Results 271 to 280 of about 45,703 (314)

Asymptotic Estimation of Variance

Theory of Probability & Its Applications, 1991
See the review in Zbl 0706.62025.
Joshi, S. N., Rukhin, A. L.
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The Asymptotic Efficiency of Simulation Estimators

Operations Research, 1992
A decision-theoretic framework is proposed for evaluating the efficiency of simulation estimators. The framework includes the cost of obtaining the estimate as well as the cost of acting based on the estimate. The cost of obtaining the estimate and the estimate itself are represented as realizations of jointly distributed stochastic processes. In this
Peter W. Glynn, Ward Whitt
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Simulation and the Asymptotics of Optimization Estimators

Econometrica, 1989
On demontre un theoreme de limite centrale general pour des estimateurs definis par minimisation de la longueur d'une fonction de critere aleatoire a valeurs vectorielles. Aucune hypothese de regularite suffisante n'est imposee sur la fonction de critere, pour que les resultats puissent etre appliques a une classe d'estimlateurs de simulation assez ...
Pakes, Ariel, Pollard, David
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On Asymptotic Deficiency of Estimators

Australian Journal of Statistics, 1981
SummaryThe notion of deficiency was introduced by Hodges and Lehmann. It is known that best asymptotically normal (BAN) estimators are second order asymptotically efficient in the class A2 of all second order asymptotically median unbiased estimators.In this paper it is shown that the asymptotic deficiency of any two estimators in the restricted class ...
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On the asymptotic estimates of sifting functions

The Quarterly Journal of Mathematics, 1998
Let \(\Phi(x,y)\) denote the number of positive integers less than or equal to \(x\) with no prime factors less than or equal to \(y\). The author first proves that if \(x\geq x_0(\varepsilon)\) and \(\exp((\log x)^{2/5 + \varepsilon})\leq y \leq x^{1/2}\), then \[ \Phi(x,y) = e^\gamma x\log y \prod_{p\leq y}\biggl(1-{1\over p}\biggr) \int_0^\infty ...
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Nonlinear Estimation and Asymptotic Approximations

Econometrica, 1978
central objective of this paper is to present a series expansion of nonlinear estimators in order to facilitate an analysis of the distributions of such estimators. Where the estimator under consideration is a maximum likelihood estimator, the method provides somewhat more information, as well as higher order approximations to the distributions of the ...
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