Results 21 to 30 of about 80,615 (316)
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 +2 more
doaj +1 more source
Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion
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
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 +4 more
doaj +1 more source
Characterization of the asymptotic distribution of semiparametric M-estimators
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Sokbae Lee +5 more
core +1 more source
Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions
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 +4 more
doaj +1 more source
An adaptive lack of fit test for big data
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
doaj +1 more source
Asymptotics for the Moments of Singular Distributions
The authors determine the asymptotic behavior of the moments of some singular distributions defined on \([0,1]\), including the Cantor singular function and some special cases of the Riesz-Nagy singular function. The authors also present some numerical studies of the coefficients in the recurrence relation for the orthogonal polynomials generated by ...
Goh, W., Wimp, J.
openaire +2 more sources
Maximum-likelihood estimation of the Po-MDDRCINAR(p) model with analysis of a COVID-19 data
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 +3 more
doaj +1 more source
Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples
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
Evolutionary analysis across 32 placental mammals identified positive selection at residues H148 and W149 in the immune receptor FcγR1. Ancestral reconstruction combined with molecular dynamics simulations reveals how these mutations may influence receptor structure and dynamics, providing insight into the evolution of antibody recognition and immune ...
David A. Young +7 more
wiley +1 more source

