Results 51 to 60 of about 1,291 (204)
Edgeworth expansion for the kernel quantile estimator
, 2009 Edgeworth expansion, Kernel quantile estimator, Quantile, Validity,
Penev, Spiridon +3 more
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Edgeworth Expansions in Nonparametric Statistics
The Annals of Statistics, 1974 This is a survey of recent work on Edgeworth expansions for $(M)$ estimates, rank tests and some other statistics arising in nonparametric models. A Berry-Esseen theorem for $U$-statistics which seems to be new is also proved.
openaire +3 more sources
Digital Twins and Applications, Volume 3, Issue 1, January/December 2026.The article proposes a digital twin‐driven probabilistic power flow framework that dynamically updates the probability distribution model parameters for wind, solar and load based on real‐time data. It combines the semi‐invariant method and Gram–Charlier series expansion to dynamically update the probability distribution of node voltages. ABSTRACT With
Ping Zhang +5 more
wiley +1 more source
Improved Confidence Intervals for Expectiles
MathematicsExpectiles were introduced to statistics around 40 years ago, but have recently gained renewed interest due to their relevance in financial risk management.
Spiridon Penev, Yoshihiko Maesono
doaj +1 more source
Edgeworth Expansions for Semiparametric Averaged Derivatives [PDF]
Econometrica, 2000 Summary: A valid Edgeworth expansion is established for the limit distribution of density-weighted semiparametric averaged derivative estimates of single index models. The leading term that corrects the normal limit varies in magnitude, depending on the choice of bandwidth and kernel order.
Y Nishiyama, Peter M. Robinson
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Complexity, Volume 2026, Issue 1, 2026.The Anthropocene has been a powerful conceptual lens for exploring the coupling of humans and the Earth system. While fostering a rich transdisciplinary discourse, its grounding in bounded geological time and emphasis on disruption has often reinforced the nature–culture divide and tended toward a dystopian outlook.
Matthew Walls +2 more
wiley +1 more source
Advanced Materials Interfaces, Volume 12, Issue 24, December 22, 2025.A novel electric field‐assisted thermophoretic flame synthesis process enables rapid deposition of carbon nanoparticle films with tunable wettability. Applying a negative voltage during flame exposure accelerates growth, increases surface roughness, and alters morphology.
Raffaella Griffo +5 more
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Fast and Slow Mixing of the Kawasaki Dynamics on Bounded‐Degree Graphs
Random Structures &Algorithms, Volume 67, Issue 4, December 2025.ABSTRACT We study the worst‐case mixing time of the global Kawasaki dynamics for the fixed‐magnetization Ising model on the class of graphs of maximum degree Δ$$ \Delta $$. Proving a conjecture of Carlson, Davies, Kolla, and Perkins, we show that below the tree‐uniqueness threshold, the Kawasaki dynamics mix rapidly for all magnetizations. Disproving a
Aiya Kuchukova +3 more
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Threshold-Dependent Dominance in Tail Risk Approximation
EconometricsRegulatory risk measurement under Basel III’s Fundamental Review of the Trading Book places Expected Shortfall (ES) at the center of market risk capital, yet the fourth-order Edgeworth expansion, still widely used for Value-at-Risk (VaR) and ES ...
Terence D. Agbeyegbe
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Numerical Computation of the Rosenblatt Distribution and Applications
Stat, Volume 14, Issue 4, December 2025.ABSTRACT The Rosenblatt distribution plays a key role in the limit theorems for non‐linear functionals of stationary Gaussian processes with long‐range dependence. We derive new expressions for the characteristic function of the Rosenblatt distribution.
Nikolai N. Leonenko, Andrey Pepelyshev
wiley +1 more source