Results 11 to 20 of about 634,254 (363)

Asymptotic normality of the LSE for chirp signal parameters [PDF]

Modern Stochastics: Theory and Applications
A time continuous statistical model of chirp signal observed against the background of stationary Gaussian noise is considered in the paper. Asymptotic normality of the LSE for parameters of such a sinusoidal regression model is obtained.
Alexander Ivanov, Viktor Hladun
doaj   +2 more sources

Asymptotic normality of nonparametric m-estimators with applications to hypothesis testing for panel count data

, 2017
Xingqiu Zhao, Ying Zhang
semanticscholar   +3 more sources

Asymptotic normality of robust M-estimators with convex penalty [PDF]

Electronic Journal of Statistics, 2021
This paper develops asymptotic normality results for individual coordinates of robust M-estimators with convex penalty in high-dimensions, where the dimension p is at most of the same order as the sample size n, i.e, p/n ≤ γ for some fixed constant γ > 0.
P. Bellec, Yiwei Shen, Cun-Hui Zhang
semanticscholar   +1 more source

Consistency and Asymptotic Normality of Estimator for Parameters in Multiresponse Multipredictor Semiparametric Regression Model

Symmetry, 2022
A multiresponse multipredictor semiparametric regression (MMSR) model is a combination of parametric and nonparametric regressions models with more than one predictor and response variables where there is correlation between responses.
Nur Chamidah, Budi Lestari, I. Budiantara, T. Saifudin, R. Rulaningtyas, A. Aryati, Puspa Wardani, D. Aydin   +7 more
semanticscholar   +1 more source

Asymptotic Behavior of a Nonparametric Estimator of the Renewal Function for Random Fields

Mathematics, 2023
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, Victor Harison, Michel Harel   +2 more
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Estimation of quantile regression model without longitudinal data and with auxiliary information

Xi'an Gongcheng Daxue xuebao, 2021
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, Shuanghua LUO, Chengyi ZHANG   +2 more
doaj   +1 more source

Local asymptotic normality of statistical models of discrete martingales

Lietuvos Matematikos Rinkinys, 2023
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

Entropy, 2022
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, Boping Tian, Yuanyuan Zhang, Sheng Fu   +3 more
doaj   +1 more source

Asymptotic normality for random polytopes in non-Euclidean geometries [PDF]

Transactions of the American Mathematical Society, 2019
Asymptotic normality for the natural volume measure of random polytopes generated by random points distributed uniformly in a convex body in spherical or hyperbolic spaces is proved.
Florian Besau, Christoph Thale
semanticscholar   +1 more source

Asymptotic Normality of M-Estimator in Linear Regression Model with Asymptotically Almost Negatively Associated Errors

Mathematics, 2023
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