Results 241 to 250 of about 40,934 (281)

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
openaire   +1 more source

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
openaire   +1 more source

Local asymptotic normality for multivariate nonlinear AR processes

Stochastics and Stochastic Reports, 2002
In this paper, we establish local asymptotic normality (LAN) for the log-likelihood ratio of a class of multivariate nonlinear autoregressive processes generated by independent identically distributed (i.i.d.) random vectors. This result generalizes LAN for multivariate linear processes to multivariate nonlinear autoregressive processes.
Dejian Lai, Xiaobao Wang, John Wiorkowski   +2 more
openaire   +1 more source

Local asymptotic normality for autoregression with infinite order

Journal of Statistical Planning and Inference, 1990
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Local Asymptotic Mixed Normality of Log­Likelihood Based on Stopping Times

Calcutta Statistical Association Bulletin, 1988
[Formula: see text]
Basu, A. K., Bhattacharya, Debasis
openaire   +2 more sources

Local asymptotic normality for stationary sequences of observations

Journal of Soviet Mathematics, 1983
The property of local asymptotic normality is established for stationary sequences under certain assumptions.
openaire   +1 more source

Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship

Science in China Series A: Mathematics, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, QH, Jing, Bing Yi
openaire   +2 more sources

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 ...
openaire   +3 more sources

Local asymptotic normality for the scale parameter of stable processes

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Local asymptotic minimax estimation of functionals of asymptotically normal sampling distributions

2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources