Results 11 to 20 of about 80,615 (316)
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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Asymptotics of the number partitioning distribution [PDF]
Europhysics Letters (EPL), 2002 The number partitioning problem can be interpreted physically in terms of a thermally isolated non-interacting Bose gas trapped in a one-dimensional harmonic oscillator potential. We exploit this analogy to characterize, by means of a detour to the Bose gas within the canonical ensemble, the probability distribution for finding a specified number of ...
Weiss, C., Holthaus, M.
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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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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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Maximum likelihood estimation in the non-ergodic fractional Vasicek model
Modern Stochastics: Theory and Applications, 2019 We investigate the fractional Vasicek model described by the stochastic differential equation $d{X_{t}}=(\alpha -\beta {X_{t}})\hspace{0.1667em}dt+\gamma \hspace{0.1667em}d{B_{t}^{H}}$, ${X_{0}}={x_{0}}$, driven by the fractional Brownian motion ${B^{H}}$
Stanislav Lohvinenko +1 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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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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International Journal of Financial Studies, 2016 Numerous heavy-tailed distributions are used for modeling financial data and in problems related to the modeling of economics processes. These distributions have higher peaks and heavier tails than normal distributions.
Hanieh Panahi
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Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression [PDF]
, 2005 Poisson regression models for count variables have been utilized in many applications. However, in many problems overdispersion and zero-inflation occur.
Min, Aleksey, Czado, Claudia
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