Results 241 to 250 of about 4,459 (287)

The frequency response of networks as open systems. [PDF]

open access: yesNat Commun
Nazerian A   +4 more
europepmc   +1 more source

Local Asymptotic Normality in Extreme Value Index Estimation

open access: yesAnnals of the Institute of Statistical Mathematics, 1997
The 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.
Marohn Frank
exaly   +3 more sources

Local asymptotic normality of multivariate ARMA processes with a linear trend

open access: yesAnnals of the Institute of Statistical Mathematics, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marc Hallin, Hallin Marc
exaly   +6 more sources

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

open access: yesScience in China Series A: Mathematics, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
, Bingyi Jing
exaly   +5 more sources

A uniform condition of local asymptotic normality

Journal of Soviet Mathematics, 1986
Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 74, 108-117 (Russian) (1977; Zbl 0416.60020).
I A Ibragimov   +2 more
exaly   +3 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.
exaly   +2 more sources

Local Asymptotic Normality

2000
The classical theory of asymptotics in statistics relies heavily on certain local quadratic approximations to the logarithms of likelihood ratios. Such approximations will be studied here but in a restricted framework.
Lucien Le Cam, Grace Lo Yang
openaire   +1 more source

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