Results 21 to 30 of about 4,724,154 (309)

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
core   +1 more source

Asymptotic Distribution of an Estimator for Variance Function of a Compound Periodic Poisson Process with Power Function Trend

JTAM (Jurnal Teori dan Aplikasi Matematika), 2022
In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed.
Muhammad Wiranadi Utama, I Wayan Mangku, Bib Paruhum Silalahi   +2 more
doaj   +1 more source

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
doaj   +1 more source

Rank-Based Family of Probability Laws for Testing Homogeneity of Variable Grouping

Mathematics
In order to test within-group homogeneity for numerical or ordinal variable groupings, we have introduced a family of discrete probability distributions, related to the Gini mean difference, that we now study in a deeper way. A member of such a family is
Manuel L. Esquível, Nadezhda P. Krasii, Célia Nunes, Kwaku Opoku-Ameyaw, Pedro P. Mota   +4 more
doaj   +1 more source

Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions

Mathematics, 2023
The class of natural exponential families (NEFs) of distributions having power variance functions (NEF-PVFs) is huge (uncountable), with enormous applications in various fields.
Shaul K. Bar-Lev, Apostolos Batsidis, Jochen Einbeck, Xu Liu, Panpan Ren   +4 more
doaj   +1 more source

The Asymptotic Distribution of Trimmed Sums

The Annals of Probability, 1988
Let \(X_{1,n}\leq \cdot \cdot \cdot X_{n,n}\) be the order statistics of n independent random variables with a common distribution function F, and let m(n) and k(n) be positive integers such that m(n)\(\to \infty\), k(n)\(\to \infty\), m(n)/n\(\to 0\) and k(n)/n\(\to 0\) as \(n\to \infty\).
Csorgo, Sandor, Haeusler, Erich, Mason, David M.   +2 more
openaire   +3 more sources

Asymptotic properties of a goodness-of-fit test based on maximum correlations [PDF]

, 2008
We study the efficiency properties of the goodness-of-fit test based on the Qn statistic introduced in Fortiana and Grané (2003) using the concepts of Bahadur asymptotic relative efficiency and Bahadur asymptotic optimality.
Tchirina, Anna V., Grané Chávez, Aurea
core   +1 more source

Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples

Stats, 2021
The asymptotic distribution is presented for the linear instrumental variables model estimated with a ridge penalty and a prior where the tuning parameter is selected with a holdout sample. The structural parameters and the tuning parameter are estimated
Fallaw Sowell, Nandana Sengupta
doaj   +1 more source

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.
openaire   +3 more sources

Maximum-likelihood estimation of the Po-MDDRCINAR(p) model with analysis of a COVID-19 data

Statistical Theory and Related Fields
Integer-valued data are frequently encountered in time series studies. A pth-order mixed dependence-driven random coefficient integer-valued autoregressive time series model (Po-MDDRCINAR(p)) in view of binomial and negative binomial operators, where the
Xiufang Liu, Jianlong Peng, Dehui Wang, Huaping Chen   +3 more
doaj   +1 more source