Results 71 to 80 of about 1,291 (204)

Edgeworth expansions for multivariate random sums [PDF]

Econometrics and Statistics
Abstract The sum of a random number of independent and identically distributed random vectors has a distribution which is not analytically tractable, in the general case. The problem has been addressed by means of asymptotic approximations embedding the number of summands in a stochastically increasing sequence.
Farrukh Javed, Nicola Loperfido, Stepan Mazur   +2 more
openaire   +2 more sources

Higher Order Properties of the Wild Bootstrap Under Misspecification [PDF]

We examine the higher order properties of the wild bootstrap (Wu, 1986) in a linear regression model with stochastic regressors. We find that the ability of the wild bootstrap to provide a higher order refinement is contingent upon whether the errors are
Andres Santos, Patrick M. Kline
core  

An edgeworth expansion for finite-population U-statistics

, 2000
Bloznelis M, Götze F. An edgeworth expansion for finite-population U-statistics. BERNOULLI. 2000;6(4):729-760.Suppose that U is a U-statistic of degree 2 based on N random observations drawn without replacement from a finite population.
Bloznelis, M, Götze, Friedrich
core   +1 more source

Bandwidth Selection in Nonparametric Kernel Testing [PDF]

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.
Jiti Gao, Irene Gijbels
core  

Reliability Evaluation and Reliability-Based Sensitivity for Transposition System in Power Servo Tool Holder

Applied Sciences
Tool holders are one of the most important structures in transferring machine tools and energy for manufacturing in CNC lathe. Power servo tool holders influence kinematic accuracy and machining accuracy and so are vital to the transposition system ...
Di Zhou, Yonglin Guo, Guojun Gu, Qixiang Man, Yimin Zhang   +4 more
doaj   +1 more source

Vision and Influence in Econometrics: John Denis Sargan [PDF]

Denis Sargan's intellectual influence in econometrics is discussed and some of his visions for the future of econometrics are considered in this memorial article.
Peter C.B. Phillips
core  

Estimation of parameters of finite population L-statistics

Nonlinear Analysis, 2013
We consider the estimation of important parameters of a linear combination of order statistics (L-statistic) in a finite population, emphasizing the influence of auxiliary information on the estimation accuracy.
Dalius Pumputis, Andrius Čiginas
doaj  

Correction to "On the Validity of the Formal Edgeworth Expansion"

The Annals of Statistics, 1980
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bhattacharya, R. N., Ghosh, J. K.
openaire   +3 more sources

Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.) [PDF]

We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.Edgeworth expansions, semiparametric estimates, averaged ...
Y Nishiyama, Peter M Robinson
core  

THE EDGEWORTH EXPANSION FOR U-STATISTICS OF DEGREE-2

, 1986
Bickel PJ, Götze F, Vanzwet WR. THE EDGEWORTH EXPANSION FOR U-STATISTICS OF DEGREE-2. ANNALS OF STATISTICS.
Bickel, PJ, Vanzwet, WR, Götze, Friedrich   +2 more
core   +1 more source