Results 231 to 240 of about 8,872 (261)

Asymptotic Normality—Global

1986
This chapter elaborates properties of a certain widely applicable method of construction of estimates. The general idea is that one provides oneself with a well behaved auxiliary estimate of the parameter and that, in the vicinity of the estimated value, one refines the estimate using techniques adapted to the local structure of the experiment.
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Asymptotic normality of the posterior in relative entropy

IEEE Transactions on Information Theory, 1999
Summary: We show that the relative entropy between a posterior density formed from a smooth likelihood and prior and a limiting normal form tends to zero in the independent and identically distributed case. The mode of convergence is in probability and in mean. Applications to codelength in stochastic complexity and to sample size selection are briefly
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Bootstrap and asymptotic normality

1992
In this chapter consistency of bootstrap is compared with asymptotic normality. This is done for linear statistics of n i. i. d. observations. It is shown that bootstrap works asymptotically under the same assumptions as a normal approximation with estimated variance (Theorem 1).
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Asymptotic Normality

1989
Hung T. Nguyen, Gerald S. Rogers
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On the asymptotic normality of the posterior distribution.

2001
Summary: Let a random sample of size \(n\) be drawn from a variable with probability density depending on a vector of parameters, \(\pmb\theta= (\theta_1,\theta_2,\dots,\theta_r)^\top\), and let us suppose that the prior distribution of \(\pmb\theta\) has continuous, positive density \(p(\pmb\theta)\) on an open set \(H\).
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Convergence rates and asymptotic normality for series estimators

Journal of Econometrics, 1997
Whitney K Newey
exaly  

Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

Econometrica, 2004
Anders Rahbek
exaly  

Asymptotic Normality and the Bootstrap in Stratified Sampling

Annals of Statistics, 1984
P J Bickel
exaly  

On the Asymptotic Normality of Statistics with Estimated Parameters

Annals of Statistics, 1982
Ronald H Randles
exaly  

Asymptotic Normality

1994
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