Results 11 to 20 of about 236 (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 +1 more source
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
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
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
Goodness-of-Fit Tests in Nonparametric Regression [PDF]
, 2006 AMS classifications: 62G08, 62G10, 62G20, 62G30 ...
John H. J. Einmahl +3 more
core +1 more source
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
General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]
, 2004 AMS classifications: 60F05, 62G09 ...
Andrew Rosalsky +3 more
core +1 more source
Empirical Likelihood based on Hypothesis Testing [PDF]
, 2002 AMS classifications: 62G10; 62G20 ...
Einmahl, J.H.J., McKeague, I.W.
core +1 more source
Integration and backfitting methods in additive models-finite sample properties and comparison [PDF]
, 1998 Additive models, curse of dimensionality, dimensionality reduction, model choice, nonparametric regression, 62G07, 62G20, 62G35,
Stefan Sperlich +10 more
core +1 more source
Statistics of Extremes under Random Censoring [PDF]
, 2006 AMS classifications: 62G05; 62G20; 62G32 ...
John H. J. Einmahl +5 more
core +1 more source