Results 161 to 170 of about 6,198,544 (193)

Local Asymptotic Normality of Families of Distributions

1981
In a number of interesting papers of Hajek, LeCam, and other authors, it was proved that many important properties of statistical estimators follow from the asymptotic normality of the logarithm of the likelihood ratio for neighborhood hypotheses (for values of parameters close to each other) regardless of the relation between the observations which ...
I. A. Ibragimov, R. Z. Has’minskii
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Conditions of Local Asymptotic Normality for Gaussian Stationary Processes

Journal of Mathematical Sciences, 2003
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Solev, V. N., Zerbet, A.
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Local asymptotic normality of sampling experiments

Probability Theory and Related Fields, 1985
Following \textit{J. Hájek}'s [Ann. Math. Stat. 35, 1491-1523 (1964; Zbl 0138.133)] and \textit{W. G. Madow}'s [ibid. 19, 535-545 (1948; Zbl 0037.086)] asymptotic approach to classical survey sampling, a framework for the asymptotic analysis of superpopulation models is proposed.
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Local asymptotic normality and mixed normality for Markov statistical models

Probability Theory and Related Fields, 1990
We prove local asymptotic normality (resp. local asymptotic mixed normality) of a statistical experiment, when the observation is a positive-recurrent (resp. null-recurrent, with an additional technical assumption) Markov chain or Markov step process, under rather mild regularity assumptions on the transition kernel for Markov chains, and on the ...
R. Hopfner, J. Jacod, LADELLI, LUCIA MARIA   +2 more
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Local asymptotic normality for the scale parameter of stable processes

Statistics & Probability Letters, 2003
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Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference

Statistical Methodology, 2009
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Hwang, S. Y., Basawa, I. V., Yeo, I. K.
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Local asymptotic mixed normality for semimartingale experiments

Probability Theory and Related Fields, 1992
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Local asymptotic normality for autoregression with infinite order

Journal of Statistical Planning and Inference, 1990
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Local Optimality Criteria Based on Asymptotic Normality

2013
The approach considered in this chapter is probably the most common for designing experiments in nonlinear situations. It consists in optimizing a scalar function of the asymptotic covariance matrix of the estimator and thus relies on asymptotic normality, as considered in Chaps. 3 and 4. Design based on more accurate characterizations of the precision
Luc Pronzato, Andrej Pázman
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Local asymptotic normality of families of Gaussian distributions

Journal of Soviet Mathematics, 1986
Let \(\{X_ t\}\) be a stationary Gaussian sequence with \(EX_ t=0\) and with a spectral density \(f_{\theta}(\lambda)\), where \(\theta\in \Theta\subset R_ p\). Denote \(P(n,f_{\theta})\) the Gaussian distribution of \(X_ 1,...,X_ n\). The author proves that under suitable conditions the family \(\{P(n,f_{\theta})\}\) is locally asymptotically normal ...
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