Works matching DE "ASYMPTOTIC distribution"
Results: 3418
On the Asymptotic Normality of the Method of Moments Estimators for the Birnbaum–Saunders Distribution with a New Parametrization.
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- Mathematics (2227-7390), 2025, v. 13, n. 4, p. 636, doi. 10.3390/math13040636
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Accounting for extent of non-compliance when estimating treatment effects on an ordinal outcome in randomized clinical trials.
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- BMC Medical Research Methodology, 2025, v. 25, n. 1, p. 1, doi. 10.1186/s12874-025-02493-6
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- Article
Asymptotics of Riemann Sums for Uniform Partitions of Intervals of Integration.
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- Symmetry (20738994), 2025, v. 17, n. 2, p. 226, doi. 10.3390/sym17020226
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Asymptotics of K-Fold Cross Validation.
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- Journal of Artificial Intelligence Research, 2023, v. 78, p. 491, doi. 10.1613/jair.1.13974
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- Article
Robust Backtesting Tests for Value-at-risk Models.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 132, doi. 10.1093/jjfinec/nbq021
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Estimation and Testing for Dependence in Market Microstructure Noise.
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- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 106, doi. 10.1093/jjfinec/nbn021
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- Article
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis.
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- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 491, doi. 10.1093/jjfinec/nbm006
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- Article
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation.
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- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 1, doi. 10.1093/jjfinec/nbi022
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- Article
Endogenous Treatment Effect Estimation with a Large and Mixed Set of Instruments and Control Variables.
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- Review of Economics & Statistics, 2024, v. 106, n. 6, p. 1655, doi. 10.1162/rest_a_01230
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Testing the Presence of Implicit Hiring Quotas with Application to German Universities.
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- Review of Economics & Statistics, 2024, v. 106, n. 3, p. 627, doi. 10.1162/rest_a_01195
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- Article
A PRACTICAL ASYMPTOTIC VARIANCE ESTIMATOR FOR TWO-STEP SEMIPARAMETRIC ESTIMATORS.
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- Review of Economics & Statistics, 2012, v. 94, n. 2, p. 481, doi. 10.1162/REST_a_00251
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- Article
AN ALTERNATIVE ASYMPTOTIC ANALYSIS OF RESIDUAL-BASED STATISTICS.
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- Review of Economics & Statistics, 2012, v. 94, n. 1, p. 88, doi. 10.1162/REST_a_00151
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- Article
HOW RELIABLE ARE LOCAL PROJECTION ESTIMATORS OF IMPULSE RESPONSES?
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- Review of Economics & Statistics, 2011, v. 93, n. 4, p. 1460, doi. 10.1162/REST_a_00143
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- Article
TWO-SAMPLE INSTRUMENTAL VARIABLES ESTIMATORS.
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- Review of Economics & Statistics, 2010, v. 92, n. 3, p. 557, doi. 10.1162/REST_a_00011
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- Article
ESTIMATION OF A CHANGE POINT IN MULTIPLE REGRESSION MODELS.
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- Review of Economics & Statistics, 1997, v. 79, n. 4, p. 551, doi. 10.1162/003465397557132
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- Article
FINITE SAMPLE BEHAVIOR OF TESTS FOR GROUPED HETEROSKEDASTICITY.
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- Review of Economics & Statistics, 1992, v. 74, n. 3, p. 563, doi. 10.2307/2109504
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- Article
ASYMPTOTIC DISTRIBUTIONS OF IMPULSE RESPONSE FUNCTIONS AND FORECAST ERROR VARIANCE DECOMPOSITIONS OF VECTOR AUTOREGRESSIVE MODELS.
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- Review of Economics & Statistics, 1990, v. 72, n. 1, p. 116, doi. 10.2307/2109746
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- Article
SPECIFICATION ERROR IN PROBIT MODELS.
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- Review of Economics & Statistics, 1985, v. 67, n. 1, p. 134, doi. 10.2307/1928444
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- Article
Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures.
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- Analysis & Applications, 2021, v. 19, n. 6, p. 1033, doi. 10.1142/S0219530521500032
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- Article
Quasi-normal modes for Dirac fields in the Kerr-Newman-de Sitter black holes.
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- Analysis & Applications, 2018, v. 16, n. 4, p. 449, doi. 10.1142/S0219530518500057
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- Article
Global existence and asymptotic behavior of solutions to the generalized cubic double dispersion equation.
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- Analysis & Applications, 2015, v. 13, n. 3, p. 233, doi. 10.1142/S021953051450002X
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Zero distribution of polynomials satisfying a differential-difference equation.
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- Analysis & Applications, 2014, v. 12, n. 6, p. 635, doi. 10.1142/S0219530514500390
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- Article
A NOTE ON THE ASYMPTOTIC EXPANSION OF GENERALIZED HYPERGEOMETRIC FUNCTIONS.
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- Analysis & Applications, 2014, v. 12, n. 1, p. 107, doi. 10.1142/S0219530513500346
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- Article
GLOBAL ASYMPTOTICS OF STIELTJES-WIGERT POLYNOMIALS.
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- Analysis & Applications, 2013, v. 11, n. 5, p. -1, doi. 10.1142/S0219530513500280
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- Article
A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method.
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- Methodology & Computing in Applied Probability, 2024, v. 26, n. 3, p. 1, doi. 10.1007/s11009-024-10091-0
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- Article
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2961, doi. 10.1007/s11009-022-09965-y
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Exact One- and Two-Sample Likelihood Ratio Tests based on Time-Constrained Life-Tests from Exponential Distributions.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 2009, doi. 10.1007/s11009-021-09907-0
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- Article
Several Topological Indices of Random Caterpillars.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1773, doi. 10.1007/s11009-021-09895-1
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- Article
Investigating Several Fundamental Properties of Random Lobster Trees and Random Spider Trees.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 431, doi. 10.1007/s11009-021-09863-9
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- Article
An Unusual Application of Cramér-Rao Inequality to Prove the Attainable Lower Bound for a Ratio of Complicated Gamma Functions.
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- Methodology & Computing in Applied Probability, 2021, v. 23, n. 4, p. 1507, doi. 10.1007/s11009-020-09822-w
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Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept.
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- Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 767, doi. 10.1007/s11009-020-09781-2
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- Article
Extrinsic Regression and Anti-Regression on Projective Shape Manifolds.
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- Methodology & Computing in Applied Probability, 2021, v. 23, n. 2, p. 629, doi. 10.1007/s11009-020-09789-8
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- Article
On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1389, doi. 10.1007/s11009-019-09770-0
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- Article
Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 927, doi. 10.1007/s11009-019-09742-4
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On Nodes of Small Degrees and Degree Profile in Preferential Dynamic Attachment Circuits.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 625, doi. 10.1007/s11009-019-09726-4
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- Article
The Least Squares Estimation for the α-Stable Ornstein-Uhlenbeck Process with Constant Drift.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1165, doi. 10.1007/s11009-018-9654-z
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- Article
Impact of Dependence on Some Multivariate Risk Indicators.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 2, p. 395, doi. 10.1007/s11009-016-9489-4
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- Article
Modified Unit Root Tests with Nuisance Parameter Free Asymptotic Distributions.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 2, p. 519, doi. 10.1007/s11009-016-9498-3
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- Article
Unit Root Testing in Presence of a Double Threshold Process.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 2, p. 539, doi. 10.1007/s11009-016-9499-2
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- Article
Asymptotic Multivariate Dominance: A Financial Application.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 4, p. 1097, doi. 10.1007/s11009-016-9502-y
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- Article
Estimation for Discrete-time Semi-Markov Reward Processes: Analysis and Inference.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 885, doi. 10.1007/s11009-015-9468-1
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- Article
On an Upper Bound of the Euler Characteristic of the Wiener Sausage.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 2, p. 331, doi. 10.1007/s11009-013-9361-8
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- Article
Self-crossing Points of a Line Segment Process.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 2, p. 295, doi. 10.1007/s11009-012-9315-6
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- Article
Empirical Mark Covariance and Product Density Function of Stationary Marked Point Processes-A Survey on Asymptotic Results.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 2, p. 283, doi. 10.1007/s11009-012-9314-7
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- Article
CLTs and Asymptotic Variance of Time-Sampled Markov Chains.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 237, doi. 10.1007/s11009-011-9237-8
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- Article
Weighted Moment Estimators for the Second Order Scale Parameter.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 3, p. 753, doi. 10.1007/s11009-011-9263-6
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- Article
New Central Limit Theorems for Functionals of Gaussian Processes and their Applications.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 3, p. 477, doi. 10.1007/s11009-011-9236-9
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- Article
Exact and Asymptotically Optimal Bandwidths for Kernel Estimation of Density Functionals.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 3, p. 523, doi. 10.1007/s11009-011-9243-x
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- Article
Optimal Scaling of Random Walk Metropolis Algorithms with Non-Gaussian Proposals.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 3, p. 583, doi. 10.1007/s11009-010-9176-9
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- Article
Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin.
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- Methodology & Computing in Applied Probability, 2010, v. 12, n. 1, p. 155, doi. 10.1007/s11009-008-9102-6
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- Article