Asymptotic distribution

Results: 95



#Item
11Statistics / Statistical theory / Estimation theory / Independence / Multivariate statistics / Covariance and correlation / Normal distribution / Estimator / Efficiency / Variance / Correlation and dependence / Elliptical distribution

Definitions of dependence measures and basic properties Asymptotic variance of the tau-estimators for copulas Asymptotic variance for elliptical distributions Modelling and Estimation of Stochastic Dependence

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Source URL: fam.tuwien.ac.at

Language: English - Date: 2010-09-11 12:00:30
12Statistical theory / Estimation theory / Covariance and correlation / Normal distribution / Estimator / Efficiency / Variance / Correlation and dependence / Bias of an estimator / Asymptotic distribution

Definitions of dependence measures and basic properties Asymptotic variance of the tau-estimators for copulas Asymptotic variance for elliptical distributions On the Asymptotic Variance of the Estimator of Kendall’s Ta

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Source URL: fam.tuwien.ac.at

Language: English
13Actuarial science / Independence / Multivariate statistics / Statistics / Probability / Financial risk / Copula / Risk / Probability distribution

Dependence Uncertainty Admissible Distributions and Mixability Asymptotic Problem Challenges Admissible Distributions of Risk Aggregation Ruodu Wang () Department of Statistics and Actuarial Science

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2014-05-13 01:38:29
14Measure theory / Support

Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables Ruodu Wang∗ November 26, 2013 Abstract

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2013-12-07 17:13:32
15Mathematical analysis / Statistics / Probability / Probability distributions / Distribution / Expected value / Variance / Uniform distribution / Relationships among probability distributions / Central limit theorem

Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates Giovanni Puccettia , Bin Wangb , Ruodu Wangc,∗ a School of Economics and Management, University of Firenze, 50127 Firenze, Italy. Te

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2013-10-24 07:26:09
16Statistics / Estimation theory / Nonparametric statistics / Statistical theory / Estimator / Density estimation / L-estimator / Asymptotic theory / Heavy-tailed distribution

Ann Inst Stat Math:301–327 DOIs10463Kernel estimators of mode under ψ-weak dependence Eunju Hwang · Dong Wan Shin

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Source URL: www.ism.ac.jp

Language: English - Date: 2016-03-28 21:34:01
17

Speaker: Andrew Sutherland Title: Sato-Tate distributions Abstract: The Sato-Tate conjecture predicts the asymptotic distribution of normalized Frobenius traces of the reductions modulo primes p of a fixed elliptic curve

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Source URL: www.math.columbia.edu

Language: English - Date: 2016-01-10 16:26:33
    18Statistics / Frequency domain analysis / Estimator / Spectral density estimation / Mathematical analysis / Probability / Variance / Probability distributions

    Introduction to Time Series Analysis. LectureReview: The periodogram, the smoothed periodogram. 2. Other smoothed spectral estimators. 3. Consistency. 4. Asymptotic distribution.

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    Source URL: www.stat.berkeley.edu

    Language: English - Date: 2010-11-19 17:38:49
    19Statistics / Statistical theory / Estimation theory / Mathematical analysis / Statistical inference / Consistent estimator / Asymptotic distribution / Estimator / Delta method / Bayes estimator / Law of large numbers / Bias of an estimator

    RecapAsymptotic Normality ..............

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    Source URL: genome.sph.umich.edu

    Language: English - Date: 2013-03-18 01:06:55
    20Statistical theory / Estimation theory / Statistical inference / Psychometrics / Econometrics / Consistent estimator / Estimator / Delta method / Normal distribution / Asymptotic distribution / Statistics / Statistical hypothesis testing

    RecapHypothesis Testing ...........................

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    Source URL: genome.sph.umich.edu

    Language: English - Date: 2013-04-10 14:37:49
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