Results 11 to 20 of about 248 (144)
Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]
, 2005 AMS classifications: 62G20 ...
Johan Segers +3 more
core +2 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
Application of one‐step method to parameter estimation in ODE models
Statistica Neerlandica, Volume 72, Issue 2, Page 126-156, May 2018., 2018 In this paper, we study application of Le Cam's one‐step method to parameter estimation in ordinary differential equation models. This computationally simple technique can serve as an alternative to numerical evaluation of the popular non‐linear least squares estimator, which typically requires the use of a multistep iterative algorithm and repetitive ...
Itai Dattner, Shota Gugushvili
wiley +1 more source
Large deviations for exchangeable observations with applications
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 55, Page 2947-2958, 2004., 2004 We first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain typical cases.
Jinwen Chen
wiley +1 more source
Consistency of mixture models with a prior on the number of components
Dependence Modeling, 2023 This article establishes general conditions for posterior consistency of Bayesian finite mixture models with a prior on the number of components. That is, we provide sufficient conditions under which the posterior concentrates on neighborhoods of the ...
Miller Jeffrey W.
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
General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]
, 2004 AMS classifications: 60F05, 62G09 ...
Andrew Rosalsky +3 more
core +3 more sources
Goodness-of-Fit Tests in Nonparametric Regression [PDF]
, 2006 AMS classifications: 62G08, 62G10, 62G20, 62G30 ...
John H. J. Einmahl +3 more
core +2 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
Statistics of Extremes under Random Censoring [PDF]
, 2006 AMS classifications: 62G05; 62G20; 62G32 ...
John H. J. Einmahl +5 more
core +2 more sources