Results 21 to 30 of about 78,936 (284)

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
doaj   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

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.
openaire   +1 more source

On maximum likelihood estimation of the extreme value index [PDF]

, 2004
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value ...
de Haan, Laurens, Drees, Holger, Ferreira, Ana   +2 more
core   +3 more sources

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
doaj   +1 more source

On the Use of Conditional Asymptotic Normality

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1979
Summary Methods for obtaining the limiting distribution of a complicated statistic which depends on another auxiliary statistic are discussed. Examples are given in which a general conditional approach due to Sethuraman is found to be extremely fruitful in solving this type of problem.
Fligner, Michael A., Hettmansperger, Thomas P.   +1 more
openaire   +2 more sources

Estimating 𝐿-Functionals for Heavy-Tailed Distributions and Application

Journal of Probability and Statistics, 2010
𝐿-functionals summarize numerous statistical parameters and actuarial risk measures. Their sample estimators are linear combinations of order statistics (𝐿-statistics). There exists a class of heavy-tailed distributions for which the asymptotic normality
Abdelhakim Necir, Djamel Meraghni
doaj   +1 more source

Inference in non stationary asymmetric garch models [PDF]

, 2013
This paper considers the statistical inference of the class of asymmetric power-transformed GARCH(1,1) models in presence of possible explosiveness. We study the explosive behavior of volatility when the strict stationarity condition is not met. This
Francq, Christian, Zakoian, Jean-Michel
core   +2 more sources

Some Asymptotic Results of Kernel Density Estimator in Length-Biased Sampling [PDF]

Journal of Sciences, Islamic Republic of Iran, 2013
In this paper, we prove the strong uniform consistency and asymptotic normality of the kernel density estimator proposed by Jones [12] for length-biased data.The approach is based on the invariance principle for the empirical processes proved by Horváth [
M. Ajami, V. Fakoor, S. Jomhoori
doaj