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Asymptotic properties of estimators in a semi-parametric regression model with infinite r th moments

Communications in Statistics - Simulation and Computation
Yi Wu, Mei Yao, Xuejun Wang
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Asymptotic properties of conditional U-statistics using delta sequences

Communications in Statistics - Theory and Methods, 2023
Stute (1991) introduced a class of so-called conditional U-statistics, which may be viewed as a generalization of the Nadaraya-Watson estimates of a regression function. Stute proved their strong pointwise consistency to: r(k)(φ,t):=E[φ(Y1,…,Yk)|(X1,…,Xk)
Salim Bouzebda, Amel Nezzal
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Asymptotic breakdown point analysis for a general class of minimum divergence estimators

Bernoulli, 2023
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to classical techniques based on maximum likelihood and related methods. Basu et al.
Subhrajyoty Roy, A. Sarkar, A. Ghosh, A. Basu   +3 more
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A note on the asymptotic properties of the estimators in a semiparametric regression model

Communications in statistics. Simulation and computation, 2019
In this paper, we investigate the parametric component and nonparametric component estimators in a semiparametric regression model based on -mixing random errors.
Yan Wang, Xiaoqin Li, Ling Chen, Minghui Wang, Xuejun Wang   +4 more
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Asymptotic properties of transfer function estimates using non-parametric noise models under relaxed assumptions

IFAC Proceedings Volumes, 2009
Abstract It is well known that under very general assumptions the discrete Fourier coefficients of filtered noise is asymptotically independent circular complex Gaussian distributed, based on a generalized central limit theorem (CLT). The standard results on the consistency and the asymptotic uncertainty of the frequency domain Errors-in-Variables ...
Barbé, Kurt, Pintelon, Rik, Schoukens, Joannes   +2 more
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Some properties of weighted survival extropy and its extended measures

Communications in Statistics - Theory and Methods, 2022
We study some properties of weighted survival extropy measure. This is a shift dependent measure and put more weights to the large values of the observed random variable.
Siddhartha Chakraborty, B. Pradhan
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Asymptotic Properties of ReLU FFN Sieve Estimators

Studies in Nonlinear Dynamics & Econometrics
Recently, machine learning algorithms have increasing become popular tools for economic and financial forecasting. While there are several machine learning algorithms for doing so, a powerful and efficient algorithm for forecasting purposes is the multi ...
Frank J. Fabozzi, Hasan Fallahgoul, Vincentius Franstianto, Grégoire Loeper   +3 more
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Strong consistency of nonparametric kernel estimators for integrated diffusion process

Communications in Statistics - Theory and Methods, 2022
The asymptotic properties of nonparametric kernel estimators of diffusion process and integrated diffusion process were studied by scholars through using the theories of local time, giving the properties of consistency and asymptotic normality for ...
Shanchao Yang, Shilu Zhang, Guo-Dong Xing, Xin Yang   +3 more
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Inference for estimators of generalized long memory processes

Communications in statistics. Simulation and computation, 2022
Surprisingly little is known regarding the asymptotic properties of estimators for cyclical long memory models such as the Gegenbauer autoregressive moving average (GARMA) model.
Paul M. Beaumont, Aaron D. Smallwood
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Three-stage semi-parametric estimation of -copulas: Asymptotics, finite-sample properties and computational aspects

Computational Statistics & Data Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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