Results 1 to 10 of about 91,156 (303)
Local asymptotic normality in {\delta}-neighborhoods of standard generalized Pareto processes [PDF]
Journal of Statistical Planning and Inference, 2011 De Haan and Pereira (2006) provided models for spatial extremes in the case of stationarity, which depend on just one parameter {\beta} > 0 measuring tail dependence, and they proposed different estimators for this parameter.
Aulbach, Stefan, Falk, Michael
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On local asymptotic normality for functional autoregressive processes
Journal of Multivariate Analysis, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nesrine Kara-Terki, T. Mourid
semanticscholar +4 more sources
Local Asymptotic Normality Complexity Arising in a Parametric Statistical Lévy Model
Complexity, 2021 We consider statistical experiments associated with a Lévy process X=Xtt≥0 observed along a deterministic scheme iun, 1≤i≤n. We assume that under a probability ℙθ, the r.v.
Wissem Jedidi
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Local asymptotic normality for qubit states [PDF]
Physical Review A, 2005 We consider n identically prepared qubits and study the asymptotic properties of the joint state \rho^{\otimes n}. We show that for all individual states \rho situated in a local neighborhood of size 1/\sqrt{n} of a fixed state \rho^0, the joint state ...
A. S. Holevo +12 more
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Scalable Monte Carlo Inference and Rescaled Local Asymptotic Normality [PDF]
Bernoulli, 2020 Statisticians are usually glad to obtain additional data, but Monte Carlo inference can lead to an embarrassment of riches since the appealing generality of Monte Carlo methods can come at the expense of poor scalability.
Ning Ning, E. Ionides, Y. Ritov
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Local Asymptotic Normality in Quantum Statistics [PDF]
Communications in Mathematical Physics, 2006 The theory of local asymptotic normality for quantum statistical experiments is developed in the spirit of the classical result from mathematical statistics due to Le Cam.
M. Guţă, A. Jenčová
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Quantum local asymptotic normality based on a new quantum likelihood ratio [PDF]
, 2013 We develop a theory of local asymptotic normality in the quantum domain based on a novel quantum analogue of the log-likelihood ratio. This formulation is applicable to any quantum statistical model satisfying a mild smoothness condition.
Fujiwara, Akio +2 more
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Empirical Lossless Compression Bound of a Data Sequence [PDF]
EntropyWe consider the lossless compression bound of any individual data sequence. Conceptually, its Kolmogorov complexity is such a bound yet uncomputable. According to Shannon’s source coding theorem, the average compression bound is nH, where n is the number
Lei M. Li
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Diffusions with measurement errors. I. Local Asymptotic Normality [PDF]
ESAIM: Probability and Statistics, 2001 Summary: We consider a diffusion process \(X\) which is observed at times \(i/n\) for \(i=0,1,\dots,n\), each observation being subject to a measurement error. All errors are independent and centered Gaussian with known variance \(\rho_n\). There is an unknown parameter within the diffusion coefficient, to be estimated.
A. Gloter, J. Jacod
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Local Asymptotic Normality for Finite Dimensional Quantum Systems [PDF]
Communications in Mathematical Physics, 2008 Previous results on local asymptotic normality (LAN) for qubits [16, 19] are extended to quantum systems of arbitrary finite dimension d. LAN means that the quantum statistical model consisting of n identically prepared d-dimensional systems with joint ...
J. Kahn, M. Guţă
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