共查询到10条相似文献,搜索用时 78 毫秒
1.
Madan L. Puri Frits H. Ruymgaart 《Annals of the Institute of Statistical Mathematics》1993,45(4):687-701
In this paper we derive the asymptotic normality ofL-statistics with unbounded scores for a large class of time series. To handle the dependence structure, we use the concept ofm(n)-decomposability as an alternative to classical mixing concepts.Research supported by the Office of Naval Research Contract N00014-91-J-1020.Part of this work was done while the author was at the Department of Mathematics, KUN, Nijmegen, The Netherlands. 相似文献
2.
We present a statistical process depending on a continuous time parameter τ whose each margin provides a Generalized Hill’s estimator. In this paper, the asymptotic normality of the finite-dimensional
distributions of this family are completely characterized for τ > 1/2 when the underlying distribution function lies on the maximum domain of attraction. The ratio of two different margins
of the statistical process characterizes entirely the whole domain of attraction. Its asymptotic normality is also studied.
The results permit in general to build a new family of estimators for the extreme value index whose asymptotic properties
can be easily derived. For example, we give a new estimate of the Weibull extreme value index and we study its consistency
and its asymptotic normality.
相似文献
3.
Nobuhiro Taneichi Yuri Sekiya Hideyuki Imai 《Annals of the Institute of Statistical Mathematics》2003,55(4):831-848
We consider multinomial goodness-of-fit tests for a specified simple hypothesis under the assumption of sparseness. It is
shown that the asymptotic normality of the PearsonX
2 statistic (X
k
2
) and the log-likelihood ratio statistic (G
k
2
) assuming sparseness. In this paper, we improve the asymptotic normality ofX
k
2
andG
k
2
statistics based on two kinds of normalizing transformation. The performance of the transformed statistics is numerically
investigated. 相似文献
4.
5.
Summary Uniform (or type (B)
d
) asymptotic normality of the joint distribution of an increasing number of sample quantiles as the sample size increases
is investigated in both cases where the basic distributions are equal and are unequal. Under fairly general assumptions, sufficient
conditions are derived for the asymptotic normality of sample quantiles.
Type (B)
d
asymptotic normality is a strictly stronger notion than the usual one which is based on the convergence in law, and the results
obtained in this article will be helpful to widen the applicability of results on asymptotic normality of sample quantiles
to related statistical inferences. 相似文献
6.
We investigate the distribution of some global measures of deviation between the empirical distribution function and its least
concave majorant. In the case that the underlying distribution has a strictly decreasing density, we prove asymptotic normality
for several L
k
-type distances. In the case of a uniform distribution, we also establish their limit distribution together with that of the
supremum distance. It turns out that in the uniform case, the measures of deviation are of greater order and their limit distributions
are different. 相似文献
7.
Ghoudi K. 《Journal of multivariate analysis》1995,55(2)
Kiefer considered the asymptotics of q-sample Cramer-Von Mises statistics for a fixed q and sample sizes tending to infinity. For univariate observations, McDonald proved the asymptotic normality of these statistics when q goes to infinity while the sample sizes stay fixed. Here we define a class of multivariate randomness statistics that generalizes the class considered by McDonald. We also prove the asymptotic normality of such statistics when the sample sizes stay fixed while q tends to infinity. 相似文献
8.
We obtain exponential upper bounds for tails of distributions of generalized L-statistics based on a sample from an exponential distribution. We prove the asymptotic normality of generalized L-statistics based on a sample from the uniform distribution on [0,1] and of L-statistics with decomposed kernels (without any restrictions on the sample distribution type). 相似文献
9.
Si‐Li Niu 《Mathematical Methods in the Applied Sciences》2012,35(3):293-306
In this paper, we provide an asymptotic expansion for the mean integrated squared error (MISE) of nonlinear wavelet estimator of survival density for a censorship model when the data exhibit some kind of dependence. It is assumed that the observations form a stationary and α‐mixing sequence. This asymptotic MISE expansion, when the density is only piecewise smooth, is same. However, for the kernel estimators, the MISE expansion fails if the additional smoothness assumption is absent. Also, we establish the asymptotic normality of the nonlinear wavelet estimator. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
10.
Robert J. Boik 《Annals of the Institute of Statistical Mathematics》2008,60(1):61-83
A linear model in which random errors are distributed independently and identically according to an arbitrary continuous distribution
is assumed. Second- and third-order accurate confidence intervals for regression parameters are constructed from Charlier
differential series expansions of approximately pivotal quantities around Student’s t distribution. Simulation verifies that small sample performance of the intervals surpasses that of conventional asymptotic
intervals and equals or surpasses that of bootstrap percentile-t and bootstrap percentile-|t| intervals under mild to marked departure from normality. 相似文献