Results 111 to 120 of about 1,291 (204)
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction. [PDF]
J Quant Econ, 2021 Bao Y, Ullah A.
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Asymptotic analysis for stochastic volatility: Edgeworth expansion
The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions.
Masaaki Fukasawa
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AN EDGEWORTH EXPANSION AND A NORMALIZING TRANSFORMATION FOR L-STATISTICS
We obtain a stochastic approximation of a jackknife variance estimator of an L-statistic and also derive an approximation of a studentized L-statistic, in which we substitute the jackknife variance estimator. An Edgeworth expansion with remainder term o($
Maesono, Yoshihiko, 前園, 宜彦
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Routine respiratory metagenomics service for intensive care unit patients
, 2023 Charalampous T +24 more
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Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
Asymptotic confidence intervals, Collinearity, Edgeworth expansion, Ridge regression,
Luis Firinguetti, Gladys Bobadilla
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Multivariate edgeworth expansions
Journal of Computational and Applied MathematicsChristopher S. Withers +1 more
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Analytical Expressions for Ising Models on High Dimensional Lattices. [PDF]
Entropy (Basel), 2021 Kryzhanovsky B, Litinskii L, Egorov V.
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Bandwidth selection for nonparametric kernel testing
We propose a sound approach to bandwidth selection in nonparametric kernel testing. The main idea is to find an Edgeworth expansion of the asymptotic distribution of the test concerned.
Gao, Jiti, Gijbels, Irene
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Gram Charlier and Edgeworth expansion for sample variance
, 2011 International audienceIn this paper, we derive a valid Edgeworth expansions for the Bessel corrected empirical variance when data are generated by a strongly mixing process whose distribution can be arbitrarily.
Benhamou, Eric
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