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On Asymptotic Growth of the Support of Free Multiplicative Convolutions
Asymptotic Growth Free Multiplicative Convolutions probability measure natural logarithms
2009/3/20
Let μ be a compactly supported probability measure on the positive half-line with expectation 1 and variance V. Let μn denote the n-time free multiplicative convolution of μ with itself. Then, for lar...
ASYMPTOTIC PROPERTIES OF AALEN-JOHANSEN INTEGRALS FOR COMPETING RISKS DATA
Aalen-Johansen estimator cumulative incidence function Kaplan-Meier integral
2009/3/10
This paper considers the competing risks problem with randomly right-censored data. Let F(j)(t) be the cause-specific cumulative incidence function of a cause j, which is the probability of death due ...
Asymptotic Expansion Under Degeneracy
asymptotic expansion diffusion functional M-estimator mixing process
2009/3/10
We will consider a stochastic expansion described by random variables whose covariance matrix is asymptotically degenerate. Though the conventional approach with Bhattacharya-Ghosh's transform require...
Asymptotic Confidence Intervals Based on M-procedures in One- and Two-sample Models
asymptotics confidence region M-estimators robustness
2009/3/9
Asymptotic confidence intervals of location parameters are proposed in one- and two-sample models. These are robust procedures based on scale-invariant M-statistics. The one-sample procedures have the...
Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
Hiroshima University
2009/3/9
This paper is concerned with Dempster trace criterion for multivariate linear hypothesis which was proposed for high dimensional situation. First we derive asymptotic null and nonnull distributions of...
Monte Carlo Simulation with Asymptotic Method
asymptotic method average options derivatives finance Malliavin calculus Monte Carlo simulation optimal portfolio
2009/3/9
We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis particularly for finance. We not only provide gene...
Asymptotic Representation of Ratio Statistics and Their Mean Squared Errors
asymptotic mean squared error asymptotic U-statistics bias correction coefficient of variation correlation coefficient H-decomposition
2009/3/9
Some statistics in common use take a form of a ratio of two statistics such as sample correlation coefficient, Pearson’s coefficient of variation and so on. In this paper, obtaining an asymptotic repr...
Asymptotic equivalence of spectral density estimation and gaussian white noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence
2010/3/18
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary
Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence,
in the sense of Le Cam...
Asymptotic Expansion for Stochastic Processes：an Overview and Examples
Asymptotic expansions ε-Markov process Malliavin calculus
2009/3/5
The asymptotic expansion method for ε-Markov processes with a mixing property is briefly reviewed. It is illustrated by a point process marked by a diffusion process. As a typical application, the exp...
Asymptotic inference for semiparametric association models
Log-bilinear association generalized linear model projection logistic regression multivariate linear regression odds ratio
2010/3/18
Association models for a pair of random elements X and Y (e.g.,
vectors) are considered which specify the odds ratio function up to an
unknown parameter . These models are shown to be semiparametri...
ASYMPTOTIC BEHAVIOUR OF REGULAR ESTIMATORS
Extreme values domain of attraction excesses generalized Pareto distribution maximum likelihood estimators
2009/2/26
The P.O.T. (Peaks-Over-Threshold) approach consists of using the generalized Pareto
distribution (GPD) to approximate the distribution of excesses over thresholds.
We use the maximum likelihood esti...
Asymptotic study of canonical correlation analysis：from matrix and analytic approach to operator and tensor approach
multivariate analysis canonical correlation analysis asymptotic study operator coordinatefree distribution-free
2009/2/23
Asymptotic study of canonical correlation analysis gives the opportunity to present the different steps of an asymptotic study and to show the interest of an operator and tensor approach of multidimen...
Asymptotic normality of the integrated square error of a density estimator in the convolution model
convolution density estimation nonparametric density estimation central limit theorem integrated squared error noisy observations
2009/2/23
In this paper we consider a kernel estimator of a density in a convolution model and give a central limit theorem for its integrated square error (ISE). The kernel estimator is rather classical in min...
Functional asymptotic confidence intervals for a common mean of independent random variables
Lindeberg’s condition symmetric random variable Student statistic Student process Wiener process
2010/3/17
We consider independent random variables (r.v.’s) with a common
mean μ that either satisfy Lindeberg’s condition, or are symmetric
around μ. Present forms of existing functional central limit theore...
The Asymptotic Efficiency of Improved Prediction Intervals
Asymptotic efficiency estimative prediction limit improvedprediction limit
2010/3/17
Barndorff-Nielsen and Cox (1994, p.319) modify an estimative
prediction limit to obtain an improved prediction limit with better coverage properties.
Kabaila and Syuhada (2008) present a simulation-...