Results 41 to 50 of about 8,819 (162)

A Note on the Asymptotic Efficiency of an Asymptotically Normal Estimator Sequence [PDF]

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1963
SUMMARY This paper gives a rigorous yet quite elementary proof that under fairly general conditions, the asymptotic efficiency of an asymptotically normal estimator sequence does not exceed unity. Both estimation of a single parameter and simultaneous estimation of several parameters are considered.
openaire   +2 more sources

A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise

open access: yesEconometrics, 2015
This paper studies the asymptotic normality for the kernel deconvolution estimator when the noise distribution is logarithmic chi-square; both identical and independently distributed observations and strong mixing observations are considered.
Yang Zu
doaj   +1 more source

Local Asymptotic Normality Complexity Arising in a Parametric Statistical Lévy Model

open access: yesComplexity, 2021
We consider statistical experiments associated with a Lévy process X=Xtt≥0 observed along a deterministic scheme iun, 1≤i≤n. We assume that under a probability ℙθ, the r.v.
Wissem Jedidi
doaj   +1 more source

Asymptotic normality of the truncation probability estimator for truncated dependent data [PDF]

open access: yesIranian Journal of Numerical Analysis and Optimization, 2009
In some long term studies, a series of dependent and possibly truncated life-times may be observed. Suppose that the lifetimes have a common marginal distribution function. In left-truncation model, one observes data (Xi,Ti) only, when Ti ≤ Xi.
S. Jomhoori, V. Fakoor, H. A. Azarnoosh
doaj   +1 more source

A note on unimodality and asymptotic normality

open access: yesJournal of Combinatorial Theory, Series A, 1982
AbstractFrom asymptotic normality of a unimodal sequence (pn) estimates are obtained for the values N such that pN ⩾ pn for all n.
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The asymptotic normalized linear complexity of multisequences

open access: yesJournal of Complexity, 2008
19 pages, 2 figures, submitted to J ...
Michael Vielhaber 0001   +1 more
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Reliability Inference for the Multicomponent System Based on Progressively Type II Censored Samples from Generalized Pareto Distributions

open access: yesMathematics, 2020
In this paper, the reliability of a k-component system, in which all components are subject to common stress, is considered. The multicomponent system will continue to survive if at least s out of k components’ strength exceed the common stress.
Lauren Sauer, Yuhlong Lio, Tzong-Ru Tsai
doaj   +1 more source

Asymptotic Normality of Some Graph Sequences [PDF]

open access: yesGraphs and Combinatorics, 2015
For a simple finite graph G denote by {G \brace k} the number of ways of partitioning the vertex set of G into k non-empty independent sets (that is, into classes that span no edges of G). If E_n is the graph on n vertices with no edges then {E_n \brace k} coincides with {n \brace k}, the ordinary Stirling number of the second kind, and so we refer to {
openaire   +3 more sources

Mestimation in periodic Threshold GARCH models: Consistency and asymptotic normality

open access: yesMiskolc Mathematical Notes
The present paper derives convergence rates and asymptotic normality of a class of M ...
Ahmed Ghezal, Imane Zemmouri
doaj   +1 more source

A Note on Asymptotic Joint Normality

open access: yesThe Annals of Mathematical Statistics, 1972
The concept of asymptotic normality takes on some new aspects when the dimensionality of the vector random variable under consideration is allowed to increase indefinitely. A necessary and sufficient condition for joint asymptotic normality in a new (strong) sense, in the case of independence, is given.
openaire   +3 more sources

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