Výsledky vyhledávání - "Asymptotic normality"

Homogeneity of multinomial populations when data are classified into a large number of groups.

Autoři: Alba-Fernández, M.V. Jiménez-Gamero, M.D. Ariza-López, F.J.

Zdroj: Journal of Applied Statistics. Oct2025, p1-21. 21p. 2 Illustrations.

Témata: *DATA analysis, *STATISTICAL hypothesis testing, *SIMULATION methods & models, ASYMPTOTIC normality, SUBGROUP analysis (Experimental design), RESEARCH methodology, MATHEMATICAL variables

QMLE for GARCH process with generalized Gaussian errors of variant mean.

Autoři: Aouati, Khaoula Boularouk, Yakoub

Zdroj: Communications in Statistics: Simulation & Computation. Oct2025, p1-21. 21p. 4 Illustrations.

Témata: *MARKET volatility, *FINANCIAL databases, *MONTE Carlo method, *GAUSSIAN distribution, GARCH model, ASYMPTOTIC normality, ASYMPTOTIC efficiencies, DEVIATION (Statistics)

Simultaneous confidence regions for ranks.

Autoři: Ji, Xiaoyi Larsson, Rolf

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 21, p6939-6949. 11p.

Témata: *SIMULATION methods & models, *RANDOM variables, CONFIDENCE regions (Mathematics), ASYMPTOTIC normality, STATISTICAL measurement

Estimation of Constrained Factor Models for High‐Dimensional Time Series.

Autoři: Liu, Yitian Pan, Jiazhu Xia, Qiang

Zdroj: Journal of Forecasting. Jul2025, Vol. 44 Issue 4, p1467-1477. 11p.

Témata: *TIME series analysis, ASYMPTOTIC normality, NONNEGATIVE matrices, EIGENANALYSIS

Group Sparse β-Model for Network.

Autoři: Wang, Zhonghan Zhao, Junlong

Zdroj: Journal of Business & Economic Statistics. Jul2025, Vol. 43 Issue 3, p657-668. 12p.

Témata: MAXIMUM likelihood statistics, ASYMPTOTIC normality, HOMOGENEITY, HETEROGENEITY

Local asymptotic normality in periodic threshold GARCH and periodic GARCH models.

Autoři: Samira, Rahim Guerbyenne, Hafida

Zdroj: Communications in Statistics: Theory & Methods. Sep2025, p1-20. 20p. 3 Illustrations.

Témata: *SIMULATION methods & models, *DISTRIBUTION (Probability theory), ASYMPTOTIC normality, GARCH model, NONPARAMETRIC estimation, LIKELIHOOD ratio tests

Asymptotic properties of the global self-weighted M-estimator for ARMA(p, q) models with infinite variance.

Autoři: Fu, Ke-Ang Chen, Hao Wang, Jiangfeng

Zdroj: Communications in Statistics: Theory & Methods. Sep2025, p1-15. 15p. 4 Illustrations.

Témata: *TIME series analysis, *ESTIMATION theory, *GENERALIZED method of moments, *STATISTICAL reliability, *BOX-Jenkins forecasting, ASYMPTOTIC normality, NUMERICAL calculations

Functional limit theorems and the asymptotic normality of estimators based on partial observations.

Autoři: Rahimov, Ibrahim Sharipov, Sadillo

Zdroj: Communications in Statistics: Theory & Methods. Aug2025, p1-13. 13p.

Témata: *MATHEMATICAL statistics, ASYMPTOTIC normality, ASYMPTOTIC distribution, INFERENTIAL statistics, SAMPLE size (Statistics), MISSING data (Statistics)

Asymptotic properties of kernel regression estimation under mixing high-frequency data.

Autoři: Li, Yufang Liu, Pan Yang, Shanchao

Zdroj: Communications in Statistics: Theory & Methods. Jul2025, p1-29. 29p. 5 Illustrations.

Témata: *NONPARAMETRIC statistics, *EMPIRICAL research, ASYMPTOTIC normality, NONLINEAR estimation, DEPENDENCE (Statistics)

Estimation for time-varying coefficient smoothed quantile regression.

Autoři: Hu, Lixia You, Jinhong Huang, Qian a další

Zdroj: Journal of Applied Statistics. Jul2025, Vol. 52 Issue 9, p1825-1846. 22p.

Témata: *STOCHASTIC processes, *STOCHASTIC models, STATIONARY processes, ASYMPTOTIC normality, INFERENTIAL statistics, QUANTILE regression

Asymptotic normality for weighted estimator of conditional density with truncated and censored data.

Autoři: Liu, Yu-Xiao Liu, Chang-Sheng Liang, Han-Ying

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 17, p5626-5653. 28p.

Témata: *STOCHASTIC processes, ASYMPTOTIC normality, CENSORING (Statistics), MAXIMUM likelihood statistics, MISSING data (Statistics), CONDITIONAL probability

Asymptotic normality of wavelet estimators in heteroscedastic regression model with ANA errors.

Autoři: Tang, Xufei Shen, Aiting

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 14, p4283-4305. 23p.

Témata: *REGRESSION analysis, ASYMPTOTIC normality

Asymptotic properties of recursive kernel density estimation for long-span high-frequency data.

Autoři: Liang, Dan Yang, Shanchao

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 14, p4231-4256. 26p.

Témata: *BANDWIDTHS, PROBABILITY density function, ASYMPTOTIC normality, COMPUTER simulation

Asymptotic normality of a relative error functional regression estimator under left truncation and right censoring.

Autoři: Boucetta, Adel Guessoum, Zohra Ould-Said, Elias

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 13, p4207-4230. 24p.

Témata: *DATA analysis, ASYMPTOTIC normality, CONFIDENCE intervals, CENSORSHIP

The Bahadur representations of quantile estimators in general unequal probability sampling.

Autoři: Motoyama, Hitoshi^1,2 (AUTHOR) hitoshi@aoyamagakuin.jp

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 13, p3820-3836. 17p.

Témata: *DISTRIBUTION (Probability theory), *PROBABILITY theory, ASYMPTOTIC normality

Generalized Rényi statistics.

Autoři: Kevei, Péter Viharos, László

Zdroj: Extremes. Sep2025, Vol. 28 Issue 3, p437-454. 18p.

Témata: *STATISTICAL reliability, *STOCHASTIC processes, ORDER statistics, ASYMPTOTIC normality, SKEWNESS (Probability theory)

Semiparametric single-index estimation for average treatment effects.

Autoři: Huang, Difang Gao, Jiti Oka, Tatsushi

Zdroj: Econometric Reviews. 2025, Vol. 44 Issue 6, p843-885. 43p.

Témata: ASYMPTOTIC normality, HERMITE polynomials, CAUSAL inference, BIRTH weight, TREATMENT effectiveness

Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios.

Autoři: Chudik, Alexander Pesaran, M. Hashem Smith, Ron P.

Zdroj: Working Papers Series (Federal Reserve Bank of Dallas). Jun2025, Issue 2523, preceding p1-65. 202p.

Témata: *TIME series analysis, *FINANCIAL ratios, ASYMPTOTIC normality, PANEL analysis, COVARIANCE matrices

Optimal guaranteed estimation methods for the Cox–Ingersoll–Ross models.

Autoři: Ben Alaya, Mohamed Ngô, Thi Bao Trâm Pergamenchtchikov, Serguei

Zdroj: Stochastics: An International Journal of Probability & Stochastic Processes. Dec2025, Vol. 97 Issue 8, p1109-1142. 34p.

Témata: *PARAMETER estimation, *ASYMPTOTIC normality, *STANDARD deviations, *STOCHASTIC processes, *LAPLACE transformation, *ASYMPTOTIC analysis, *ESTIMATION theory

Asymptotic normality of the frequency polygon estimators under widely orthant dependent samples.

Autoři: Chao, Xuelin Hu, Xueping

Zdroj: Communications in Statistics: Simulation & Computation. Apr2025, p1-18. 18p. 4 Illustrations.

Témata: *DISTRIBUTION (Probability theory), ASYMPTOTIC normality, HISTOGRAMS, ASYMPTOTIC expansions, COMPUTER simulation