Results 261 to 270 of about 4,459 (287)

Local asymptotic normality for autoregression with infinite order

Journal of Statistical Planning and Inference, 1990
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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
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Local Asymptotic Mixed Normality of Log­Likelihood Based on Stopping Times

Calcutta Statistical Association Bulletin, 1988
[Formula: see text]
Basu, A. K., Bhattacharya, Debasis
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Local asymptotic mixed normality for semimartingale experiments

Probability Theory and Related Fields, 1992
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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 ...
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Locally asymptotic normality of Gibbs models on a lattice

Advances in Applied Probability, 1984
We consider the statistical estimation problem of potential functions of Gibbs models on the plane lattice. We assume that the area on which a random point pattern is observed is sufficiently large and take an asymptotic point of view. The main result is to show the locally asymptotic normality of the Gibbs model under certain conditions.
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Local asymptotic minimax estimation of functionals of asymptotically normal sampling distributions

2010
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Asymptotic normality of the local linear estimator of the functional expectile regression

Journal of Multivariate Analysis
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Ouahiba Litimein, Ali Laksaci, Larbi Ait-Hennani, Mechab Boubaker, Mustapha Rachdi   +4 more
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Local asymptotic normality for directional data

2017
Christophe Ley, Thomas Verdebout
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Local Asymptotic Normality for Non-Identically Distributed Observations

Theory of Probability & Its Applications, 1976
Ibragimov, I. A., Has'minskii, R. Z.
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