Results 61 to 70 of about 278 (169)

ASYMPTOTIC NORMALITY OF A KERNEL-TYPE ESTIMATOR FOR THE INTENSITY OF A PERIODIC POISSON PROCESS [PDF]

, 2006
In this paper we prove asymptotic normality of a kernel type estimator for the intensity of a periodic Poisson process. This paper is a continuation of [10].
MANGKU, I W.
core   +1 more source

Estimating Extreme Bivariate Quantile Regions [PDF]

AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.
Krajina, A., Einmahl, J.H.J., Haan, L.F.M. de   +2 more
core  

A class of asymptotically unbiased semi-parametric estimators of the tail index

Statistical theory of extremes, semi-parametric estimation, Primary 62G05, 62E25, 62E20, Secondary 62F35,
Frederico Caeiro, M. Ivette Gomes
core   +1 more source

Weak and Strong Convergence of a Kernel-type Estimator for the Intensity of a Periodic Poisson Processs [PDF]

, 2006
In this paper we survey some results on weak and strong convergence of kernel type estimators for the intensity of a periodic Poisson process. We consider the situation when the period is known in order to be able to present simple proofs of the results.
MANGKU, I W., MANGKU, I. W. (I)
core   +1 more source

Conservative inference for counterfactuals

Journal of Causal Inference
In causal inference, the joint law of a set of counterfactual random variables is generally not identified. But many interesting quantities are functions of the joint distribution.
Balakrishnan Sivaraman, Kennedy Edward, Wasserman Larry   +2 more
doaj   +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

Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes

, 2007
Continuous time process, Almost periodic covariance, Spectral covariance, Discrete time sampling, Jitter, Consistent estimator, 62G05, 62G20,
Dominique Dehay, Monsan, Vincent, Vincent Monsan, Dehay, Dominique   +3 more
core   +1 more source

Nonparametric estimation of survival functions by means of partial exchangeability structures

Beta processes, hierarchical partition models, posterior probabilities, survival analysis, 62G05,
Paolo Giudici, Maura Mezzetti
core   +1 more source

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

, 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

On the subsample bootstrap variance estimation

Jackknife, bootstrap, variance estimation, infinite order U-statistics, 62G05, 60F99,
Dragan Radulović
core   +1 more source