1) La descarga del recurso depende de la página de origen
2) Para poder descargar el recurso, es necesario ser usuario registrado en Universia


Opción 1: Descargar recurso

Detalles del recurso

Descripción

For a locally smooth statistical model, we investigate kernel U-quantiles estimators. Under suitable assumptions, we establish a strong Bahadur representation theorem, an invariance principle, and the asymptotic normality for randomly indexed sequences of observations.

Pertenece a

Project Euclid (Hosted at Cornell University Library)  

Autor(es)

Ralescu, Stefan - 

Id.: 55207167

Idioma: inglés  - 

Versión: 1.0

Estado: Final

Tipo:  application/pdf - 

Palabras claveBahadur representation - 

Tipo de recurso: Text  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

: Copyright 2012 Institute of Mathematical Statistics

Formatos:  application/pdf - 

Requerimientos técnicos:  Browser: Any - 

Relación: [References] 1935-7524

Fecha de contribución: 26-ene-2013

Contacto:

Localización:
* Electron. J. Statist. 6 (2012), 664-671
* doi:10.1214/12-EJS687

Otros recursos del mismo autor(es)

  1. Weak convergence of sequences of first passage processes and applications Suppose {Xn}n[greater-or-equal, slanted]1 are stochastic processes all of whose paths are nonnegativ...
  2. A remainder estimate for the normal approximation of perturbed sample quantiles For a smooth statistical model, the rate of convergence in distribution of the kernel-smoothed quant...
  3. On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean Let Fn(x) be the empirical distribution function based on n independent random variables X1,...,Xn f...
  4. Central limit theorem for perturbed empirical distribution functions evaluated at a random point Let be an estimator obtained by integrating a kernel type density estimator based on a random sample...
  5. Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables This paper concerns an asymptotic expansion for the distribution of the sum of independent zero-one ...

Otros recursos de la misma colección

  1. Linear scoring rules for probabilistic binary classification Probabilistic binary classification typically calls for a vector of marginal probabilities where eac...
  2. Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation In this paper, we extend the correspondence between Bayes’ estimation and optimal interpolation in a...
  3. On estimation of the diagonal elements of a sparse precision matrix In this paper, we present several estimators of the diagonal elements of the inverse of the covarian...
  4. Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox A new method of hypothesis testing is proposed ensuring that as the sample size grows, the probabili...
  5. Matrix completion via max-norm constrained optimization Matrix completion has been well studied under the uniform sampling model and the trace-norm regulari...

Aviso de cookies: Usamos cookies propias y de terceros para mejorar nuestros servicios, para análisis estadístico y para mostrarle publicidad. Si continua navegando consideramos que acepta su uso en los términos establecidos en la Política de cookies.