Results 81 to 90 of about 1,291 (204)

Non-Gaussian Expansion of Minkowski Tensors in Redshift Space

The Astrophysical Journal
This paper focuses on extending the use of Minkowski tensors to analyze anisotropic signals in cosmological data, focusing on those introduced by redshift space distortions.
Stephen Appleby, Christophe Pichon, Pravabati Chingangbam, Dmitri Pogosyan, Changbom Park   +4 more
doaj   +1 more source

Real-Time Whole Genome Sequencing to Guide Patient-Tailored Therapy of Severe Acute Respiratory Syndrome Coronavirus 2 Infection. [PDF]

Clin Infect Dis, 2023
Snell LB, Alcolea-Medina A, Charalampous T, Alder C, Williams TGS, Flaviani F, Batra R, Bakrania P, Thangarajah R, Neil SJD, van Nispen Tot Pannerden C, Botgros A, Aarons E, Douthwaite ST, Edgeworth JD, Nebbia G.   +15 more
europepmc   +1 more source

5th-Order Multivariate Edgeworth Expansions for Parametric Estimates

Mathematics
The only cases where exact distributions of estimates are known is for samples from exponential families, and then only for special functions of the parameters. So statistical inference was traditionally based on the asymptotic normality of estimates. To
C. S. Withers
doaj   +1 more source

Exploring the bootstrap discrepancy [PDF]

Many simulation experiments have shown that, in a variety of circumstances, bootstrap tests perform better than current asymptotic theory predicts. Specifically, the discrepancy between the actual rejection probability of a bootstrap test under the null ...
Russell Davidson
core  

Edgeworth Expansions When the Parameter Dimension Increases with Sample Size

Econometrics
Suppose that we have a statistical model with q unknown parameters w, and an estimate w^, based on a sample of size n. A basic question is: what is the covariance of the estimate? The covariance is needed for the Central Limit Theorem (CLT). This gives a
Christopher Stroude Withers
doaj   +1 more source

High-dimensional Edgeworth expansion of a test statistic on independence and its error bound

, 2010
In this paper, we calculate Edgeworth expansion of a test statistic on independence when some of the parameters are large, and simulate the goodness of fit of its approximation. We also calculate an error bound for Edgeworth expansion. Some tables of the
Akita, Tomoyuki, Wakaki, Hirofumi, Jin, Jinghua   +2 more
core   +1 more source

Improved tests for spatial correlation [PDF]

, 2012
We consider testing the null hypothesis of no spatial autocorrelation against the alternative of first order spatial autoregression. A Wald test statistic has good first order asymptotic properties, but these may not be relevant in small or moderate ...
Robinson, Peter M., Peter M. Robinson, Rossi, Francesca, Francesca Rossi   +3 more
core  

On the First-Order Edgeworth Expansion for a Markov Chain

, 1993
We consider the first-order Edgeworth expansion for summands related to a homogeneous Markov chain. Certain inaccuracies in some earlier results by Nagaev are corrected and the expansion is obtained under relaxed conditions.
Datta, S., Mccormick, W.P.
core   +1 more source

Edgeworth expansion for U -statistics under minimal conditions [PDF]

, 2016
Berry-Esseen bounds for U-statistics under the optimal moment conditions were derived by Koroljuk and Borovskich and Friedrich. Under the same optimal moment assumptions with an additional nonlattice condition, we establish a one-term Edgeworth expansion
Wang, Qiying, Jing, Bing-Yi
core   +1 more source

Intratemporal elasticity of substitution between private and public consumption: new evidence and implications. [PDF]

Empir Econ, 2023
Francois JN, Keinsley A.
europepmc   +1 more source