Results 91 to 100 of about 90,888 (192)

Edgeworth expansions in small noise asymptotics

, 2018
The paper considers Edgeworth expansions for estimators of volatility. Unlike the usual expansions, we have found that in order to obtain meaningful terms, one needs to let the size of the noise to go zero asymptotically.
Lan Zhang (5408513), Per A. Mykland (5408510), Yacine Ait-Sahalia (5408507)   +2 more
core   +1 more source

Edgeworth expansions for lattice triangular arrays [PDF]

, 2014
Edgeworth expansions have been introduced as a generalization of the central limit theorem and allow to investigate the convergence properties of sums of i.i.d. random variables.
Bock, Alona (M.Sc.)
core   +1 more source

Edgeworth expansions for slow-fast systems with finite time-scale separation. [PDF]

Proc Math Phys Eng Sci, 2019
Wouters J, Gottwald GA.
europepmc   +1 more source

A Two-sample Nonparametric Test for Circular Data- its Exact Distribution and Performance. [PDF]

Sankhya B (2008), 2021
Jammalamadaka SR, Guerrier S, Mangalam V.   +2 more
europepmc   +1 more source

A generalization of moderated statistics to data adaptive semiparametric estimation in high-dimensional biology. [PDF]

Stat Methods Med Res, 2023
Hejazi NS, Boileau P, van der Laan MJ, Hubbard AE.   +3 more
europepmc   +1 more source

Confidence Intervals for a Binomial Proportion And Edgeworth Expansions

, 1999
We address the classic problem of interval estimation of a binomial proportion. The Wald interval p\Sigmaz ff=2 n \Gamma1=2 (p(1\Gamma p)) 1=2 is currently in near universal use.
Edgeworth Expansions, Lawrence D. Brown, Anirban Dasgupta, T. Tony Cai   +3 more
core  

Tilted Edgeworth expansions for asymptotically normal vectors

, 2010
We obtain the Edgeworth expansion for P(n1/2(θ̂- θ) <x) and its derivatives, and the tilted Edgeworth (or saddlepoint or small sample) expansion for P(θ <x) and its derivatives where θ is any vector estimate having the standard cumulant expansions ...
Nadarajah, Saralees; id_orcid, Withers, Christopher S.   +1 more
core   +1 more source

Acute Immune Signatures and Their Legacies in Severe Acute Respiratory Syndrome Coronavirus-2 Infected Cancer Patients. [PDF]

Cancer Cell, 2021
Abdul-Jawad S, Baù L, Alaguthurai T, Del Molino Del Barrio I, Laing AG, Hayday TS, Monin L, Muñoz-Ruiz M, McDonald L, Francos Quijorna I, McKenzie D, Davis R, Lorenc A, Chan JNE, Ryan S, Bugallo-Blanco E, Yorke R, Kamdar S, Fish M, Zlatareva I, Vantourout P, Jennings A, Gee S, Doores K, Bailey K, Hazell S, De Naurois J, Moss C, Russell B, Khan AA, Rowley M, Benjamin R, Enting D, Alrifai D, Wu Y, Zhou Y, Barber P, Ng T, Spicer J, Van Hemelrijck M, Kumar M, Vidler J, Lwin Y, Fields P, Karagiannis SN, Coolen ACC, Rigg A, Papa S, Hayday AC, Patten PEM, Irshad S.   +50 more
europepmc   +1 more source

Test for normality based on an Edgeworth expansion

Sri Lankan Journal of Applied Statistics
Many statistical procedures require the assumption that the observations in a random sample are drawn from a normal distribution. Several statistical techniques, mostly based on either population moments or empirical distribution functions, are currently available to test whether the observations in a random sample are normally distributed.
K. P. Hapuarachchi, K. G. H. S. Peiris, D. C. Wickramarachchi   +2 more
openaire   +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
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