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Asymptotic normality of a Sobol index estimator in Gaussian process regression framework
Sensitivity analysis Gaussian process regression asymptotic normality stochas-tic simulators Sobol index
2013/6/14
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims t...
A Semiparametric Estimator for Long-Range Dependent Multivariate Processes
Multivariate processes Long-range dependence Semiparametric estimation VARFIMA processes Asymptotic theory
2013/6/14
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generali...
Moderate deviations for a nonparametric estimator of sample coverage
Sample coverage moderate deviations Good’s estimator
2013/6/14
In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are es...
