Results 251 to 260 of about 91,156 (303)

Maximum likelihood estimation and the local asymptotic mixed normality in a second‐order branching process with continuous state space

Stat, 2021
A second‐order branching process with continuous state space (SOBPCS) is considered. Maximum likelihood (ML) estimation in SOBPCS is studied under the assumption that the underlying subordinators are gamma processes.
Mukund Ramtirthkar, Mohan Kale
semanticscholar   +1 more source

Asymptotic normality and optimality in nonsmooth stochastic approximation

Annals of Statistics, 2023
In their seminal work, Polyak and Juditsky showed that stochastic approximation algorithms for solving smooth equations enjoy a central limit theorem. Moreover, it has since been argued that the asymptotic covariance of the method is best possible among ...
Damek Davis, D. Drusvyatskiy, Liwei Jiang   +2 more
semanticscholar   +1 more source

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

Locally Asymptotically Normal Families

1990
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

LOCAL ASYMPTOTIC NORMALITY OF TRUNCATION MODELS

Statistics & Risk Modeling, 1999
Summary: 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.
openaire   +2 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).
Ibragimov, I. A., Khas'minskij, R. Z.
openaire   +2 more sources

Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios

, 2014
We consider two types of spiked multivariate F distributions: a scaled distribution with the scale matrix equal to a rank-k perturbation of the identity, and a distribution with trivial scale, but rank-k non-centrality.
Prathapasinghe Dharmawansa, I. Johnstone, A. Onatski   +2 more
semanticscholar   +1 more source

Local Asymptotic Normality for Stochastic Processes

2000
Lucien 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
openaire   +1 more source

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.
openaire   +1 more source

Conditions of Local Asymptotic Normality for Gaussian Stationary Processes

Journal of Mathematical Sciences, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Solev, V. N., Zerbet, A.
openaire   +1 more source