Results 91 to 100 of about 1,291 (204)
An Edgeworth Expansion For Symmetric Statistics
, 1994 We consider asymptotically normal statistics which are symmetric functions of N i.i.d. random variables. For these statistics we prove the validity of an Edgeworth expansion with remainder O(1=N) under Cramer's condition on the linear part of the ...
W. van Zwet, V. Bentkus, F. Götze
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Financial Impact of Embedded Injury-Prevention Experts in US Army Initial Entry Training. [PDF]
J Athl Train, 2023 Clifton DR +5 more
europepmc +1 more source
Forecasting the density of asset returns [PDF]
In this paper we introduce a transformation of the Edgeworth-Sargan series expansion of the Gaussian distribution, that we call Positive Edgeworth-Sargan (PES).
Javier Perote, Trino-Manuel Niguez
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The Wild Bootstrap, Tamed at Last [PDF]
Various versions of the wild bootstrap are studied as applied to regression models with heteroskedastic errors. We develop formal Edgeworth expansions for the error in the rejection probability (ERP) of wild bootstrap tests based on asymptotic t ...
Russell Davidson, Emmanuel Flachaire
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RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM
, 2013 Bobkov SG, Chistyakov GP, Götze F. RATE OF CONVERGENCE AND EDGEWORTH-TYPE EXPANSION IN THE ENTROPIC CENTRAL LIMIT THEOREM. The Annals Of Probability. 2013;41(4):2479-2512.An Edgeworth-type expansion is established for the entropy distance to the class of
Chistyakov, Gennadiy P. +2 more
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Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator
AMS classifications: 62G20, 62G32;asymptotic normality;confidence intervals;Edgeworth expansions;extreme value index;Hill estimator;regular variation;tail ...
Segers, J., Haeusler, E.
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Weighted Bootstrap and Edgeworth Expansion for the Nonparametric Estimator of Time-Dependent AUC
, 2007 根據非參數AUC 估計式之常態逼近理論所得之信賴區間已被建立。然而, 當樣本數 過小及設限率偏高時, 所建立之信賴區間顯現涵蓋機率過低及區間不精確問題。為了 解決此缺點, 吾等利用加權自助法和Edgeworth 展式方法來改進涵蓋率和區間分位 的精確性。在此論文, 針對加權自助分配和Edegeworth 展式作深入理論建立, 並在 一系列的數值模擬中歸納出不同方法之性質。最後, 將所提出之方法應用於ACTG 175 研究資料上。The confidence region for the time ...
王紹宣, Wang, Shao-Hsuan
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Information Entropy Algorithms for Image, Video, and Signal Processing. [PDF]
Entropy (Basel), 2021 Jeon G.
europepmc +1 more source
Edgeworth expansion of Wilks’ lambda statistic
Journal of Multivariate Analysis, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes [PDF]
In this paper we will investigate the consequences of applying the sieve bootstrap under regularity conditions that are sufficiently general to encompass both fractionally integrated and non-invertible processes.
D. S. Poskitt
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