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New multivariate central limit theorems in linear structural and functional error-in-variables models
explanatory variables domain of attraction of the normal law multivariate Student statistic positive definite matrix
2009/9/16
This paper deals simultaneously with linear structural and functional error-in-variables models (SEIVM and FEIVM), revisiting in this context generalized and modified least squares estimators of the s...
Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
central limit theorem domain of attraction of the normal law large-sample approximate confidence interval self-normalization Studentization
2009/9/16
Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (C...
Case-deletion importance sampling estimators: Central limit theorems and related results
Infinite Variance Influence Leverage Marginal Residual Sum of Squares Markov Chain Monte Carlo Model Averaging Moment Index Tail Behavior
2009/9/16
Case-deleted analysis is a popular method for evaluating the influence of a subset of cases on inference. The use of Monte Carlo estimation strategies in complicated Bayesian settings leads naturally ...
Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence
complete and incomplete samples limiting distribution maximum stationary Gaussian sequence
2009/9/16
Let ${X_k, kgeqslant 1}$ be a stationary Gaussian sequence with partial maximum $M_n=max{X_{k},1leqslant kleqslant n}$ and sample mean $overline{X}_n=sum_{k=1}^{n}X_{k}/n$. Suppose that some of the ra...