Results 11 to 20 of about 236,727 (226)

Random sets and exact confidence regions [PDF]

, 2013
An important problem in statistics is the construction of confidence regions for unknown parameters. In most cases, asymptotic distribution theory is used to construct confidence regions, so any coverage probability claims only hold approximately, for ...
Martin, Ryan
core   +1 more source

Central limit theorem for Fourier transforms of stationary processes [PDF]

, 2010
We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all regular sequences.
Peligrad, Magda, Wu, Wei Biao
core   +1 more source

Inference on P(Y [PDF]

, 2014
This paper deals with the estimation of reliability $R=P ...
Jafari, Ali Akbar, Khoolenjani, Nayereh Bagheri, Pak, Abbas   +2 more
core   +1 more source

A Simple Encompassing Test for the Deterministic and Bilinear Unit Root Models

Austrian Journal of Statistics, 2016
A new parameters’ encompassing test is proposed for deciding between the deterministic unit root processes with a structural break and the bilinear unit root model without such break.
Wojciech W. Charemza, Svetlana Makarova
doaj   +1 more source

Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments [PDF]

, 2007
In longitudinal and spatial studies, observations often demonstrate strong correlations that are stationary in time or distance lags, and the times or locations of these data being sampled may not be homogeneous.
Carroll, Raymond J., Hong, Meeyoung, Li, Yehua, Lupton, Joanne R., Turner, Nancy D., Wang, Naisyin   +5 more
core   +2 more sources

Extreme Value Laws for Superstatistics

, 2014
We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible, namely: Gumbel,
Beck, Christian, Rabassa, Pau
core   +2 more sources

Limited time series with a unit root [PDF]

, 2003
This paper develops an asymptotic theory for integrated and near-integrated time series whose range is constrained in some ways. Such a framework arises when integration and cointegration analysis are applied to persistent series which are bounded ...
Cavaliere, Giuseppe
core   +1 more source

JEL Ratio Test for Independence of Time to Failure and Cause of Failure in Competing Risks Data

Statistica
In the present article, we propose a Jackknife empirical likelihood (JEL) ratio test for testing the independence of time to failure and cause of failure in competing risks data. We use the U-statistics theory to derive the JEL ratio test. The asymptotic
Narayanan Sreelakshmy, Engakkattu Purushothaman Sreedevi   +1 more
doaj   +1 more source

Optimal testing of equivalence hypotheses

, 2005
In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.
Romano, Joseph P.
core   +2 more sources

Stationary-State Statistics of a Binary Neural Network Model with Quenched Disorder

Entropy, 2019
In this paper, we study the statistical properties of the stationary firing-rate states of a neural network model with quenched disorder. The model has arbitrary size, discrete-time evolution equations and binary firing rates, while the topology and the ...
Diego Fasoli, Stefano Panzeri
doaj   +1 more source