Results 51 to 60 of about 269 (169)

Strong convergence for weighted sums of (α, β)-mixing random variables and application to simple linear EV regression model

Open Mathematics
In this article, the complete convergence and the Kolmogorov strong law of large numbers for weighted sums of (α,β)\left(\alpha ,\beta )-mixing random variables are presented.
Hu Wenjing, Wang Wei, Wu Yi
doaj   +1 more source

Asymptotic normality of the Parzen–Rosenblatt density estimator for strongly mixing random fields [PDF]

, 2010
Central limit theorem, Kernel density estimator, Strongly mixing random fields, Spatial processes, 62G05, 62G07, 60G60,
El Machkouri, Mohamed, Mohamed El Machkouri   +1 more
core   +1 more source

Simulation analysis of non-respondent information in context of small domain

Heliyon
In the real-world, there are various situations when all units are not accessible of the respondent called unit non-response. The effect of unit non-response is a tricky matter for estimating the total number of unit.
Ashutosh Ashutosh, Marius Stefan, Piyush Kant Rai, Walid Emam, Soofia Iftikhar, Malik Muhammad Anas   +5 more
doaj   +1 more source

Hodges-lehmann estimate of the location parameter in censored samples

Primary 62G05, Secondary 62G20, 62G35, Censored Sample, Hodges and Lehmann estimate, Robustness, Wilcoxon Statistic, Efficiency,
A. Ehsanes Saleh
core   +1 more source

Thresholding procedure with priors based on Pareto distributions [PDF]

, 2004
adaptive estimation, Bayesian model, Pareto distribution, sparsity, wavelet thresholding, weak Besov spaces, 62G05, 62G08, 62C12,
Rivoirard, Vincent, Vincent Rivoirard
core   +1 more source

On optimal portfolio diversification with respect to extreme risks

Portfolio optimization, Risk management, Diversification effects, Multivariate extremes, 62G32, 62G05, 62G20, 62P05, C13, C14, G11,
Ludger Rüschendorf, Georg Mainik
core   +1 more source

Kernel type smoothed quantile estimation under long memory

Asymptotic normality, Long memory time series, Quantile estimation, Strong consistency, 62M10, 62G05, 62G20,
Lihong Wang
core   +1 more source

Bernstein-based nonparametric estimation of the cross ratio function under univariate right censoring

Dependence Modeling
Bivariate time-to-event data often arise in various fields, including medicine, engineering, and economics, where understanding the association between two survival times is crucial. Traditional global association measures like Spearman’s rho and Kendall’
Sercik Ömer, Abrams Steven, Verhasselt Anneleen   +2 more
doaj   +1 more source

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution [PDF]

, 2008
AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13 ...
Einmahl, J.H.J., Segers, J.J.J.
core   +2 more sources

Some theoretical foundations for the design and analysis of randomized experiments

Journal of Causal Inference
Neyman’s seminal work in 1923 has been a milestone in statistics over the century, which has motivated many fundamental statistical concepts and methodology.
Shi Lei, Li Xinran
doaj   +1 more source