Results 231 to 240 of about 40,934 (281)
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LOCAL ASYMPTOTIC NORMALITY OF TRUNCATION MODELS
Statistics & Risk Modeling, 1999Summary: We consider iid random elements \(X_1, \dots, X_n\) with values in some measurable space \((S,{\mathcal B})\). Suppose that we are only interested in those observations among \(X_1, \dots, X_n\) which fall into some subset \(D\in {\mathcal B}\) having but a small probability of occurence.
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A uniform condition of local asymptotic normality
Journal of Soviet Mathematics, 1986Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 74, 108-117 (Russian) (1977; Zbl 0416.60020).
Ibragimov, I. A., Khas'minskij, R. Z.
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2010
Let X 1, …, X n be a random sample of size n from an underlying parametric statistical model. Then the basic statistical problem may be stated as follows: On the basis of a random sample, whose probability law depends on a parameter θ, discriminate between two values θ and θ ∗ (θ≠θ∗).
George G. Roussas, Debasis Bhattacharya
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Let X 1, …, X n be a random sample of size n from an underlying parametric statistical model. Then the basic statistical problem may be stated as follows: On the basis of a random sample, whose probability law depends on a parameter θ, discriminate between two values θ and θ ∗ (θ≠θ∗).
George G. Roussas, Debasis Bhattacharya
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Local Asymptotic Normality for Stochastic Processes
2000Lucien LeCam established the most important and sophisticated foundation of the general statistical asymptotic theory. He introduced the concept of local asymptotic normality (LAN) for the likelihood ratio of general statistical models. Once LAN is proved, the asymptotic optimality of estimators and tests is described in terms of the LAN property.
Masanobu Taniguchi, Yoshihide Kakizawa
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Local asymptotic normality of sampling experiments
Probability Theory and Related Fields, 1985Following \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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Conditions of Local Asymptotic Normality for Gaussian Stationary Processes
Journal of Mathematical Sciences, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Solev, V. N., Zerbet, A.
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Local asymptotic normality and mixed normality for Markov statistical models
Probability Theory and Related Fields, 1990We 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 +2 more
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Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
Statistical Methodology, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hwang, S. Y., Basawa, I. V., Yeo, I. K.
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Local Asymptotic Normality in Extreme Value Index Estimation
Annals of the Institute of Statistical Mathematics, 1997The author studied the estimation of an exteme value index. A local asymptotic normality result is established for estimation of the extreme value index in local extreme value models, i.e. in the \(\delta\)-neighborhood of generalized Pareto distributions.
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Local asymptotic mixed normality for semimartingale experiments
Probability Theory and Related Fields, 1992zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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