Results 81 to 90 of about 6,198,544 (193)

Robustness of Triple Sampling Inference Procedures to Underlying Distributions

, 2010
In this study, the sensitivity of the sequential normal-based triple sampling procedure for estimatingthe population mean to departures from normality is discussed.
Yousef, Ali Saleh Ali
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The Physics, Information, and Computation of Perennial Learning: Kolmogorov Complexity, Information Distance, and Port-Hamiltonian Thermodynamics

Entropy
Real-world autonomous agents learn under nonstationarity, safety constraints, and finite energetic budgets. We develop a framework for perennial learning—agents that continuously refine their models while provably controlling the cost of forgetting—by ...
Chandrajit Bajaj
doaj   +1 more source

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity [PDF]

This paper investigates identification and inference in a nonparametric structural model with instrumental variables and non-additive errors. We allow for non-additive errors because the unobserved heterogeneity in marginal returns that often motivates ...
Guido W. Imbens, Whitney K. Newey
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Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]

AMS classifications: 62G20, 62G32;asymptotic normality;confidence intervals;Edgeworth expansions;extreme value index;Hill estimator;regular variation;tail ...
Segers, J., Haeusler, E.
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Local asymptotic normality for multivariate linear processes

Local asymptotic normality is established for the likelihood ratios of multivariate linear processes generated by independent and identically distributed random vectors.
Wang, Xiaobao
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Local Asymptotic Normality for Multi-Armed Bandits

Van den Akker, Werker, and Zhou (2025) showed that the limit experiment, in the sense of H\a'{a}jek-Le Cam, for (contextual) bandits whose arms' expected payoffs differ by $O(T^{-1/2})$, is Locally Asymptotically Quadratic (LAQ) but highly non-standard, being characterized by a system of coupled stochastic differential equations.
van den Akker, Ramon, Werker, Bas J. M., Zhou, Bo   +2 more
openaire   +3 more sources

Jarque-Bera test and its competitors for testing normality: A power comparison [PDF]

For testing normality we investigate the power of several tests, first of all, the well known test of Jarque and Bera (1980) and furthermore the tests of Kuiper (1960) and Shapiro and Wilk (1965) as well as tests of Kolmogorov-Smirnov and Cramer-von ...
Thadewald, Thorsten, Büning, Herbert
core  

A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) [PDF]

We propose a class of distribution-free rank-based tests for the null hypothesis of a unit root. This class is indexed by the choice of a reference density g, which needs not coincide with the unknown actual innovation density f.
Werker, B.J.M., Hallin, M., Akker, R. van den   +2 more
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Local asymptotic normality of a sequential model for marked point processes and its applications

Local asymptotic normality, stopping rule, marked point process, branching process, maximum likelihood estimation, test for criticality,
Yoichi Nishiyama
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Local asymptotic normality for the scale parameter of stable processes

We consider stable processes given by the density of the Lévy measure [alpha][gamma]x-1-[gamma], where [gamma][set membership, variant](0,2) denotes the index which is known and [alpha] is the unknown scale parameter.
Woerner, Jeannette H. C.
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