Results 61 to 70 of about 269 (169)

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

Characterizations through reliability measures from weighted distributions

Characterization, Failure Rate, Mean Residual Life, Weighted and Length Biased distributions, 62G05,
J. Navarro, J. Ruiz, Y. Aguila
core   +1 more source

Maxiset in sup-norm for kernel estimators

, 2008
Besov spaces, Kernel estimator, Lepski procedure, Maxiset, Sup-norm, 62G05, 62G20,
Karine Bertin, Rivoirard, Vincent, Bertin, Karine, Vincent Rivoirard   +3 more
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

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

Asymptotic properties in partial linear models under dependence

Bandwidth selection, kernel smoothing, mixing, partial linear models, 62G05, 62G20, 62M10,
Alejandro Quintela, Germán Aneiros
core   +1 more source

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

Inferences for odds ratio with dependent pairs

Interclass and intraclass odds ratio, Familial data, Binary trait, 62H20, 62G05,
Harry Joe, Yinshan Zhao
core   +1 more source

Large-sample inference in the general AR(1) model

Bootstrap, confidence intervals, hypothesis tests, resampling, stationarity, unit root, primary 62M20, secondary 62G05,
Efstathios Paparoditis, Dimitris Politis
core   +1 more source