Rank Test Based On Matrix Perturbation Theory [PDF]
In this paper, we propose methods of the determination of the rank of matrix. We consider a rank test for an unobserved matrix for which an estimate exists having normal asymptotic distribution of order N1/2 where N is the sample size. The test statistic
Zaka Ratsimalahelo
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Asymptotic theory of statistics form unit root test regressions when the alternative is a breaking-trend-stationary model [PDF]
We derive test regressions whose structure provides a link between tests for a unit root and tests on the nullity of the parameters associated with the regression's trend function.
Noriega-Muro, Antonio
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Hietarinta Chern–Simons supergravity and its asymptotic structure
European Physical Journal C: Particles and FieldsIn this paper we present the Hietarinta Chern–Simons supergravity theory in three space-time dimensions which extends the simplest Poincaré supergravity theory.
Patrick Concha +2 more
doaj +1 more source
Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models. [PDF]
Statistics (Ber), 2018 Bura E +4 more
europepmc +1 more source
Semi-parametric analysis of overdispersed count and metric data with varying follow-up times: Asymptotic theory and small sample approximations. [PDF]
Biom J, 2019 Konietschke F, Friede T, Pauly M.
europepmc +1 more source
A Simple Asymptotic Analysis of Residual-Based Statistics [PDF]
What s the asymptotic null distribution of a rank-based serial autocorrelation test applied to residuals of an estimated GARCH model?What s the limiting distribution of estimated ACD parameters applied to the residuals of some first-stage modelling ...
Werker, B.J.M., Andreou, E.
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"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options" [PDF]
This paper develops a Fourier transform method with an asymptotic expansion approach for option pricing. The method is applied to European currency options with a libor market model of interest rates and jump-diffusion stochastic volatility models of ...
Kohta Takehara, Akihiko Takahashi
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Frontier Estimation and Extreme Values Theory [PDF]
In this paper we investigate the problem of nonparametric monotone frontier estimation from an extreme-values theory perspective. This allows to revisit the asymptotic theory of the popular Free Disposal Hull estimator in a general setup, to derive new ...
Florens, Jean-Pierre +2 more
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Asymptotic theory of time-varying social networks with heterogeneous activity and tie allocation. [PDF]
Sci Rep, 2016 Ubaldi E +5 more
europepmc +1 more source
Asymptotic null distributions of stationarity and nonstationarity [PDF]
The purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error ...
Nunzio Cappuccio, Diego Lubian
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