Results 171 to 180 of about 634,254 (363)
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1987 SUMMARY For a Galton-Watson process with offspring distribution pθ, where θ is an unknown parameter, asymptotic posterior normality is established for θ and for the mean of the offspring distribution. A form of asymptotic normality for the mean of the offspring distribution is also obtained, without restriction on whether the process is ...
openaire +2 more sources
Asymptotic properties of cross‐classified sampling designs
Canadian Journal of Statistics, EarlyView.Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
Asymptotic Normality, Strong Mixing and Spectral Density Estimates [PDF]
, 2011 Richard A. Davis +2 more
openalex +1 more source
Asymptotic normality of a linear threshold estimator in fixed dimension with near-optimal rate [PDF]
, 2020 Debarghya Mukherjee +3 more
openalex +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, EarlyView.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
Estimators Related to $U$-Processes with Applications to Multivariate Medians: Asymptotic Normality [PDF]
, 1994 Miguel A. Arcones +2 more
openalex +1 more source
On Regular Best Asymptotically Normal Estimates
The Annals of Mathematical Statistics, 1956 This study was initiated in connection with estimating parameters involved in a certain stochastic process of population growth. Because of the nature of distribution functions arising in such studies, the usual methods of estimation result in formulas which are so complex that it is difficult, if not impossible, to obtain explicit solutions for the ...
openaire +3 more sources
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
Asymptotic normality for the number of records from general distributions [PDF]
, 2011 Raúl Gouet +2 more
openalex +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source