Results 71 to 80 of about 8,819 (162)

MLEce: Statistical inference for asymptotically efficient closed-form estimators in R

SoftwareX
Maximum likelihood estimation is a classical method with useful properties like efficiency, consistency, and asymptotic normality. However, the maximum likelihood estimator (MLE) cannot be in closed form in many distributions.
Jun Zhao, Yu-Kwang Kim, Yu-Hyeong Jang, Jae Ho Chang, Sang Kyu Lee, Hyoung-Moon Kim   +5 more
doaj   +1 more source

Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes. [PDF]

J Appl Stat, 2020
Touré AY, Dossou-Gbété S, Kokonendji CC.   +2 more
europepmc   +1 more source

Structured Distance to Normality of Dirichlet–Neumann Tridiagonal Toeplitz Matrices

Axioms
This paper conducts a rigorous study on the spectral properties and operator-space distances of perturbed Dirichlet–Neumann tridiagonal (PDNT) Toeplitz matrices, with emphasis on their asymptotic behaviors. We establish explicit closed-form solutions for
Zhaolin Jiang, Hongxiao Chu, Qiaoyun Miao, Ziwu Jiang   +3 more
doaj   +1 more source

On the Asymptotic Normality of the Method of Moments Estimators for the Birnbaum–Saunders Distribution with a New Parametrization

Mathematics
This study investigates the asymptotic properties of method-of-moments estimators for the Birnbaum–Saunders distribution under a newly proposed parametrization.
Piyapatr Busababodhin, Tossapol Phoophiwfa, Andrei Volodin, Sujitta Suraphee   +3 more
doaj   +1 more source

On the Spectrum of Asymptotic Expansions for an Asymptotic Normal Sequence

Open Journal of Statistics, 2012
We present a family of formal expansions for the density function of a general one-dimensional asymptotic normal sequence Xn. Members of the family are indexed by a parameter τ with an interval domain which we refer to as the spectrum of the family. The spectrum provides a unified view of known expansions for the density of Xn. It also provides a means
openaire   +2 more sources

Drift Estimation for Stochastic Partial Differential Equation Driven by Fractional Brownian Motion

Mathematics
This paper presents a systematic asymptotic analysis of the least squares estimator (LSE) for the drift parameter in a fractional stochastic heat equation driven by fractional Brownian motion.
Hongsheng Qi, Lili Gao, Litan Yan
doaj   +1 more source

Asymptotic Normality Through Factorial Cumulants and Partition Identities. [PDF]

Comb Probab Comput, 2013
Bobecka K, Hitczenko P, López-Blázquez F, Rempała G, Wesołowski J.   +4 more
europepmc   +1 more source

Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data. [PDF]

PLoS One, 2015
Mancino ME, Recchioni MC.
europepmc   +1 more source

Asymptotic Normality and Convergence Rates for Tsallis Entropy Estimators via Stabilization Techniques. [PDF]

Entropy (Basel)
Çadırcı MS, Singull M.
europepmc   +1 more source

A dependent and censored first hitting-time model with compound Poisson processes. [PDF]

Lifetime Data Anal
Escobar-Bach M, Popier A, Sahin M.
europepmc   +1 more source