Results 21 to 30 of about 159 (149)
Edgeworth expansion by Stein’s method
Edgeworth expansion provides higher-order corrections to the normal approximation for a probability distribution. The classical proof of Edgeworth expansion is via characteristic functions. As a powerful method for distributional approximations, Stein's method has also been used to prove Edgeworth expansion results.
Fang, Xiao, Liu, Song-Hao
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ABSTRACT Cranial nerves represent a notoriously complex province of the neuroanatomical landscape of the vertebrates. Here, we offer a selection of the anatomic, genetic, and developmental features of their efferent component that are often misrepresented, ignored or controversial, as a complement to more exhaustive treatments of the subject.
Margaux Sivori +2 more
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Joint Estimation and Bandwidth Selection in Partially Parametric Models
ABSTRACT We propose a single‐step approach to estimating a model with both a known nonlinear parametric component and an unknown nonparametric component. We study the large sample behavior of a simultaneous optimization routine that estimates both the parameter vector of the parametric component and the bandwidth vector used to smooth the unknown ...
Daniel J. Henderson +2 more
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Expansions for the Conditional Density and Distribution of a Standard Estimate
Conditioning is a very useful way of using correlated information to reduce the variability of an estimate. Conditioning an estimate on a correlated estimate, reduces its covariance, and so provides more precise inference than using an unconditioned ...
Christopher S. Withers
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Price Indices Rekindled, 1970s–1990s: Theory and Practice at Cross Purposes?
ABSTRACT This paper revisits the discussions on price indices during a period marked by theoretical advancements and practical challenges in measuring inflation. Index‐number theorists sought to improve accuracy, yet national statistical offices largely maintained established practices due to concerns over data availability, stability, and public trust.
Victor Cruz‐e‐Silva, Bert M. Balk
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An Analogue to the Edgeworth–Esseen Expansion
Let \(f\) be a bounded, measurable function on \([-\pi, \pi]\) and let \((a_{n\nu}: \nu=0,\pm 1,\pm 2,\dots)\) be the Fourier coefficients of the powers \(f^n\) for \(n= 1,2,\dots\)\ .
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Bootstrap Tests for Nonlinear Simplex Models
ABSTRACT We provide important contributions regarding hypothesis tests on the class of nonlinear simplex regression models. The performance of traditional asymptotic tests based on the maximum likelihood estimation (MLE) tends to exhibit considerable size distortions in finite samples.
Patrícia L. Espinheira +2 more
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New Methods for Multivariate Normal Moments
Multivariate normal moments are foundational for statistical methods. The derivation and simplification of these moments are critical for the accuracy of various statistical estimates and analyses.
Christopher Stroude Withers
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On Edgeworth Expansions in Generalized Urn Models [PDF]
The random vector of frequencies in a generalized urn model is viewed as conditionally independent random variables, given their sum. Such a representation is exploited to derive Edgeworth expansions for a sum of functions of such frequencies. Applying these results to urn models such as with- and without-replacement sampling schemes as well as the ...
Mirakhmedov, S. M. +2 more
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Stable Price Dispersion under Heterogeneous Buyer Consideration
ABSTRACT We study the pricing of homogeneous products sold to customers who consider different sets of suppliers. We identify prices that are stable in the sense that no firm wishes to undercut a rival or to raise its price when rivals are able to respond by offering special deals.
David P. Myatt, David Ronayne
wiley +1 more source

