Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss [PDF]
, 2006 Published at http://dx.doi.org/10.1214/074921706000000527 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
Bhattacharya, Debasis, Basu, A. K.
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Omnibus Tests for Multivariate Normality of Observations and Residuals [PDF]
This paper provides omnibus tests for multivariate normality of both observations and residuals. They are derived by considering as the alternatives to the multivariate normal a class of maximum-entropy distributions studied elsewhere by the author.
Urzúa, Carlos M.
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Uniform confidence bands for functions estimated nonparametrically with instrumental variables [PDF]
This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally distributed ...
Sokbae 'Simon' Lee, Joel Horowitz
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Nonparametric regression for dependent data in the errors-in-variables problem [PDF]
We consider the nonparametric estimation of the regression functions for dependent data. Suppose that the covariates are observed with additive errors in the data and we employ nonparametric deconvolution kernel techniques to estimate the regression ...
Toshio Honda
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Foundations of quantum local asymptotic normality via information geometry
Fujiwara A. Foundations of quantum local asymptotic normality via information geometry. Information Geometry (2026); https://doi.org/10.1007/s41884-026-00207-5.Local asymptotic normality is a cornerstone of classical asymptotic statistics.
Fujiwara, Akio
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Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates [PDF]
, 2006 This paper focuses on an extension of zero-inflated generalized Poisson (ZIGP) regression models for count data. We discuss generalized Poisson (GP) models where dispersion is modelled by an additional model parameter.
Erhardt, Vinzenz +2 more
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THE UNIFORM LOCAL ASYMPTOTIC NORMALITY: AN EMPIRICAL PROCESS THEORY APPROACH
Bulletin of the Korean Mathematical Society, 2003 Summary: We investigate a uniform local asymptotic normality for likelihood ratio processes based on an independent and identically distributed local asymptotic problem. Our tool is empirical process theory.
Bae, Jongsig, Kim, Sungyeun
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Adaptive Fractional Differencing for Learning-Optimal Long-Memory Preservation
IEEE AccessForecasting and prediction in financial time series are fundamentally challenging due to non-stationarity and long-range dependence (LRD) nature of such series.
Sarit Maitra
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Expanding the boundaries of local similarity analysis
BMC Genomics, 2013 Background Pairwise comparison of time series data for both local and time-lagged relationships is a computationally challenging problem relevant to many fields of inquiry.
Durno W Evan +3 more
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Asymptotic Results with Generalized Estimating Equations for Longitudinal data II [PDF]
We consider the marginal models of Liang and Zeger (1986) for the analysis of longitudinal data and we develop a theory of statistical inference for such models.
Ioana Schiopu-Kratina, R. M. Balan
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