Works matching DE "EDGEWORTH expansions"

Results: 170

Smoothed nonparametric tests and approximations of p-values.

Published in:

Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 969, doi. 10.1007/s10463-017-0614-0

By:

Maesono, Yoshihiko;
Moriyama, Taku;
Lu, Mengxin

Publication type:

Article

Bootstrap inference for misspecified moment condition models.

Published in:

Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 3, p. 605, doi. 10.1007/s10463-017-0604-2

By:

Giurcanu, Mihai;
Presnell, Brett

Publication type:

Article

Improved confidence intervals for quantiles.

Published in:

Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 1, p. 167, doi. 10.1007/s10463-012-0369-6

By:

Maesono, Yoshihiko;
Penev, Spiridon

Publication type:

Article

Edgeworth expansion for the kernel quantile estimator.

Published in:

Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 3, p. 617, doi. 10.1007/s10463-009-0241-5

By:

Maesono, Yoshihiko;
Penev, Spiridon

Publication type:

Article

On the tail index of a heavy tailed distribution.

Published in:

Annals of the Institute of Statistical Mathematics, 2010, v. 62, n. 2, p. 277, doi. 10.1007/s10463-008-0176-2

By:

Yongcheng Qi

Publication type:

Article

Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality.

Published in:

Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 4, p. 995, doi. 10.1007/s10463-008-0174-4

By:

Ogasawara, Haruhiko

Publication type:

Article

Edgeworth expansions for two-stage sampling with applications to stratified and cluster sampling.

Published in:

Canadian Journal of Statistics, 2015, v. 43, n. 4, p. 578, doi. 10.1002/cjs.11266

By:

Mirakhmedov, Sherzod M.;
Jammalamadaka, Sreenivasa R.;
Ekström, Magnus

Publication type:

Article

EDGEWORTH EXPANSION FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATE IN THE VASICEK MODEL.

Published in:

Annals of Financial Economics, 2019, v. 14, n. 1, p. N.PAG, doi. 10.1142/S2010495219500027

By:

ZHU, QINWEN;
LIU, HUI;
SUN, CHENGFENG

Publication type:

Article

Distribution of Aggregate Utility Using Stochastic Elements of Additive Multiattribute Utility Models.

Published in:

Decision Sciences, 2000, v. 31, n. 2, p. 327, doi. 10.1111/j.1540-5915.2000.tb01626.x

By:

Moskowitz, Herbert;
Tang, Jen;
Lam, Peter

Publication type:

Article

Hybrid reliability analysis of structural fatigue life: Based on Taylor expansion method.

Published in:

Advances in Mechanical Engineering (Sage Publications Inc.), 2016, v. 8, n. 11, p. 1, doi. 10.1177/1687814016677023

By:

Meng, Guangwei;
Feng, Xinyu;
Zhou, Liming;
Li, Feng

Publication type:

Article

A simplified approach to independent component analysis.

Published in:

Neural Computing & Applications, 2003, v. 12, n. 3/4, p. 173, doi. 10.1007/s00521-003-0379-7

By:

Singh, Yogesh;
Rai, C. S.

Publication type:

Article

A comparison of methods for modeling the effect of axial divergence in powder diffraction.

Published in:

2005

By:

Prince, E.;
Toby, B. H.

Publication type:

Other

Kinetic Models for the Trading of Goods.

Published in:

Journal of Statistical Physics, 2013, v. 151, n. 3/4, p. 549, doi. 10.1007/s10955-012-0653-0

By:

Toscani, Giuseppe;
Brugna, Carlo;
Demichelis, Stefano

Publication type:

Article

Presentación revista Estudios Gerenciales n.º 133.

Published in:: Estudios Gerenciales, 2014, n. 133, p. 325, doi. 10.1016/j.estger.2014.09.001
Publication type:: Article

Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes.

Published in:

Estudios Gerenciales, 2014, n. 133, p. 336, doi. 10.1016/j.estger.2014.01.021

By:

Silverio Milanesi, Gastón

Publication type:

Article

Core equivalences for equilibria supported by non-linear prices.

Published in:

Positivity, 2013, v. 17, n. 3, p. 621, doi. 10.1007/s11117-012-0195-3

By:

Basile, Achille;
Graziano, Maria

Publication type:

Article

Confidence bands for hazard rates under random censorship.

Published in:

Biometrika, 2006, v. 93, n. 2, p. 357, doi. 10.1093/biomet/93.2.357

By:

Ming-Yen Cheng;
Hall, Peter;
Dongsheng Tu

Publication type:

Article

Expected lengths of confidence intervals based on empirical discrepancy statistics.

Published in:

Biometrika, 2005, v. 92, n. 2, p. 499, doi. 10.1093/biomet/92.2.499

By:

KAI-TAI FANG;
MUKERJEE, RAHUL

Publication type:

Article

Empirical likelihood in the presence of nuisance parameters.

Published in:

Biometrika, 1999, v. 86, n. 1, p. 203, doi. 10.1093/biomet/86.1.203

By:

LAZAR, NICOLE A.;
MYKLAND, PER ASLAK

Publication type:

Article

Resampling methods for confidence intervals in group sequential trials.

Published in:

Biometrika, 1998, v. 85, n. 2, p. 317, doi. 10.1093/biomet/85.2.317

By:

CHUANG, CHIN-SHAN;
LAI, TZE LEUNG

Publication type:

Article

SECOND-ORDER AND BOOTSTRAP APPROXIMATION TO STUDENT'S ...-STATISTIC.

Published in:

Theory of Probability & Its Applications, 2003, v. 47, n. 2, p. 300, doi. 10.1137/S0040585X97979743

By:

Bloznelis, M.;
Putter, H.

Publication type:

Article

Robustness of Bayes Prediction Under Error-in-Variables Superpopulation Model.

Published in:

Communications in Statistics: Theory & Methods, 2010, v. 39, n. 2, p. 327, doi. 10.1080/03610920902750046

By:

Aggarwal, Priyanka;
Bansal, AshokK.

Publication type:

Article

Permanent Expansions and Distributions of Order Statistics in the INID Case.

Published in:

Communications in Statistics: Theory & Methods, 2009, v. 38, n. 12, p. 2078, doi. 10.1080/03610920802311725

By:

Cramer, E.;
Herle, K.;
Balakrishnan, N.

Publication type:

Article

A New Test Procedure for Decreasing Mean Residual Life.

Published in:

Communications in Statistics: Theory & Methods, 2006, v. 35, n. 12, p. 2171, doi. 10.1080/03610920600854462

By:

Li, Xiaohu;
Cao, Wenqing;
Feng, Xiuying

Publication type:

Article

Edgeworth Expansion and Bootstrap Approximation for Studentized Product-Limit Estimator with Truncated and Censored Data.

Published in:

Communications in Statistics: Theory & Methods, 2006, v. 35, n. 4, p. 609, doi. 10.1080/03610920500498840

By:

Wang, Qihua;
Jing, Bing-Yi

Publication type:

Article

Asian option pricing with orthogonal polynomials.

Published in:

Quantitative Finance, 2019, v. 19, n. 4, p. 605, doi. 10.1080/14697688.2018.1526396

By:

Willems, Sander

Publication type:

Article

Gasoline Price Cycles Under Discrete Time Pricing Gasoline Price Cycles Under Discrete Time Pricing.

Published in:

Economic Record, 2013, v. 89, n. 285, p. 175, doi. 10.1111/1475-4932.12036

By:

de Roos, Nicolas;
Katayama, Hajime

Publication type:

Article

Cooperative Solutions for Large Economies with Asymmetric Information.

Published in:

Metroeconomica, 2015, v. 66, n. 1, p. 71, doi. 10.1111/meca.12063

By:

Meo, Claudia

Publication type:

Article

Edgeworth type expansions for Euler schemes for stochastic differential equations.

Published in:

Monte Carlo Methods & Applications, 2002, v. 8, n. 3, p. 271, doi. 10.1515/mcma.2002.8.3.271

By:

Konakov, Valentin

Publication type:

Article

Wilcoxon-type rank-sum precedence tests: large-sample approximation and evaluation.

Published in:

Applied Stochastic Models in Business & Industry, 2002, v. 18, n. 3, p. 271, doi. 10.1002/asmb.478

By:

Ng, H.K.T.;
Balakrishnan, N.

Publication type:

Article

Cochran's rule for simple random sampling.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2000, v. 62, n. 4, p. 787, doi. 10.1111/1467-9868.00264

By:

Sugden, R. A.;
Smith, T. M. F.;
Jones, R. P.

Publication type:

Article

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference.

Published in:

Journal of the American Statistical Association, 2018, v. 113, n. 522, p. 767, doi. 10.1080/01621459.2017.1285776

By:

Calonico, Sebastian;
Cattaneo, Matias D.;
Farrell, Max H.

Publication type:

Article

Bandwidth Selection in Nonparametric Kernel Testing.

Published in:

Journal of the American Statistical Association, 2008, v. 103, n. 484, p. 1584, doi. 10.1198/016214508000000968

By:

Jiti GAO;
GIJBELS, Irène

Publication type:

Article

To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?

Published in:

Journal of the American Statistical Association, 2007, v. 102, n. 480, p. 1282, doi. 10.1198/016214507000000969

By:

Jianqing Fan;
Hall, Peter;
Qiwei Yao

Publication type:

Article

General Regular Variation of the n–th Order and 2nd Order Edgeworth Expansions of the Extreme Value Distribution (II).

Published in:

Acta Mathematica Sinica, 2006, v. 22, n. 1, p. 27, doi. 10.1007/s10114-005-0566-9

By:

Xiao Wang;
Shi Cheng

Publication type:

Article

General Regular Variation of n–th Order and the 2nd Order Edgeworth Expansion of the Extreme Value Distribution (I).

Published in:

Acta Mathematica Sinica, 2005, v. 21, n. 5, p. 1121, doi. 10.1007/s10114-004-0486-0

By:

Xiao Qian Wang;
Shi Hong Cheng

Publication type:

Article

Edgeworth Expansion of Densities of Order Statistics with Fixed Rank.

Published in:

Acta Mathematica Sinica, 2003, v. 19, n. 1, p. 177, doi. 10.1007/s10114-002-0200-z

By:

Cheng, Shi Hong

Publication type:

Article

Prediction of Repair Work Duration for Gas Transport Systems Based on Small Data Samples.

Published in:

International Journal of Performability Engineering, 2016, v. 12, n. 4, p. 305

By:

LESNYKH, VALERY;
LITVIN, YURI;
KOZINE, IGOR

Publication type:

Article

Asymptotic expansion in the central limit theorem for quadratic forms.

Published in:

Journal of Mathematical Sciences, 2007, v. 147, n. 4, p. 6891, doi. 10.1007/s10958-007-0512-8

By:

Götze, F.;
Tikhomirov, A.;
Yurchenko, V.

Publication type:

Article

Confidence intervals for the calibration estimator with environmental applications.

Published in:

Environmetrics, 2002, v. 13, n. 1, p. 29

By:

I. Müller;
A. H. El-Shaarawi

Publication type:

Article

Bootstrap minimum cost estimation of the average chemical concentration in contaminated soils.

Published in:

Environmetrics, 1999, v. 10, n. 2, p. 153, doi. 10.1002/(SICI)1099-095X(199903/04)10:2<153::AID-ENV344>3.0.CO;2-P

By:

Ling Chen;
Jun Shao

Publication type:

Article

Confidence intervals for the ratio of two variances.

Published in:

Journal of Applied Statistics, 2013, v. 40, n. 10, p. 2181, doi. 10.1080/02664763.2013.808319

By:

Rajić, VesnaĆojbašić;
Stanojević, J.

Publication type:

Article

Gram-Charlier densities: a multivariate approach.

Published in:

Quantitative Finance, 2009, v. 9, n. 7, p. 855, doi. 10.1080/14697680902773611

By:

Del Brio, Esther B.;
Ñíguez, Trino-Manuel;
Perote, Javier

Publication type:

Article

BOOTSTRAPPING REALIZED VOLATILITY.

Published in:

Econometrica, 2009, v. 77, n. 1, p. 283, doi. 10.3982/ECTA5971

By:

GONÇALVES, SÍLVIA;
MEDDAHI, NOUR

Publication type:

Article

AN EDGEWORTH TEST SIZE CORRECTION FOR THE LINEAR MODEL WITH AR(1) ERRORS.

Published in:

Econometrica, 1989, v. 57, n. 3, p. 661, doi. 10.2307/1911057

By:

Magee, Lonnie

Publication type:

Article

ON THE FORMULATION OF WALD TESTS OF NONLINEAR RESTRICTIONS.

Published in:

Econometrica, 1988, v. 56, n. 5, p. 1065, doi. 10.2307/1911359

By:

Phillips, P.C.B.;
Park, Joon Y.

Publication type:

Article

AN EDGEWORTH TEST SIZE CORRECTION FOR THE LINEAR MODEL WITH AR(1) ERRORS.

Published in:

Econometrica, 1983, v. 51, n. 3, p. 661

By:

Magee, Lonnie

Publication type:

Article

AN APPROXIMATION TO THE DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN AN AUTOREGRESSIVE MODEL WITH EXOGENOUS VARIABLES.

Published in:

Econometrica, 1983, v. 51, n. 1, p. 229, doi. 10.2307/1912258

By:

Maekawa, Koichi

Publication type:

Article

A GENERAL THEOREM IN THE THEORY OF ASYMPTOTIC EXPANSIONS AS APPROXIMATIONS TO THE FINITE SAMPLE DISTRIBUTIONS OF ECONOMETRIC ESTIMATORS.

Published in:

Econometrica, 1977, v. 45, n. 6, p. 1517, doi. 10.2307/1912315

By:

Phillips, P.C.B.

Publication type:

Article

APPROXIMATIONS TO SOME FINITE SAMPLE DISTRIBUTIONS ASSOCIATED WITH A FIRST-ORDER STOCHASTIC DIFFERENCE EQUATION.

Published in:

Econometrica, 1977, v. 45, n. 2, p. 463, doi. 10.2307/1911222

By:

Phillips, P. C. B.

Publication type:

Article