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Proximal statistic: Asymptotic normality [PDF]

Statistics & Probability Letters, 2020
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Asymptotic normality of recursive algorithms via martingale difference arrays [PDF]

Discrete Mathematics & Theoretical Computer Science, 2001
We propose martingale central limit theorems as an tool to prove asymptotic normality of the costs of certain recursive algorithms which are subjected to random input data.
Werner Schachinger
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Problems for combinatorial numbers satisfying a class of triangular arrays

Lietuvos Matematikos Rinkinys, 2023
Numbers satisfying a class of triangular arrays, defined by a bivariate first-order linear difference equation with linear coefficients, include a wide range of combinatorial numbers: binomial coefficients, Morgan numbers, Stirling numbers of the first ...
Igoris Belovas
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Asymptotic normality

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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A difference-based approach in the partially linear model with dependent errors

Journal of Inequalities and Applications, 2018
We study asymptotic properties of estimators of parameter and non-parameter in a partially linear model in which errors are dependent. Using a difference-based and ordinary least square (DOLS) method, the estimator of an unknown parametric component is ...
Zhen Zeng, Xiangdong Liu
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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 Sciences
Purpose – 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, Abdelhakim Necir, Souad Benchaira   +2 more
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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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Strategies for Asymptotic Normalization

, 2022
FSCD ...
Faggian, Claudia, Guerrieri, Giulio
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