Results 31 to 40 of about 634,254 (363)
On Asymptotic Normality in Stochastic Approximation [PDF]
The Annals of Mathematical Statistics, 1968 A new method, simpler than previous methods due to Chung (1954) and Sacks (1958), is used to prove Theorem 2.2 below, which implies in a simple way all known results on asymptotic normality in various cases of stochastic approximation. Two examples of application are concerned with Venter's (1967) extension of the RM method and Fabian's (1967 ...
Václav Fabian
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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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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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Statistical consistency and asymptotic normality for high-dimensional robust M-estimators [PDF]
arXiv.org, 2015 We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and covariates.
Po-Ling Loh
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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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Asymptotic normality of degree counts in a preferential attachment model [PDF]
Advances in Applied Probability, 2015 Preferential attachment is a widely adopted paradigm for understanding the dynamics of social networks. Formal statistical inference, for instance GLM techniques, and model-verification methods will require knowing test statistics are asymptotically ...
S. Resnick, G. Samorodnitsky
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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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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 +2 more
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