Results 71 to 80 of about 4,122,773 (336)
Estimating invariant laws of linear processes by U-statistics [PDF]
, 2004 Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary distribution of the ...
Schick, Anton, Wefelmeyer, Wolfgang
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Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics [PDF]
Journal of Applied Probability, 2019 We study a stationary Gibbs particle process with deterministically bounded particles on Euclidean space defined in terms of an activity parameter and non-negative interaction potentials of finite range.
V. Beneš +3 more
semanticscholar +1 more source
JEL Ratio Test for Independence of Time to Failure and Cause of Failure in Competing Risks Data
StatisticaIn the present article, we propose a Jackknife empirical likelihood (JEL) ratio test for testing the independence of time to failure and cause of failure in competing risks data. We use the U-statistics theory to derive the JEL ratio test. The asymptotic
Narayanan Sreelakshmy +1 more
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Asymptotics for the Moment Convergence of U-Statistics in LIL
Journal of Inequalities and Applications, 2010 Let Un be a U-statistic based on a symmetric kernel h(x,y) and i.i.d. samples {X,Xn;n≥1}. In this paper, the exact moment convergence rates in the law of the iterated logarithm and the law of the logarithm of Un are obtained, which extend previous
Ke-Ang Fu
doaj +1 more source
Statistica, 2015 In this work we have derived appropriate U-statistics from a sample of any size exceeding a specified integer to estimate the location and scale parameters of Type III generalized logistic distribution without the knowledge or by evaluation of the means,
Poruthiyudian Yageen Thomas, R. R. Priya
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Quantitative CLTs for symmetric $U$-statistics using contractions [PDF]
Electronic Journal of Probability, 2018 We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}.
C. Dobler, G. Peccati
semanticscholar +1 more source
Approximations for multivariate U-statistics
Journal of Multivariate Analysis, 1987 AbstractEdgeworth approximations for multivariate U-statistics hold up to the order o(n−12) under moment conditions and the assumption that the projection of the U-statistic to sums of i.i.d. random vectors is strongly nonlattice.
openaire +3 more sources
Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations [PDF]
, 2009 The law of the iterated logarithm for partial sums of weakly dependent processes was intensively studied by Walter Philipp in the late 1960s and 1970s. In this paper, we aim to extend these results to nondegenerate U-statistics of data that are strongly ...
Dehling, Herold, Wendler, Martin
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Effects of chronic browsing on life‐history traits of an irruptive large herbivore population
Population Ecology, EarlyView.This study aimed to determine the relationship between diet quality, body mass, and size (hind foot length), and female reproduction and sought to identify the mechanism by which high density under severe food limitations is maintained. Our results demonstrated that sika deer introduced to Nakanoshima Island have maintained high densities through high ...
Koichi Kaji +9 more
wiley +1 more source
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications [PDF]
, 2016 This paper studies the Gaussian and bootstrap approximations for the probabilities of a non-degenerate U-statistic belonging to the hyperrectangles in $\mathbb{R}^d$ when the dimension $d$ is large.
Xiaohui Chen
semanticscholar +1 more source