asymptotic distributions
Asymptotic Distributions of Coalescence Times and Ancestral Lineage Numbers for Populations with Temporally Varying Size
... The distributions of coalescence times and the number of ancestral lineages play an essential role in coalescent model- ing and population genetic ...exact distributions of ancestral lineage numbers and ...
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Asymptotic distributions of estimated cyclic autocorrelations of DSSS signals and the applications
... Asymptotic distributions of estimated cyclic autocorrelations (CA) of direct sequence spread spectrum (DSSS) signals are derived in this ...The asymptotic performances of detection and recognition ...
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Asymptotic distributions of the unit root tests when the process is nearly stationary
... Several test criteria are available for testing the hypothesis that the autoregressive polynomial of an autoregressive moving average process has a single unit root.. Schwert (1988), usi[r] ...
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Asymptotic Distributions of Estimators of Eigenvalues and Eigenfunctions in Functional Data
... their distributions is of interest in ...discuss asymptotic results for eigenvalues and eigenfunctions. The asymptotic results discussed here, can be used to a construct confidence interval for q j , ...
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Asymptotic distributions of Neumann problem for Sturm-Liouville equation
... the asymptotic expansion of the real eigenvalue was the subject of the Jorgen’s conjecture dating from 1964, a conjecture that was finally proved and extended in ...
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A survey of limit laws for bootstrapped sums
... conditional asymptotic distribution of the row sums of the resulting bootstrap triangular ...unconditional asymptotic distributions may be derived from those ...
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More Efficient Estimation for Logistic Regression with Optimal Subsamples
... derive asymptotic distributions to show that asymptotic variance-covariance matrices of the new estimators are smaller, in Loewner ordering, than that of the weighted estimator in Wang et ...
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A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model
... Lee (2001, 2002, 2003, 2004). It is widely recognized in the spatial econometrics literature that the OLS estimator ˆ ρ of ρ is in general inconsistent, see, for instance, Section 6.1.1 in Anselin (1988). Lee (2002) ...
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Online Full Text
... In this section, we give some Monte Carlo simulation results to compare the performance of the different methods under the different sample sizes and different parameter values. We mainly compare the performances of the ...
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On the asymptotic behavior of flood peak distributions
... the asymptotic distri- ...peak distributions may have a large variety of shapes depending on the dynamics of the rainfall-runoff process especially as far as the medium range return periods are ...discharge ...
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CAMPILLOGARCIA_unc_0153D_17862.pdf
... that asymptotic refine- ments, of size n −1/2 , can be achieved using a wild bootstrap, while the simulation exercise of Davidson and Flachaire (2008) demonstrates that the wild bootstrap outperforms asymp- totic ...
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Convergence of mixing times for sequences of random walks on finite graphs
... The mixing time results of the previous sections have many applications. To begin with a particularly simple one, consider G N to be a discrete d-dimensional box of side-length N , i.e. vertex set { 1, 2, . . . , N } d ...
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Climate and hydrological variability: the catchment filtering role
... probability distributions of peak flows in ungauged or poorly observed ...the asymptotic behaviour of flood peak distri- butions from rainfall statistical properties, highlighting the strong dependence of ...
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S asymptotic expansion of distributions
... duced the asymptotic expansion of tempered distributions as a useful mathematical tool in quantum field theory... His investigations and definitions were turned just.[r] ...
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Goodness-of-Fit Tests for Random Partitions via Symmetric Polynomials
... A common theme in the above numerical results is that the actual Type-1 errors are always larger than the nominal one. We will give an explanation of this phenomenon in Section 9. Roughly speaking, whenever the null ...
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Asymptotic hyperfunctions, tempered hyperfunctions, and asymptotic expansions
... It should be noted at this point that in the one-dimensional case, the sheaf theory for tempered and asymptotic hyperfunctions can be built upon relatively elementary complex-analytic methods, as in the case of ...
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On the Spectrum of Asymptotic Expansions for an Asymptotic Normal Sequence
... ing to their asymptotic orders. Step 1 is achieved by first replacing the exponent of the integrand in (1) with its Taylor series expansion, then isolating the quadratic term of the Taylor series and performing a ...
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Asymptotic Comparison of Parameters Estimates of Two-parameter Weibull Distribution
... the asymptotic covariance matrix of parameter estimation obtained by different estimation methods based on a transformation of the empirical quantiles of the two-parameters Weibull distribution, was ...
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Correlation of parameter estimators for models admitting multiple parametrizations
... the asymptotic ellipsoids to the correlation coefficient ...The asymptotic ellipsoids confirm what was seen with the correlation coefficients for the Richards curve and the spring ...the asymptotic ...
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Score test in robust M-procedure
... Any inference based on the M-procedure uses the original observed data values but treats the outliers to eliminate or minimize their impact on the inference using appropriate re-allocation of weights. As such, the ...
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