ASYMPTOTIC COMPARISONS OF U-STATISTICS, V-STATISTICS AND LIMITS OF BAYES ESTIMATES BY DEFICIENCIES
نویسندگان
چکیده
منابع مشابه
asymptotic property of order statistics and sample quntile
چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
15 صفحه اولAsymptotic Normality of U -Quantile-Statistics
In 1948, W. Hoeffding introduced a large class of unbiased estimators called U -statistics, defined as the average value of a real-valued m-variate function h calculated at all possible sets of m points from a random sample. In the present paper, we investigate the corresponding robust analogue which we call U -quantile-statistics. We are concerned with the asymptotic behavior of the sample p-q...
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We devise a general result on the consistency of model-based bootstrap methods for U and V -statistics under easily verifiable conditions. For that purpose we derive the limit distribution of degree-2 degenerate U and V -statistics for weakly dependent Rd-valued random variables first. To this end, only some moment conditions and smoothness assumptions concerning the kernel are required. Based ...
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Using Stein’s method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence of multiple Wiener-Itô stochastic integrals with respect to a compensated Poisson measure converges to a Gamma distribution. As an illustration, we present a...
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Independent random variables $Y_{1},ldots ,Y_{n}$ belongs to the proportional reversed hazard rate (PRHR) model with proportionality parameters $lambda_1,...,lambda_n$, if $Y_{k}sim G^{lambda _{k}}(x)$, for $k=1,...,n$, where $G$ is an absolutely continuous distribution function. In this paper we compare the smallest order statistics, the sample ranges and th...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2001
ISSN: 1882-2754,1348-6365
DOI: 10.14490/jjss1995.31.85