نتایج جستجو برای: asymptotic normality
تعداد نتایج: 72366 فیلتر نتایج به سال:
This paper considers a class of semiparametric models being the sum of a nonparametric trend function g and a FARIMA-GARCH error process. Estimation of g( ), the th derivative of g, by local polynomial tting is investigated. The focus is on the derivation of the asymptotic normality of ĝ( ). At rst a central limit theorem based on martingale theory is developed and asymptotic normality of the s...
We prove asymptotic normality of the distributions defined by q-supernomials, which implies asymptotic normality of the distributions given by the central string functions and the basic specialization of fusion modules of the current algebra of sl2. The limit is taken over linearly scaled fusion powers of a fixed collection of irreducible representations. This includes as special instances all ...
A stronger and general sufficient condition for the asymptotic normality of MIMO channel eigenvalues and its capacity is given. Physical interpretation of this condition is discussed. Simple alternative conditions, which do not require eigenvalue decomposition, are proposed. It is demonstrated that some popular correlation matrix models satisfy these conditions. In many cases, the convergence t...
The goal of this paper is to provide estimators of the tail index and extreme quantiles of a heavy-tailed random variable when it is righttruncated. The weak consistency and asymptotic normality of the estimators are established. The finite sample performance of our estimators is illustrated on a simulation study and we showcase our estimators on a real set of failure data. keywords: Asymptotic...
Second order regular variation is a reenement of the concept of regular variation which is useful for studying rates of convergence in extreme value theory and asymptotic normality of tail estimators. For a distribution tail 1 ? F which possesses second order regular variation, we discuss how this property is inherited by 1 ? F 2 and 1 ? F 2. We also discuss the relationship of central limit be...
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