Results 251 to 260 of about 4,459 (287)

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.
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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
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Revisiting Local Asymptotic Normality (LAN) and Passing on to Local Asymptotic Mixed Normality (LAMN) and Local Asymptotic Quadratic (LAQ) Experiments

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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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 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
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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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Local asymptotic normality for the scale parameter of stable processes

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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