Results 1 to 10 of about 121 (117)
Inverting an Edgeworth Expansion
Annals of Statistics, 1983 We provide a method for inverting a general Edgeworth expansion, so as to correct a statistic for the effects of non-normality. This technique is applied to the special case of the "Studentized" mean. Explicit formulae are given for the correction terms.
exaly +3 more sources
La contribución de Edgeworth al éxito del macadam. Expansión internacional en sus albores
Informes de la Construccion, 2021 En la historia de la ingeniería de carreteras, el nombre de John Loudon McAdam tiene un lugar de honor como el inventor del firme de macadam. Sin embargo, el diseño original de McAdam presentaba algunas limitaciones que fueron resueltas por Richard ...
José Manuel Sanz García +2 more
doaj +1 more source
Improved Approach for the Maximum Entropy Deconvolution Problem
Entropy, 2021 The probability density function (pdf) valid for the Gaussian case is often applied for describing the convolutional noise pdf in the blind adaptive deconvolution problem, although it is known that it can be applied only at the latter stages of the ...
Shay Shlisel, Monika Pinchas
doaj +1 more source
Edgeworth Expansion of the Parametric Bootstrap t-statistic for Linear Regression Processes with Strongly Dependent Errors [PDF]
Journal of Statistical Theory and Applications (JSTA), 2015 The purpose of this paper is to provide a valid Edgeworth expansion for the parametric bootstrap t-statistic of a linear regression process whose error terms are stationary, Gaussian, and strongly dependent time series.
Mosisa Aga
doaj +1 more source
The Convergence Rate of Option Prices in Trinomial Trees
Risks, 2023 We study the convergence of the binomial, trinomial, and more generally m-nomial tree schemes when evaluating certain European path-independent options in the Black–Scholes setting.
Guillaume Leduc, Kenneth Palmer
doaj +1 more source
Edgeworth expansions for network moments
The Annals of Statistics, 2022 Network method of moments arXiv:1202.5101 is an important tool for nonparametric network inference. However, there has been little investigation on accurate descriptions of the sampling distributions of network moment statistics. In this paper, we present the first higher-order accurate approximation to the sampling CDF of a studentized network moment ...
Yuan Zhang, Dong Xia
openaire +4 more sources
Bootstrap, jackknife and Edgeworth approximations for finite population L-statistics
Lietuvos Matematikos Rinkinys, 2010 In this paper we give exact bootstrap estimators for the parameters defining one-term Edgeworth expansion of distribution function of finite population L-statistic and compare these estimators with corresponding jackknife estimators. We also compare `````
Andrius Čiginas
doaj +1 more source
Edgeworth Expansions and Smoothness
The Annals of Probability, 1982 We give a necessary and sufficient condition for the distribution function of $n^{-1/2} \sum^n_{i=1} X_i$, where the $X_i$ are independently identically distributed with $EX_1 = 0, EX^2_1 = 1$ and $E|X_1|^{k+3} < \infty$, to possess an Edgeworth expansion to $k$ terms. The condition is not practicable but clarifies the relation between the existence of
Bickel, P. J., Robinson, J.
openaire +3 more sources
Engineering Science and Technology, an International Journal, 2017 A follow-up on a recent analytical investigation into the statistical characteristics of the Intersymbol Interference (ISI) due to Faster-Than-Nyquist (FTN) signaling is presented.
Zouhir Bahri
doaj +1 more source
Mathematics, 2021 This paper is concerned with the rate of convergence of the distribution of the sequence {Fn/Gn}, where Fn and Gn are each functionals of infinite-dimensional Gaussian fields.
Yoon-Tae Kim, Hyun-Suk Park
doaj +1 more source