Results 41 to 50 of about 90,888 (192)

On Edgeworth Expansions in Generalized Urn Models [PDF]

Journal of Theoretical Probability, 2012
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., Jammalamadaka, S. Rao, Mohamed, Ibrahim B.   +2 more
openaire   +2 more sources

Little Known Facts, Controversies and Misconceptions About Cranial Motor Nuclei (and a New Classification for All Motoneurons, Cranial, and Spinal)

Journal of Comparative Neurology, Volume 534, Issue 4, April 2026.
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, Bowen Dempsey, Jean‐François Brunet   +2 more
wiley   +1 more source

Re-Examining Confidence Intervals for Ratios of Parameters

Econometrics
This paper considers the problem of constructing confidence intervals (CIs) for nonlinear functions of parameters, particularly ratios of parameters a common issue in econometrics and statistics.
Zaka Ratsimalahelo
doaj   +1 more source

Joint Estimation and Bandwidth Selection in Partially Parametric Models

Journal of Applied Econometrics, Volume 41, Issue 3, Page 227-239, April/May 2026.
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, Nadine McCloud, Christopher F. Parmeter   +2 more
wiley   +1 more source

Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak [PDF]

It is well-known that size-adjustments based on Edgeworth expansions for the t-statistic perform poorly when instruments are weakly correlated with the endogenous explanatory variable.
Gustavo A. Suarez, Marcelo J. Moreira, Jack R. Porter   +2 more
core   +2 more sources

Testing option pricing with the Edgeworth expansion [PDF]

Physica A: Statistical Mechanics and its Applications, 2004
There is a well developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a gaussian distribution.
Balieiro, R. G., Rosenfeld, Rogério
openaire   +3 more sources

Price Indices Rekindled, 1970s–1990s: Theory and Practice at Cross Purposes?

Journal of Economic Surveys, Volume 40, Issue 2, Page 898-914, April 2026.
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
wiley   +1 more source

Edgeworth expansions for errors-in-variables models [PDF]

, 1992
Edgeworth expansions for sums of independent but not identically distributed multivariate random vectors are established. The results are applied to get valid Edgeworth expansions for estimates of regression parameters in linear errors-in-variable models.
Bai, Z.D, Babu, Gutti Jogesh
core   +1 more source

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  

Bootstrap Tests for Nonlinear Simplex Models

Stat, Volume 15, Issue 1, March 2026.
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, Jonas W. A. Silva, Fábio P. Lima   +2 more
wiley   +1 more source