Results 11 to 20 of about 161 (150)
Signatures of the Anthropocene: Population Genomic Structure Detected in Pennsylvania Coyotes. [PDF]
Coyotes rapidly expanded across eastern North America and are highly dispersive ecological generalists, leading prior studies to report little spatial genetic structure. Using genome‐wide data from 1199 coyotes sampled over a decade in the northeastern United States, we detected subtle but significant population structure, with two weakly clinal ...
Marshall CA +15 more
europepmc +2 more sources
Second Order Expansions for High-Dimension Low-Sample-Size Data Statistics in Random Setting
We consider high-dimension low-sample-size data taken from the standard multivariate normal distribution under assumption that dimension is a random variable.
Gerd Christoph, Vladimir V. Ulyanov
doaj +1 more source
Asymptotic expansions for distribution of sums quasi-lattice random variables
Althoug Chebyshev [3] and Edeworth [5] had conceived of the formal expansions for distribution of sums of independent random variables, but only in Cramer’s work [4] was laid a proper foundation of this problem.
Algimantas Bikelis +2 more
doaj +1 more source
Rearranging Edgeworth-Cornish-Fisher expansions [PDF]
17 pages, 3 ...
Chernozhukov, Victor +2 more
openaire +6 more sources
On the Validity of the Formal Edgeworth Expansion
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bhattacharya, R. N., Ghosh, J. K.
openaire +2 more sources
Edgeworth expansions for GEL estimators
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gubhinder Kundhi, Paul Rilstone
openaire +1 more source
Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and
We show that kernel density estimates of bandwidth h=h(n)→0 satisfy the Cornish-Fisher assumption with parameter m=nh. This allows Cornish-Fisher expansions about the normal for standardized and Studentized kernel density estimates.
Christopher S. Withers +1 more
doaj +1 more source
Edgeworth Coefficients for Standard Multivariate Estimates
I give for the first time explicit formulas for the coefficients needed for the fourth-order Edgeworth expansions of a multivariate standard estimate. I call these the Edgeworth coefficients.
Christopher Stroude Withers
doaj +1 more source
This paper presents a cumulant-based method for probabilistic load flow (PLF) analysis which incorporates correlation between input random variables. Our approach can approximate non-Gaussian variables of all kinds (e.g.
Yu Huang +4 more
doaj +1 more source
Inverting an Edgeworth Expansion
We provide a method for inverting a general Edgeworth expansion, so as to correct a statistic for the effects of non-normality. This technique is applied to the special case of the "Studentized" mean. Explicit formulae are given for the correction terms.
openaire +2 more sources

