Results 61 to 70 of about 8,819 (162)
Asymptotic normality of the Ward numbers
Discrete Mathematics, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Asymptotic Normality in Nonparametric Methods
The Annals of Mathematical Statistics, 1968 Let $U_1, U_2, \cdots, U_N$ be a random sample from a population with a continuous distribution function and $R_i, i = 1, \cdots, N,$ be the rank of $U_i$ among the $N$ observations. Asymptotic normality is studied for the statistics of the type \begin{equation*}\tag{0.1} \sum^N_{i=1} \sum^N_{j=1} c_{ij}a_N(R_i/N, R_j/N),\end{equation*} where constants
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Further results on asymptotic normality II
Metrika, 1972 Starting fromLe Cam [1956], it was shown inMichel andPfanzagl [1970] that — under certain regularity conditions — a dominated family of probability measures withEuclidean 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.
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Revstat Statistical JournalIn this paper, we consider the Zenga index, one of the most recent inequality indices. We keep the finite-valued original form and address the asymptotic theory. The asymptotic normality is established through a multinomial representation. The Influence
Tchilabalo Abozou Kpanzou +3 more
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Wavelet-M-Estimation for Time-Varying Coefficient Time Series Models
Discrete Dynamics in Nature and Society, 2020 This paper proposes wavelet-M-estimation for time-varying coefficient time series models by using a robust-type wavelet technique, which can adapt to local features of the time-varying coefficients and does not require the smoothness of the unknown time ...
Xingcai Zhou, Fangxia Zhu
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Goodness-of-Fit Test of Shapiro-Wilk Type with Nuisance Regression and Scale
Austrian Journal of Statistics, 2016 Shapiro and Wilk (1965) proposed a highly intuitive goodness-of-fit test of normality with nuisance location and scale parameters. The test has received a considerable attention in the literature; its asymptotic null distribution is covered by the ...
Pranab Kumar Sen +2 more
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Revista Colombiana de Estadística, 2007 The Hungarian Construction (Komlós et al. 1975) is used for getting a proof of asymptotic normality of S-Gini coefficient; this method is very interesting because it can be used to check asymptotic normality of other income inequality measures as Theil ...
PABLO MARTÍNEZ-CAMBLOR
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Tail asymptotics for the bivariate skew normal
Journal of Multivariate Analysis, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thomas Fung, Eugene Seneta
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Instrumental Weighted Variables
Austrian Journal of Statistics, 2016 A motivation for the classical Instrumental Variables and the reasons for here-proposed way of their robustification are discussed. The conditions for the ?n-consistency, the existence of Bahadur representation and the asymptotic normality of the ...
Jan Ámos Víšek
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MathematicsWe investigate the asymptotic properties of the plug-in estimator for the Jeffreys divergence, the symmetric variant of the Kullback–Leibler (KL) divergence. This study focuses specifically on the divergence between discrete distributions. Traditionally,
Vladimir Glinskiy +5 more
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