Local asymptotic normality and efficient estimation for multivariate GINAR(p) models
نویسندگان
چکیده
منابع مشابه
Local Asymptotic Normality of Ranks and Covariates in Transformation Models
In this paper we exhibit an important but rather complicated example to which the Le Cam-Yang methods may, after some work, be applied. Semiparametric transformation models arise quite naturally in survival analysis. Specifically, let (Z1, T1), (Z2, T2), . . . , (Zn, Tn) be independent and identically distributed with Z, a vector of covariates, having distribution H, and T real. We suppose ther...
متن کاملOn Using Asymptotic Critical Values in Testing for Multivariate Normality
Many multivariate statistical methods call upon the assumption of multivariate normality. However, many researchers fail to test this assumption. This omission could be due either to ignorance of the existence of tests of multivariate normality or confusion about which test to use. Although at least 50 tests of multivariate normality exist, relatively little is known about the power of these pr...
متن کاملAsymptotic Normality in Density Support Estimation
Estimation Gérard BIAU a,∗, Benôıt CADRE b, David M. MASON c and Bruno PELLETIER d a LSTA & LPMA Université Pierre et Marie Curie – Paris VI Bôıte 158, 175 rue du Chevaleret 75013 Paris, France [email protected] b IRMAR, ENS Cachan Bretagne, CNRS, UEB Campus de Ker Lann Avenue Robert Schuman 35170 Bruz, France [email protected] c University of Delaware Food and Resource Econ...
متن کاملAsymptotic Normality in Generalized Linear Mixed Models
Title of dissertation: ASYMPTOTIC NORMALITY IN GENERALIZED LINEAR MIXED MODELS Min Min Doctor of Philosophy, 2007 Dissertation directed by: Professor Paul J. Smith Statistics Program Department of Mathematics Generalized Linear Mixed Models (GLMMs) extend the framework of Generalized Linear Models (GLMs) by including random effects into the linear predictor. This will achieve two main goals of ...
متن کاملLocal Asymptotic Normality Property for Lacunar Wavelet Series Multifractal Model
We consider a lacunar wavelet series function observed with an additive Brownian motion. Such functions are statistically characterized by two parameters. The first parameter governs the lacunarity of the wavelet coefficients while the second one governs its intensity. In this paper, we establish the local and asymptotic normality (LAN) of the model, with respect to this couple of parameters. T...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Cogent Mathematics & Statistics
سال: 2019
ISSN: 2574-2558
DOI: 10.1080/25742558.2019.1695437