Results 71 to 80 of about 248 (144)

Estimation of the conditional distribution in a conditional Koziol-green model

open access: yes
Asymptotic normality, consistency, proportional hazard, regression, right censoring, primary 62G07, secondary 62G20,
Carmen Cadarso-Suárez, Noel Veraverbeke
core   +1 more source

Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes

open access: yes
nonparametric sequential estimation, minimax, drift, ergodic diffusion process, efficient procedure, primary 62G07, secondary 62G20,
L. Galtchouk, S. Pergamenshchikov
core   +1 more source

Goodness-of-fit tests for the logistic location family. [PDF]

open access: yesJ Appl Stat, 2020
Nikitin YY, Ragozin IA.
europepmc   +1 more source

Empirical likelihood for density-weighted average derivatives

open access: yes
Average derivative, Density weighting, Empirical likelihood, Kernel smoothing, Single-index model, 62G08, 62G20, 62H12,
Xuewen Lu, Wanrong Liu
core   +1 more source

On optimal portfolio diversification with respect to extreme risks

open access: yes
Portfolio optimization, Risk management, Diversification effects, Multivariate extremes, 62G32, 62G05, 62G20, 62P05, C13, C14, G11,
Ludger Rüschendorf, Georg Mainik
core   +1 more source

General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]

open access: yes
AMS classifications: 60F05, 62G09; 62G20.Bootstrap sample mean;weak law of large numbers;convergence in probability;almost certain ...
Einmahl, J.H.J., Rosalsky, A.
core  

Kernel type smoothed quantile estimation under long memory

open access: yes
Asymptotic normality, Long memory time series, Quantile estimation, Strong consistency, 62M10, 62G05, 62G20,
Lihong Wang
core   +1 more source

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