Asymptotic properties of Turing's formula in relative error.
- Published in:
- Machine Learning, 2017, v. 106, n. 11, p. 1771, doi. 10.1007/s10994-016-5620-6
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- Article
Works matching DE "ASYMPTOTIC normality"
Results: 1051
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A refined Weissman estimator for extreme quantiles.
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- Extremes, 2023, v. 26, n. 3, p. 545, doi. 10.1007/s10687-022-00452-8
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- Article
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Testing overidentifying restrictions on high-dimensional instruments and covariates: Testing Overidentifying Restrictions on HD: H. Shi et al.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 2, p. 331, doi. 10.1007/s10463-024-00918-5
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- Article
4
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 3, p. 425, doi. 10.1007/s10463-022-00850-6
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- Article
5
Stability Analysis of Gyroscopic Systems with Delay under Synchronous and Asynchronous Switching.
- Published in:
- Journal of Applied & Computational Mechanics, 2022, v. 8, n. 3, p. 1113, doi. 10.22055/jacm.2022.39514.3423
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- Publication type:
- Article
6
DISCRETE Kth-ORDER EQUILIBRIUM LINDLEY DISTRIBUTION : PROPERTIES, SIMULATION AND ITS APPLICATIONS.
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- International Journal of Agricultural & Statistical Sciences, 2023, v. 19, n. 1, p. 141, doi. 10.59467/IJASS.2023.19.141
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- Article
7
TESTS FOR SPECIAL TWO-SAMPLE LOCATION PROBLEM BASED ON SUBSAMPLE MEDIAN AND MINIMA.
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- International Journal of Agricultural & Statistical Sciences, 2020, v. 16, n. 1, p. 307
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- Publication type:
- Article
8
Robust estimator of the ruin probability in infinite time for heavy-tailed distributions.
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- Statistics, 2024, v. 58, n. 6, p. 1401, doi. 10.1080/02331888.2024.2402497
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- Publication type:
- Article
9
Variable selection for single-index-driven autoregressive model with linear explanatory variables.
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- Statistics, 2025, v. 59, n. 2, p. 402, doi. 10.1080/02331888.2024.2441433
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- Article
10
Deconvolution of ℙ(X<sub>t</sub> < Y<sub>t</sub>) for stationary processes with supersmooth error distributions.
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- Statistics, 2024, v. 58, n. 6, p. 1463, doi. 10.1080/02331888.2024.2407913
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11
Novel credibility approaches for Lorenz curve and Gini coefficient estimation.
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- Statistics, 2024, v. 58, n. 4, p. 795, doi. 10.1080/02331888.2024.2368246
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- Publication type:
- Article
12
Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data.
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- Statistics, 2024, v. 58, n. 1, p. 87, doi. 10.1080/02331888.2024.2317770
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- Publication type:
- Article
13
Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons.
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- Statistics, 2023, v. 57, n. 6, p. 1444, doi. 10.1080/02331888.2023.2268314
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- Article
14
Estimating parameters in multichannel fundamental frequency with harmonics model.
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- Statistics, 2023, v. 57, n. 5, p. 1142, doi. 10.1080/02331888.2023.2253992
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- Publication type:
- Article
15
A Berry–Esseen theorem for sample quantiles under martingale difference sequences.
- Published in:
- Statistics, 2023, v. 57, n. 4, p. 844, doi. 10.1080/02331888.2023.2225668
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- Publication type:
- Article
16
Bias reduction estimation for drift coefficient in diffusion models with jumps.
- Published in:
- Statistics, 2023, v. 57, n. 3, p. 597, doi. 10.1080/02331888.2023.2201504
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- Publication type:
- Article
17
Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions.
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- Statistics, 2023, v. 57, n. 1, p. 71, doi. 10.1080/02331888.2022.2161547
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- Publication type:
- Article
18
Kernel Liu prediction approach in partially linear mixed measurement error models.
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- Statistics, 2022, v. 56, n. 6, p. 1385, doi. 10.1080/02331888.2022.2152816
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- Publication type:
- Article
19
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood.
- Published in:
- Statistics, 2022, v. 56, n. 4, p. 844, doi. 10.1080/02331888.2022.2105843
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- Publication type:
- Article
20
Parameter estimation of stochastic differential equation driven by small fractional noise.
- Published in:
- Statistics, 2022, v. 56, n. 4, p. 919, doi. 10.1080/02331888.2022.2098960
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- Publication type:
- Article
21
Outlier detection in non-parametric profile monitoring.
- Published in:
- Statistics, 2022, v. 56, n. 4, p. 805, doi. 10.1080/02331888.2022.2085707
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- Publication type:
- Article
22
Generalized signed-rank estimation and selection for the functional linear model.
- Published in:
- Statistics, 2022, v. 56, n. 4, p. 719, doi. 10.1080/02331888.2022.2084094
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- Publication type:
- Article
23
Location invariant heavy tail index estimation with block method.
- Published in:
- Statistics, 2022, v. 56, n. 3, p. 479, doi. 10.1080/02331888.2022.2071898
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- Publication type:
- Article
24
Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse.
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- Statistics, 2022, v. 56, n. 2, p. 243, doi. 10.1080/02331888.2022.2065677
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- Publication type:
- Article
25
Consistent model selection procedure for general integer-valued time series.
- Published in:
- Statistics, 2021, v. 55, n. 6, p. 1207, doi. 10.1080/02331888.2022.2029861
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- Publication type:
- Article
26
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring.
- Published in:
- Statistics, 2021, v. 55, n. 5, p. 979, doi. 10.1080/02331888.2021.1994574
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- Publication type:
- Article
27
Robust scale estimation under shifts in the mean.
- Published in:
- Statistics, 2021, v. 55, n. 4, p. 787, doi. 10.1080/02331888.2021.1977812
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- Publication type:
- Article
28
Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors.
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- Statistics, 2021, v. 55, n. 4, p. 851, doi. 10.1080/02331888.2021.1980794
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- Publication type:
- Article
29
Minimum distance estimation of the Lehmann receiver operating characteristic curve.
- Published in:
- Statistics, 2021, v. 55, n. 3, p. 618, doi. 10.1080/02331888.2021.1960528
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- Publication type:
- Article
30
Quantile regression of partially linear single-index model with missing observations.
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- Statistics, 2021, v. 55, n. 1, p. 1, doi. 10.1080/02331888.2021.1883613
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- Publication type:
- Article
31
On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models.
- Published in:
- Statistics, 2020, v. 54, n. 5, p. 1030, doi. 10.1080/02331888.2020.1830095
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- Article
32
A robust multivariate Birnbaum–Saunders regression model.
- Published in:
- Statistics, 2020, v. 54, n. 5, p. 1094, doi. 10.1080/02331888.2020.1824231
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- Publication type:
- Article
33
Efficient estimation for the non-mixture cure model with current status data.
- Published in:
- Statistics, 2020, v. 54, n. 4, p. 756, doi. 10.1080/02331888.2020.1783541
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- Publication type:
- Article
34
Existence and asymptotic behaviour of solutions to first- and second-order difference equations with periodic forcing.
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- Journal of Difference Equations & Applications, 2012, v. 18, n. 9, p. 1593, doi. 10.1080/10236198.2012.658049
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- Article
35
Asymptotic periodicity of nonlinear discrete Volterra equations and applications.
- Published in:
- Journal of Difference Equations & Applications, 2012, v. 18, n. 9, p. 1531, doi. 10.1080/10236198.2011.581664
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- Article
36
Asymptotic behaviour of nonlinear difference equations.
- Published in:
- Journal of Difference Equations & Applications, 2012, v. 18, n. 9, p. 1485, doi. 10.1080/10236198.2011.574619
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- Publication type:
- Article
37
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors.
- Published in:
- Stochastic Models, 2025, v. 41, n. 1, p. 38, doi. 10.1080/15326349.2024.2322568
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- Article
38
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise.
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- Stochastic Models, 2024, v. 40, n. 1, p. 70, doi. 10.1080/15326349.2023.2202227
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- Publication type:
- Article
39
Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors.
- Published in:
- Econometrics (2225-1146), 2021, v. 9, n. 4, p. 41, doi. 10.3390/econometrics9040041
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- Publication type:
- Article
40
Semiparametric Estimation of a Corporate Bond Rating Model.
- Published in:
- Econometrics (2225-1146), 2021, v. 9, n. 2, p. 23, doi. 10.3390/econometrics9020023
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- Publication type:
- Article
41
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models.
- Published in:
- Econometrics (2225-1146), 2021, v. 9, n. 2, p. 21, doi. 10.3390/econometrics9020021
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- Publication type:
- Article
42
Quantile Regression with Generated Regressors.
- Published in:
- Econometrics (2225-1146), 2021, v. 9, n. 2, p. 16, doi. 10.3390/econometrics9020016
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- Publication type:
- Article
43
A new structural multivariate GARCH-BEKK Model: Causality of green, sustainable and fossil energy ETFs.
- Published in:
- Communications in Statistics: Case Studies & Data Analysis, 2022, v. 8, n. 2, p. 215, doi. 10.1080/23737484.2021.2017807
- By:
- Publication type:
- Article
44
MAXIMUM LIKELIHOOD ESTIMATION IN THE FRACTIONAL VASICEK MODEL.
- Published in:
- Lithuanian Journal of Statistics / Lietuvos Statistikos Darbai, 2017, v. 56, n. 1, p. 77, doi. 10.15388/ljs.2017.13674
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- Publication type:
- Article
45
Estimation of risk contributions with MCMC.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 9, p. 1579, doi. 10.1080/14697688.2019.1588469
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- Publication type:
- Article
46
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 6, p. 939, doi. 10.1080/14697688.2012.691987
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- Publication type:
- Article
47
Local linear conditional cumulative distribution function with mixing data.
- Published in:
- Arabian Journal of Mathematics, 2020, v. 9, n. 2, p. 289, doi. 10.1007/s40065-019-0247-7
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- Publication type:
- Article
48
Local projection inference in high dimensions.
- Published in:
- Econometrics Journal, 2024, v. 27, n. 3, p. 323, doi. 10.1093/ectj/utae012
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- Publication type:
- Article
49
Asymptotic properties of endogeneity corrections using nonlinear transformations.
- Published in:
- Econometrics Journal, 2024, v. 27, n. 3, p. 362, doi. 10.1093/ectj/utae002
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- Publication type:
- Article
50
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise.
- Published in:
- Econometrics Journal, 2024, v. 27, n. 2, p. 278, doi. 10.1093/ectj/utae001
- By:
- Publication type:
- Article