Asymptotic distribution theory in statistics

Results 141 to 150 of about 14,273 (256)

Uniform in Bandwidth Consistency of the <i>L</i><sup>1</sup>-Modal Regression Estimator for High-Dimensional Data. [PDF]

Entropy (Basel)
Almulhim FA, Alamari MB, Laksaci A.
europepmc +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source

Asymptotic Theory for a Vector ARMA-GARCH Model, [PDF]

This paper investigates the asymptotic theory for a vector ARMA-GARCH model. The conditions for the strict stationarity, ergodicity, and the higherorder moments of the model are established.
Michael McAleer, Shiqing Ling
core

Lévy Diffusion Under Power-Law Stochastic Resetting. [PDF]

Entropy (Basel)
Liu J, Li Y, Marchesoni F.
europepmc +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley +1 more source

Inference on Income Distributions [PDF]

This paper attempts to provide a synthetic view of varied techniques available for per- forming inference on income distributions. Two main approaches can be distinguished: one in which the object of interest is some index of income inequality or poverty,
Russell Davidson
core

Estimating Baseline Survival Function in the Proportional Hazards Model Under Monotone Hazards. [PDF]

J Stat Theory Pract
Wu Y, Chappell R.
europepmc +1 more source

A Joint Test of Unconfoundedness and Common Trends

Journal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley +1 more source

Penalized eigenvalue block averaging: Extension to nested model comparison and Monte Carlo evaluations. [PDF]

Behav Res Methods
Foldnes N, Grønneberg S, Moss J.
europepmc +1 more source

Colourings of Uniform Group Divisible Designs and Maximum Packings

Journal of Combinatorial Designs, EarlyView.
ABSTRACT A weak c $c$‐colouring of a design is an assignment of colours to its points from a set of c $c$ available colours, such that there are no monochromatic blocks. A colouring of a design is block‐equitable, if for each block, the number of points coloured with any available pair of colours differ by at most one.
Andrea C. Burgess +6 more
wiley +1 more source

mathematical statistics