Results 231 to 240 of about 4,255 (254)

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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Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points

Mathematical Methods of Statistics, 2014
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Asymptotic Properties of Some Non-Parametric Hyperbolic Efficiency Estimators

2011
A hyperbolic measure of technical efficiency was proposed by Fare et al. (The Measurement of Efficiency of Production, Kluwer-Nijhoff Publishing, Boston, 1985) wherein efficiency is measured by the simultaneous maximum, feasible reduction in input quantities and increase in output quantities.
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Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors

Communications in Statistics - Theory and Methods, 2022
Xuejun Wang, Xin Deng, Yi Wu
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Non-parametric estimation of stochastic volatility models: spot volatility, leverage and vol-of-vol. Four essays on asymptotic error distributions, finite-sample properties and empirical applications.

2021
This thesis contains four essays on non-parametric estimators of the spot volatility, the leverage and the volatility-of-volatility. In particular, the focus of this thesis is on the study of the asymptotic properties of the estimators, the optimization of their finite-sample performance and the use of the resulting estimates in empirical applications.
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Asymptotic Properties for Estimators in Semi-Parametric Error-in-Variables Model with Missing Responses

Advances in Applied Mathematics, 2022
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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 Weighted $L^2$ Quantile Distance Estimators

Annals of Statistics, 1982
Vincent N Lariccia
exaly  

Asymptotic properties of the least squares estimators of the parameters of the chirp signals

Annals of the Institute of Statistical Mathematics, 2004
Swagata Nandi, Debasis Kundu, Nandi Swagata   +2 more
exaly  

An Overview of Asymptotic Properties of Estimators in Truncated Distributions

Communications in Statistics - Theory and Methods, 2007
Inmaculada Barranco-Chamorro, J L Moreno-Rebollo   +1 more
exaly