Results 11 to 20 of about 1,759 (97)
A law of the iterated logarithm for Grenander's estimator. [PDF]
Stoch Process Their Appl, 2016 In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If $f(t_0) > 0$, $f'(t_0) < 0$, and $f'$ is continuous in a neighborhood of $t_0$, then \begin{eqnarray*} \limsup_{n ...
Dümbgen L, Wellner JA, Wolff M.
europepmc +4 more sources
Dependence Modeling, 2013 We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas ...
Di Bernardino Elena, Rullière Didier
doaj +1 more source
A survey of limit laws for bootstrapped sums
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 45, Page 2835-2861, 2003., 2003 Concentrating mainly on independent and identically distributed (i.i.d.) real‐valued parent sequences, we give an overview of first‐order limit theorems available for bootstrapped sample sums for Efron′s bootstrap. As a light unifying theme, we expose by elementary means the relationship between corresponding conditional and unconditional bootstrap ...
Sándor Csörgő, Andrew Rosalsky
wiley +1 more source
Smooth backfitting in additive inverse regression [PDF]
, 2013 We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed and asymptotic normality of the resulting estimator is established ...
Bissantz, Nicolai +2 more
core +3 more sources
Empirical likelihood for quantile regression models with response data missing at random
Open Mathematics, 2017 This paper studies quantile linear regression models with response data missing at random. A quantile empirical-likelihood-based method is proposed firstly to study a quantile linear regression model with response data missing at random.
Luo S., Pang Shuxia
doaj +1 more source
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions [PDF]
, 2016 Acknowledgments Alexander Dürre was supported in part by the Collaborative Research Grant 823 of the German Research Foundation. David E. Tyler was supported in part by the National Science Foundation grant DMS-1407751. A visit of Daniel Vogel to David E.
Dürre, Alexander +2 more
core +2 more sources
Quadratic functional estimation in inverse problems [PDF]
, 2009 We consider in this paper a Gaussian sequence model of observations $Y_i$, $i\geq 1$ having mean (or signal) $\theta_i$ and variance $\sigma_i$ which is growing polynomially like $i^\gamma$, $\gamma >0$.
Butucea, Cristina, Méziani, Katia
core +5 more sources
Nonparametric Bayesian inference for multidimensional compound Poisson processes [PDF]
, 2015 Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$.
Gugushvili, Shota +2 more
core +3 more sources
On the asymptotic covariance of the multivariate empirical copula process
Dependence Modeling, 2019 Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sample ...
Genest Christian +2 more
doaj +1 more source
Variable importance for causal forests: breaking down the heterogeneity of treatment effects
Journal of Causal InferenceCausal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in treatment effect ...
Bénard Clément, Josse Julie
doaj +1 more source