Results 11 to 20 of about 373,332 (254)
Strategies for Asymptotic Normalization
CoRR, 2022 FSCD ...
Claudia Faggian, Giulio Guerrieri
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Consistency and Asymptotic Normality of Estimator for Parameters in Multiresponse Multipredictor Semiparametric Regression Model [PDF]
, 2022 A multiresponse multipredictor semiparametric regression (MMSR) model is a combi-nation of parametric and nonparametric regressions models with more than one predictor and response variables where there is correlation between responses.
Nur Chamidah, S.Si., M.Si +2 more
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Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression [PDF]
, 2005 Poisson regression models for count variables have been utilized in many applications. However, in many problems overdispersion and zero-inflation occur.
Min, Aleksey, Czado, Claudia
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Asymptotic normality of quadratic estimators
Stochastic Processes and their Applications, 2016 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.M. +3 more
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On asymptotic normality for m-dependent U-statistics
International Journal of Mathematics and Mathematical Sciences, 1988 Let (Xn) be a sequence of m-dependent random variables, not necessarily equally distributed. We give a Berry-Esseen estimate of the convergence to normality of a suitable normalization of a U-statistic of the (Xn).
Wansoo T. Rhee
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Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data [PDF]
Arab Journal of Mathematical SciencesPurpose – The purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error.
Saida Mancer +2 more
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Metrika, 1970 The object of this paper is to show that — under certain regularity conditions — a dominated family of probability measures with Euclidean parameter space behaves approximately like a family of normal distributions if each probability measure is the independent product of a great number of identical components.
Michel, R., Pfanzagl, J.
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Test and asymptotic normality for mixed bivariate measure
Statistica, 2013 Consider a pair of random variables whose joint probability measure is the sum of an absolutely continuous measure, a discrete measure and a finite number of absolutely continuous measures on some lines called jum lines.
Rachid Sabre
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Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors
Modern Stochastics: Theory and Applications, 2021 A linear structural regression model is studied, where the covariate is observed with a mixture of the classical and Berkson measurement errors. Both variances of the classical and Berkson errors are assumed known.
Mykyta Yakovliev, Alexander Kukush
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Asymptotics for functionals of powers of a periodogram
Modern Stochastics: Theory and Applications, 2015 We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
Lyudmyla Sakhno
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