tetsuro, Fujikoshi, Yasunori
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Poisson and Gaussian approximation of weighted local empirical processes
We consider the local empirical process indexed by sets, a substantial generalization of the well-studied uniform tail empirical process. We show that the weak limit of weighted versions of this process is Poisson under certain conditions, whereas it is ...
Einmahl, John H. J.
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Asymptotic normality of test statistics under alternative hypotheses
The aim of this paper is to present a framework for asymptotic analysis of likelihood ratio and minimum discrepancy test statistics. First order asymptotics are presented in a general framework under minimal regularity conditions and for not necessarily ...
Shapiro, Alexander
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Empirical likelihood based confidence intervals for copulas
Copula as an effective way of modeling dependence has become more or less a standard tool in risk management, and a wide range of applications of copula models appear in the literature of economics, econometrics, insurance, finance, etc.
Zhao, Yichuan, Peng, Liang, Chen, Jian
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Asymptotic results in segmented multiple regression
This paper studies the asymptotic behavior of the least squares estimators in segmented multiple regression. For a model with more than one partitioning variable, each of which has one or more change-points, we study the asymptotic properties of the ...
Kim, Jeankyung, Kim, Hyune-Ju
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