Results 1 to 10 of about 6,198,544 (193)
Local asymptotic normality of statistical models of discrete martingales [PDF]
Lietuvos Matematikos Rinkinys, 2023 We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out.
Vaidotas Kanišauskas
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Scalable Monte Carlo inference and rescaled local asymptotic normality [PDF]
Bernoulli, 2021 In this paper, we generalize the property of local asymptotic normality (LAN) to an enlarged neighborhood, under the name of rescaled local asymptotic normality (RLAN). We obtain sufficient conditions for a regular parametric model to satisfy RLAN. We show that RLAN supports the construction of a statistically efficient estimator which maximizes a ...
Edward Ionides +2 more
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Asymptotic Normality and Convergence Rates for Tsallis Entropy Estimators via Stabilization Techniques [PDF]
EntropyWe study nearest-neighbor-based estimators of Tsallis entropy associated with Poisson and binomial point processes on general metric measure spaces. In this study, by combining existing stabilization methods with the validation of the estimator’s local k-
Mehmet Sıddık Çadırcı +1 more
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On the Preservation of Local Asymptotic Normality under Information Loss
Annals of Statistics, 1988 This paper considers a situation where there are unobservable random variables, and where what is actually seen are other variables that are less informative than the unobservable ones. It is shown that if the unobservable random variables satisfy certain conditions, such as the LAN conditions, then the observable random variables will also satisfy the
Grace L Yang
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On local asymptotic normality for birth and death on a flow
Stochastic Processes and Their Applications, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eva Löcherbach
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Local asymptotic normality for multivariate linear processes
Stochastic Processes and Their Applications, 1994 Let \(\{x_ t\}\) be i.i.d. \(d\)-dimensional random vectors and \(\{\gamma_ j\}\) \(d \times d\) nonrandom matrices. The author considers a linear process \(y_ t=\sum^ \infty_{j=0} \gamma_ j x_{t-j}\). Local asymptotic normality (LAN) is established for the likelihood ratios for the distribution of \((x_ j:j \leq 0\), \(y_ 1,\dots,y_ n)\).
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Local asymptotic normality of truncated empirical processes
Annals of Statistics, 1998 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Local Asymptotic Normality in Quantum Statistics [PDF]
Communications in Mathematical Physics, 2007 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. Roughly speaking, local asymptotic normality means that the family varphi_{θ_{0}+ u/\sqrt{n}}^{n} consisting of joint states of n identically prepared quantum systems approaches in a
Guţă, Mădălin, Jenčová, Anna
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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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A note on limits of sequences of binary trees [PDF]
Discrete Mathematics & Theoretical Computer Science, 2023 We discuss a notion of convergence for binary trees that is based on subtree sizes. In analogy to recent developments in the theory of graphs, posets and permutations we investigate some general aspects of the topology, such as a characterization of the ...
Rudolf Grübel
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