Asymptotic Normality for Plug-In Estimators of Generalized Shannon’s Entropy [PDF]
Shannon’s entropy is one of the building blocks of information theory and an essential aspect of Machine Learning (ML) methods (e.g., Random Forests).
Jialin Zhang, Jingyi Shi
doaj +2 more sources
Asymptotic Normality of Quadratic Estimators. [PDF]
We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction of estimators in high-dimensional semi- and non-parametric models, and in the construction of nonparametric ...
Robins J +3 more
europepmc +5 more sources
The asymptotic normality of internal estimator for nonparametric regression [PDF]
In this paper, we aim to study the asymptotic properties of internal estimator of nonparametric regression with independent and dependent data. Under some weak conditions, we present some results on asymptotic normality of the estimator.
Penghua Li, Xiaoqin Li, Liping Chen
doaj +2 more sources
Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples [PDF]
In the present article, by utilizing some inequalities for linearly negative quadrant dependent random variables, we discuss the uniformly asymptotic normality of sample quantiles for linearly negative quadrant dependent samples under mild conditions ...
Xueping Hu +3 more
doaj +2 more sources
Asymptotic Behavior of a Nonparametric Estimator of the Renewal Function for Random Fields
In this paper, we study the asymptotic normality of a nonparametric estimator of the renewal function associated with a sequence of absolutely continuous nonnegative two-dimensional random fields.
Livasoa Andriamampionona +2 more
doaj +1 more source
Estimation of quantile regression model without longitudinal data and with auxiliary information
In order to study the estimation of the quantile regression model with missing longitudinal data and auxiliary information, the parameter estimation and asymptotic normality of linear quantile regression model are given by using inverse probability ...
Yuting ZHANG +2 more
doaj +1 more source
Local asymptotic normality of statistical models of discrete martingales
We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out.
Vaidotas Kanišauskas
doaj +3 more sources
Asymptotics of Subsampling for Generalized Linear Regression Models under Unbounded Design
The optimal subsampling is an statistical methodology for generalized linear models (GLMs) to make inference quickly about parameter estimation in massive data regression. Existing literature only considers bounded covariates.
Guangqiang Teng +3 more
doaj +1 more source
This paper studies a linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables. Firstly, the central limit theorem for AANA sequences of random variables is established. Then, we use the
Yu Zhang
doaj +1 more source
Asymptotic Normality in Linear Regression with Approximately Sparse Structure
In this paper, we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors, p, is ...
Saulius Jokubaitis, Remigijus Leipus
doaj +1 more source

