Výsledky vyhľadávania - ASYMPTOTIC theory in estimation theory

Asymptotic Theory of Quantum Channel Estimation Autor Zhou, Sisi, Jiang, Liang

“…→∞, which is called the asymptotic QFI. Over the years, researchers found various types of upper bounds of the asymptotic QFI, but they were proven achievable only in several specific situations…”
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Estimation of average treatment effects with panel data: Asymptotic theory and implementation Autor Li, Kathleen T., Bell, David R.

“…) We derive the asymptotic distribution of HCW’s average treatment effect estimator which facilitates inference; (iii…”
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Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation Autor Doko Tchatoka, Firmin, Dufour, Jean-Marie

“…This paper provides new insights on exogeneity tests in linear IV models and their use for estimation, when identification fails or may not…”
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Ranking procedures for repeated measures designs with missing data: Estimation, testing and asymptotic theory Autor Rubarth, Kerstin, Pauly, Markus, Konietschke, Frank

“…We develop purely nonparametric methods for the analysis of repeated measures designs with missing values. Hypotheses are formulated in terms of purely…”
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Asymptotic theory of nonparametric sequential estimation of hazard rate with bounded moment of stopping time Autor Efromovich, Sam

“… The paper, for the first time in the literature, presents the asymptotic theory of efficient sequential nonparametric estimation under the minimax MISE criterion and a bounded moment of the stopping time…”
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Asymptotic theory for large volatility matrix estimation based on high-frequency financial data Autor Kim, Donggyu, Wang, Yazhen, Zou, Jian

“… We establish asymptotic theory for these threshold estimators in the framework that allows the number of assets and sample size…”
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Asymptotic theory for clustered samples Autor Hansen, Bruce E., Lee, Seojeong

“… We use this theory to develop a full asymptotic distribution theory for estimation based on linear least-squares, 2SLS, nonlinear MLE, and nonlinear GMM…”
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A Parameter Dimension-Split Based Asymptotic Regression Estimation Theory for a Multinomial Panel Data Model Autor Sutradhar, Brajendra C

“… As far as the estimation of the regression effects and dynamic…”
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ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION Autor Wang, Qiying, Phillips, Peter C.B.

“…Asymptotic theory is developed for local time density estimation for a general class of functionals of integrated and fractionally integrated time series…”
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Estimation and Asymptotic Theory for Transition Probabilities in Markov Renewal Multi-State Models Autor Spitoni, Cristian, Verduijn, Marion, Putter, Hein

“…In this paper we discuss estimation of transition probabilities for semi–Markov multi–state models. Non–parametric and semi–parametric estimators of the transition probabilities for a large class of models…”
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ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES Autor Lieberman, Offer, Rosemarin, Roy, Rousseau, Judith

“…Consistency, asymptotic normality, and efficiency of the maximum likelihood estimator for stationary Gaussian time series were shown to hold in the short memory case by Hannan…”
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Asymptotic theory for LAD estimation of moderate deviations from a unit root Autor Zhou, Zhiyong, Lin, Zhengyan

“…An asymptotic result is given for the least absolute deviations (LAD) estimation of autoregressive time series with a root of the form ρn=1…”
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Semivariogram estimation: Asymptotic theory and applications Autor Kerby, Brent

“…; its estimation has applications in spatial statistics, particularly in the construction of optimal predictors of the random field at unobserved locations…”
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Asymptotic theory of parameter estimation by a contrast function based on interpolation error Autor Suto, Yoshihiro, Liu, Yan, Taniguchi, Masanobu

“… In this paper, the asymptotics of a contrast function estimator defined by pseudo interpolation error for stationary process are investigated…”
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Divergence Measures Estimation and its Asymptotic Normality Theory in the Discrete Case Autor Ba, Amadou Diadie, Lo, Gane Samb

“…In this paper we provide the asymptotic theory of the general of φ-divergences measures, which include the most common divergence measures : RÂ…”
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Kernel estimation for time series: An asymptotic theory Autor Wu, Wei Biao, Huang, Yinxiao, Huang, Yibi

“…We consider kernel density and regression estimation for a wide class of nonlinear time series models…”
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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS Autor Li, Dong, Ling, Shiqing, Li, Wai Keung

“…This paper studies the asymptotic theory of least squares estimation in a threshold moving average model…”
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Divergence Measures Estimation and Its Asymptotic Normality Theory Using Wavelets Empirical Processes III Autor Bâ, Amadou Diadié, Lo, Gane Samb, Bâ, Diam

“…In the two previous papers of this series, the main results on the asymptotic behaviors of empirical divergence measures based on wavelets theory have been established and particularized for important…”
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High dimensional robust M-estimation: asymptotic variance via approximate message passing Autor Donoho, David, Montanari, Andrea

“… We show here that that this phenomenon can be characterized rigorously using techniques that were developed by the authors for analyzing the Lasso estimator under high-dimensional asymptotics…”
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Divergence Measures Estimation and Its Asymptotic Normality Theory Using Wavelets Empirical Processes I Autor Ba, Amadou Diadié, LO, Gane Samb, Ba, Diam

“…We deal with the normality asymptotic theory of empirical divergences measures based on wavelets in a series of three papers…”
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