Results 11 to 20 of about 556,880 (292)
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals [PDF]
, 2016 The functional delta-method provides a convenient tool for deriving the asymptotic distribution of a plug-in estimator of a statistical functional from the asymptotic distribution of the respective empirical process.
Beutner, Eric, Zähle, Henryk
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Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion
Algorithms, 2018 In the paper, we tackle the least squares estimators of the Vasicek-type model driven by sub-fractional Brownian motion: d X t = ( μ + θ X t ) d t + d S t H , t ≥ 0 with X 0 = 0 , where S H is a sub-fractional Brownian ...
Shengfeng Li, Yi Dong
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Asymptotic analysis of Bragg fibers [PDF]
, 2000 Using an asymptotic analysis, we obtain an eigenvalue equation for the general mode dispersion in Bragg fibers. The asymptotic analysis is applied to calculate the dispersion relation and the field distribution of TE modes in a Bragg fiber.
Lee, Reginald K., Xu, Yong, Yariv, Amnon
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Asymptotic Properties for Cumulative Probability Models for Continuous Outcomes
Mathematics, 2023 Regression models for continuous outcomes frequently require a transformation of the outcome, which is often specified a priori or estimated from a parametric family.
Chun Li +3 more
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A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
Mathematics, 2023 Estimation based on probability-weighted moments is a well-established method and an excellent alternative to the classic method of moments or the maximum likelihood method, especially for small sample sizes. In this research, we developed a new class of
Frederico Caeiro, Ayana Mateus
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Explicit Gaussian Variational Approximation for the Poisson Lognormal Mixed Model
Mathematics, 2022 In recent years, the Poisson lognormal mixed model has been frequently used in modeling count data because it can accommodate both the over-dispersion of the data and the existence of within-subject correlation.
Xiaoping Shi +2 more
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An adaptive lack of fit test for big data
Statistical Theory and Related Fields, 2017 New technological advancements combined with powerful computer hardware and high-speed network make big data available. The massive sample size of big data introduces unique computational challenges on scalability and storage of statistical methods.
Yanyan Zhao +2 more
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The Limit Properties of Maxima of Stationary Gaussian Sequences Subject to Random Replacing
Mathematics, 2023 In applications, missing data may occur randomly and some relevant datum are often used to replace the missing ones. This article mainly explores the influence of the degree of dependence of stationary Gaussian sequences on the joint asymptotic ...
Yuwei Li, Zhongquan Tan
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Asymptotic Distribution of Quadratic Forms [PDF]
The Annals of Probability, 1999 The authors consider quadratic forms \(Q_n= \sum_{1\leq j\neq k\leq n}a_{jk} x_jx_k\), where \(x_j\) are i.i.d. random variables. They obtain optimal bounds for the Kolmogorov distance between the distribution of \(Q_n\) and the distribution \(G_n\) of the same quadratic forms with \(x_j\) replaced by corresponding orthonormal Gaussian random variables
Götze, F., Tikhomirov, A. N.
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Cauchy: Jurnal Matematika Murni dan Aplikasi, 2021 The nonhomogeneous Poisson process is one of the most widely applied stochastic processes. In this article, we provide a confidence interval of the intensity estimator in the presence of a periodic multiplied by trend power function.
Ikhsan Maulidi +4 more
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