Academic literature on the topic 'Asymptotic distribution'

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Journal articles on the topic "Asymptotic distribution"

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Miyazawa, Masakiyo. "Martingale approach for tail asymptotic problems in the gener­alized Jackson network." Probability and Mathematical Statistics 37, no. 2 (2018): 395–430. http://dx.doi.org/10.19195/0208-4147.37.2.11.

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MARTINGALE APPROACH FOR TAIL ASYMPTOTIC PROBLEMS IN THE GENERALIZED JACKSON NETWORKWe study the tail asymptotic of the stationary joint queue length distribution for a generalized Jackson network GJN for short, assumingits stability. For the two-station case, this problem has recently been solved in the logarithmic sense for the marginal stationary distributions under the setting that arrival processes and service times are of phase-type. In this paper, we study similar tail asymptotic problems on the stationary distribution, but problems and assumptions are different. First, the asymptotics a
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WANG, Frank Xuyan. "Shape Factor Asymptotic Analysis I." Journal of Advanced Studies in Finance 11, no. 2 (2020): 108. http://dx.doi.org/10.14505//jasf.v11.2(22).05.

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We proposed using shape factor to distinguish probability distributions, and using relative minimum or maximum values of shape factor to locate distribution parameter allowable ranges for distribution fitting in our previous study. In this paper, the shape factor asymptotic analysis is employed to study such conditional minimum or maximum, to cross validate results found from numerical study and empirical formula we obtained and published earlier. The shape factor defined as kurtosis divided by skewness squared is characterized as the unique maximum choice of among all factors that is greater
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Cook, Nicholas John. "Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis." Meteorology 2, no. 3 (2023): 344–67. http://dx.doi.org/10.3390/meteorology2030021.

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The reliability of extreme wind speed predictions at large mean recurrence intervals (MRI) is assessed by bootstrapping samples from representative known distributions. The classical asymptotic generalized extreme value distribution (GEV) and the generalized Pareto (GPD) distribution are compared with a contemporary sub-asymptotic Gumbel distribution that accounts for incomplete convergence to the correct asymptote. The sub-asymptotic model is implemented through a modified Gringorten method for epoch maxima and through the XIMIS method for peak-over-threshold values. The mean bias error is sh
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KUMAR, C. SATHEESH, and G. V. ANILA. "Asymptotic curved normal distribution." Journal of Statistical Research 52, no. 2 (2019): 173–86. http://dx.doi.org/10.47302/2018520204.

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Here we introduce a new class of skew normal distribution as a generalization of the extended skew curved normal distribution of Kumar and Anusree (J. Statist. Res., 2017) and investigate some of its important statistical properties. The location-scale extension of the proposed class of distribution is also defined and discussed the estimation of its parameters by method of maximum likelihood. Further, a real life data set is considered for illustrating the usefulness of the model and a brief simulation study is attempted for assessing the performance of the estimators.
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Tanaka, Katsuto. "Asymptotic expansions for time series statistics." Journal of Applied Probability 23, A (1986): 211–27. http://dx.doi.org/10.2307/3214354.

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Asymptotic expansions for the distributions of estimators and test statistics are derived in connection with time series models. The expansions relate to marginal and joint distributions together with the percentiles of marginal distributions. We also consider transforming a statistic so that the transformed statistic has a distribution that coincides with its asymptotic distribution up to a higher order.
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Tanaka, Katsuto. "Asymptotic expansions for time series statistics." Journal of Applied Probability 23, A (1986): 211–27. http://dx.doi.org/10.1017/s0021900200117097.

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Asymptotic expansions for the distributions of estimators and test statistics are derived in connection with time series models. The expansions relate to marginal and joint distributions together with the percentiles of marginal distributions. We also consider transforming a statistic so that the transformed statistic has a distribution that coincides with its asymptotic distribution up to a higher order.
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Shimizu, Eiji, and Hiroshi Shiraishi. "An asymptotic distribution of compound Poisson distribution." Cogent Mathematics 3, no. 1 (2016): 1221614. http://dx.doi.org/10.1080/23311835.2016.1221614.

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Gleaton, James, Ping Sa, and Sami Hamid. "Asymptotic Properties of MLE's for Distributions Generated from an Exponential Distribution by a Generalized Log-Logistic Transformation." Journal of Probability and Statistical Science 20, no. 1 (2022): 204–27. http://dx.doi.org/10.37119/jpss2022.v20i1.543.

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ABSTRACT. A generalized log-logistic (GLL) family of lifetime distributions is one in which any pair of distributions are related through a GLL transformation, for some (non-negative) value of the transformation parameter k (the odds function of the second distribution is the k-th power of the odds function of the first distribution). We consider GLL families generated from an exponential distribution. It is shown that the Maximum Likelihood Estimators (MLE’s) for the parameters of the generated, or composite, distribution have the properties of strong consistency and asymptotic normality and
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Lyons, Russell. "Mixing and asymptotic distribution modulo 1." Ergodic Theory and Dynamical Systems 8, no. 4 (1988): 597–619. http://dx.doi.org/10.1017/s0143385700004715.

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AbstractIf μ is a probability measure which is invariant and ergodic with respect to the transformationx↦qxon the circle ℝ/ℤ, then according to the ergodic theorem, {qnx} has the asymptotic distribution μ for μ-a.e.x. On the other hand, Weyl showed that when μ is Lebesgue measure, λ, and {mj} is an arbitrary sequence of integers increasing strictly to ∞, the asymptotic distribution of {mjx} is λ for λ-a.e.x. Here, we investigate the asymptotic distributions of {mjx} μ-a.e. for fairly arbitrary {mj} under some strong mixing conditions on μ. The result is a kind of stable ergodicity: the distrib
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Moers, Michael. "Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model." International Journal of Stochastic Analysis 2012 (November 10, 2012): 1–23. http://dx.doi.org/10.1155/2012/268568.

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Consider an Ornstein-Uhlenbeck process driven by a fractional Brownian motion. It is an interesting problem to find criteria for whether the process is stable or has a unit root, given a finite sample of observations. Recently, various asymptotic distributions for estimators of the drift parameter have been developed. We illustrate through computer simulations and through a Stein's bound that these asymptotic distributions are inadequate approximations of the finite-sample distribution for moderate values of the drift and the sample size. We propose a new model to obtain asymptotic distributio
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Dissertations / Theses on the topic "Asymptotic distribution"

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Hofmann, Glenn, Erhard Cramer, N. Balakrishnan, and Gerd Kunert. "An Asymptotic Approach to Progressive Censoring." Universitätsbibliothek Chemnitz, 2002. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200201539.

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Progressive Type-II censoring was introduced by Cohen (1963) and has since been the topic of much research. The question stands whether it is sensible to use this sampling plan by design, instead of regular Type-II right censoring. We introduce an asymptotic progressive censoring model, and find optimal censoring schemes for location-scale families. Our optimality criterion is the determinant of the 2x2 covariance matrix of the asymptotic best linear unbiased estimators. We present an explicit expression for this criterion, and conditions for its boundedness. By means of numerical optimization
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Baligh, Mohammadhadi. "Analysis of the Asymptotic Performance of Turbo Codes." Thesis, University of Waterloo, 2006. http://hdl.handle.net/10012/883.

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Battail [1989] shows that an appropriate criterion for the design of long block codes is the closeness of the normalized weight distribution to a Gaussian distribution. A subsequent work shows that iterated product of single parity check codes satisfy this criterion [1994]. Motivated by these earlier works, in this thesis, we study the effect of the interleaver on the performance of turbo codes for large block lengths, $N\rightarrow\infty$. A parallel concatenated turbo code that consists of two or more component codes is considered. We demonstrate that for $N\rightarrow\infty$,
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Stewart, Michael. "Asymptotic methods for tests of homogeneity for finite mixture models." Connect to full text, 2002. http://hdl.handle.net/2123/855.

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Thesis (Ph. D.)--University of Sydney, 2002.<br>Title from title screen (viewed Apr. 28, 2008). Submitted in fulfilment of the requirements for the degree of Doctor of Philosophy to the School of Mathematics and Statistics, Faculty of Science. Includes bibliography. Also available in print form.
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Unger, William Ramsay. "Asymptotics of increasing trees." Thesis, The University of Sydney, 1993. https://hdl.handle.net/2123/26633.

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This thesis addresses the problem of finding the asymptotic average path length in species of increasing trees. A version of Joyal’s theory of species, L—species, is used to derive power series identities for simple increasing trees and give them bijective proofs. The main identity involved here is an autonomous, nonlinear, ordinary differential equation. Asymptotic results on the number and average path length of these species are derived by analysis of the singularities of these power series when they are treated as analytic functions. The result is a general method for finding the asymptotic
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Heimbürger, Axel. "Asymptotic Distribution of Two-Protected Nodes in m-ary Search Trees." Thesis, KTH, Matematik (Avd.), 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-151318.

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In this report, the number of two-protected nodes in m-ary search trees is studied i.e., nodes with distance at least two to any leaf in the tree. This is of interest since the protected nodes describe local properties close to the leaves of the m-ary search trees. This is done by using a generalised Pólya urn model and relating this urn model to how the tree evolves after each new key is inserted into the tree. It is proven that the number of two-protected nodes in m-ary search trees is asymptotically normally distributed when m = 4, 5, 6 which is the main result. This is in agreement with pr
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Mwawasi, Grace Makanda. "Approximations and asymptotic expansions for the distribution of quadratic and bilinear forms." Thesis, McGill University, 1992. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=56952.

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In this thesis, approximations and asymptotic expansions to the distribution of quadratic and bilinear forms in normal random variables are discussed.<br>Chi-square type approximations, normal approximations, the mixture approximation and the laplacian approximation to the exact distribution of positive definite and indefinite quadratic forms and bilinear forms are discussed. Several asymptotic results are also discussed.<br>Some numerical computations giving probabilities and percentage points and also some simulation for the distribution function of quadratic and bilinear forms are given to
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Breimesser, Sandra Verena. "Asymptotic value distribution for solutions of the Schrödinger equation and Herglotz functions". Thesis, University of Hull, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.272024.

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Bulger, Daniel. "The high energy asymptotic distribution of the eigenvalues of the scattering matrix." Thesis, King's College London (University of London), 2013. https://kclpure.kcl.ac.uk/portal/en/theses/the-high-energy-asymptotic-distribution-of-the-eigenvalues-of-the-scattering-matrix(541fc908-ff77-4f0f-b3ba-af1fe53e19dd).html.

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We determine the high energy asymptotic density of the eigenvalues of the scat- tering matrix associated with the operators H0 = −∆ and H = (i∇ + A)2 + V (x), where V : Rd → R is a smooth short-range real-valued electric potential and A = (A1, . . . , Ad) : Rd → Rd is a smooth short-range magnetic vector-potential. Two cases are considered. The first case is where the magnetic vector-potential is non-zero. The spectral density of the associated scattering matrix in this case is expressed as an integral solely in terms of the magnetic vector-potential A. The second case considered is where the
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Joyner, James Thomas. "ASYMPTOTIC ANALYSIS OF FRONTAL POLYMERIZATION IN A MEDIUM WITH PERIODIC MONOMER DISTRIBUTION." University of Akron / OhioLINK, 2006. http://rave.ohiolink.edu/etdc/view?acc_num=akron1153773428.

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Balabdaoui, Fadoua. "Nonparametric estimation of a k-monotone density : a new asymptotic distribution theory /." Thesis, Connect to this title online; UW restricted, 2004. http://hdl.handle.net/1773/8964.

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Books on the topic "Asymptotic distribution"

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Levendorskiĭ, Serge. Asymptotic distribution of eigenvalues of differential operators. Kluwer Academic Publishers, 1990.

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Denker, Manfred. Asymptotic Distribution Theory in Nonparametric Statistics. Vieweg+Teubner Verlag, 1985. http://dx.doi.org/10.1007/978-3-663-14229-4.

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N, Bhattacharya R. Asymptotic statistics. Birkhäuser Verlag, 1990.

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Levendorskiǐ, Serge. Asymptotic Distribution of Eigenvalues of Differential Operators. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1918-1.

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Palka, Zbigniew. Asymptotic properties of random graphs. Państwowe Wydawn. Nauk., 1988.

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Ibragimov, I. A., N. Balakrishnan, and Valery B. Nevzorov. Asymptotic methods in probability and statistics with applications. Springer Science+Business Media, 2001.

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Safarov, Yu. The asymptotic distribution of eigenvalues of partial differential operators. American Mathematical Society, 1997.

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Small, Christopher G. Expansions and asymptotics for statistics. Chapman & Hall/CRC, 2010.

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Fraser, D. A. S. Ancillaries and third order significance. University of Toronto, Department of Statistics, 1993.

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Fujikoshi, Yasunori. Asymptotic expansions for the joint distribution of correlated hotelling's T2 statistics under normality. University of Toronto, Dept. of Statistics, 1998.

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Book chapters on the topic "Asymptotic distribution"

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Pflug, Georg Ch. "On an Argmax-Distribution Connected to the Poisson Process." In Asymptotic Statistics. Physica-Verlag HD, 1994. http://dx.doi.org/10.1007/978-3-642-57984-4_9.

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Ferguson, Thomas S. "Asymptotic Distribution of Sample Quantiles." In A Course in Large Sample Theory. Springer US, 1996. http://dx.doi.org/10.1007/978-1-4899-4549-5_13.

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Ivanov, Alexander V. "Approximation by a Normal Distribution." In Asymptotic Theory of Nonlinear Regression. Springer Netherlands, 1997. http://dx.doi.org/10.1007/978-94-015-8877-5_3.

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Rio, Emmanuel. "Empirical Distribution Functions." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_7.

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Denker, Manfred. "U-statistics." In Asymptotic Distribution Theory in Nonparametric Statistics. Vieweg+Teubner Verlag, 1985. http://dx.doi.org/10.1007/978-3-663-14229-4_1.

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Denker, Manfred. "Differentiable statistical functionals." In Asymptotic Distribution Theory in Nonparametric Statistics. Vieweg+Teubner Verlag, 1985. http://dx.doi.org/10.1007/978-3-663-14229-4_2.

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Denker, Manfred. "Statistics based on ranking methods." In Asymptotic Distribution Theory in Nonparametric Statistics. Vieweg+Teubner Verlag, 1985. http://dx.doi.org/10.1007/978-3-663-14229-4_3.

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Denker, Manfred. "Contiguity and efficiency." In Asymptotic Distribution Theory in Nonparametric Statistics. Vieweg+Teubner Verlag, 1985. http://dx.doi.org/10.1007/978-3-663-14229-4_4.

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Parring, Anne-Mai. "The Asymptotic Distribution of Regression Parameters." In Contributions to Statistics. Physica-Verlag HD, 1995. http://dx.doi.org/10.1007/978-3-662-12516-8_22.

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Móri, Tamás F. "Asymptotic Joint Distribution of Cover Times." In Runs and Patterns in Probability. Springer US, 1994. http://dx.doi.org/10.1007/978-1-4613-3635-8_20.

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Conference papers on the topic "Asymptotic distribution"

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Wang, Heng, Ting Ye, Yan Pan, et al. "High-performance multi-carrier continuous-variable quantum key distribution." In Optical Fiber Communication Conference. Optica Publishing Group, 2025. https://doi.org/10.1364/ofc.2025.w1j.4.

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We experimentally demonstrate a high-performance multi-carrier CV-QKD system with asymptotic SKRs of 1819.32Mbps@5km, 1078.48Mbps@10km, 374.19Mbps@25km, 112.96Mbps@50km, 34.63Mbps@75km and 12.58Mbps@100km, marking the first CV-QKD achieving Gbps SKR within 10km and ten Mbps SKR over 100km.
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Bian, Yiming, Lu Fan, Xuesong Xu, et al. "40-km Mbps Discrete-Modulated Continuous Variable Quantum Key Distribution With Constellation Shaping Pre-Optimization." In Optical Fiber Communication Conference. Optica Publishing Group, 2025. https://doi.org/10.1364/ofc.2025.w4i.6.

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We report a 256-QAM continuous variable quantum key distribution with a source quality evaluation allowing constellation shaping pre-optimization. This method maximizes system performance, achieving an asymptotic/finite-size key rate of 9.40/2.01 Mbps over 40 km distance.
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Webb, Jonathan, Joseph Ho, Federico Grasselli, et al. "Experimental anonymous quantum conferencing." In Quantum 2.0. Optica Publishing Group, 2024. http://dx.doi.org/10.1364/quantum.2024.qth2b.2.

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Using a six-photon maximally entangled state, we demonstrate anonymous key distribution protocols showing a substantial reduction in network resources when multi-partite entanglement is available over solely bi-partite entanglement, considered in the asymptotic- and finite-key regime.
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Zhao Chenhao, Song Xiangdong, and Zhang Huijuan. "An asymptotic distribution of a specific beta distribution." In International Conference on Automatic Control and Artificial Intelligence (ACAI 2012). Institution of Engineering and Technology, 2012. http://dx.doi.org/10.1049/cp.2012.0998.

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Chen, Xinjia. "Asymptotic distribution theory for stochastic control." In Unmanned Systems Technology XXVI, edited by Paul L. Muench, Hoa G. Nguyen, and Robert Diltz. SPIE, 2024. http://dx.doi.org/10.1117/12.3013235.

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BICKIS, MIKELIS G. "THE ASYMPTOTIC DISTRIBUTION OF SPACINGS OF ORDER STATISTICS." In Proceedings of Statistics 2001 Canada: The 4th Conference in Applied Statistics. PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO., 2002. http://dx.doi.org/10.1142/9781860949531_0004.

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Delmas, Jean-Pierre, Abdelkader Oukaci, and Pascal Chevalier. "Asymptotic distribution of GLR for impropriety of complex signals." In 2010 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, 2010. http://dx.doi.org/10.1109/icassp.2010.5495920.

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Oudin, M., and J. P. Delmas. "Asymptotic generalized eigenvalue distribution of Toeplitz block Toeplitz matrices." In ICASSP 2008 - 2008 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, 2008. http://dx.doi.org/10.1109/icassp.2008.4518358.

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Rathi, V. "On the asymptotic weight distribution of regular LDPC ensembles." In Proceedings. International Symposium on Information Theory, 2005. ISIT 2005. IEEE, 2005. http://dx.doi.org/10.1109/isit.2005.1523729.

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Clausen, A., and D. Cochran. "Asymptotic non-null distribution of the generalized coherence estimate." In 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258). IEEE, 1999. http://dx.doi.org/10.1109/icassp.1999.756187.

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Reports on the topic "Asymptotic distribution"

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Simpson, Douglas G., Raymond J. Carroll, and David Ruppert. M-Estimation for Discrete Data. Asymptotic Distribution Theory and Implications. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada162779.

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Simpson, Douglas G., Raymond J. Carroll, and David Ruppert. M-Estimation for Discrete Data: Asymptotic Distribution Theory and Implications. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada168532.

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Gupta, Shanti S., and Friedrich Liese. Asymptotic Distribution of the Random Regret Risk for Selecting Exponential Populations. Defense Technical Information Center, 1998. http://dx.doi.org/10.21236/ada358189.

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Babu, C. J., and C. R. Rao. Joint Asymptotic Distribution of Marginal Quantiles and Quantile Functions in Samples from a Multivariate Population. Defense Technical Information Center, 1987. http://dx.doi.org/10.21236/ada193385.

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Amengual, Dante, Xinyue Bei, Marine Carrasco, and Enrique Sentana. Score-type tests for normal mixtures. CIRANO, 2023. http://dx.doi.org/10.54932/uxsg1990.

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Testing normality against discrete normal mixtures is complex because some parameters turn increasingly underidentified along alternative ways of approaching the null, others are inequality constrained, and several higher-order derivatives become identically 0. These problems make the maximum of the alternative model log-likelihood function numerically unreliable. We propose score-type tests asymptotically equivalent to the likelihood ratio as the largest of two simple intuitive statistics that only require estimation under the null. One novelty of our approach is that we treat symmetrically b
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Fang, C., and P. R. Krishnaiah. On Asymptotic Distribution of the Test Statistic for the Mean of the Non-Isotropic Principal Component. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada158255.

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Chernoff, Herman, and Eric Lander. Asymptotic Distribution of the Likelihood Ratio Test That a Mixture of Two Binomials is a Single Binomial. Defense Technical Information Center, 1991. http://dx.doi.org/10.21236/ada236714.

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Magdalinos, Tassos, and Katerina Petrova. Uniform Inference with General Autoregressive Processes. Federal Reserve Bank of New York, 2025. https://doi.org/10.59576/sr.1151.

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A unified theory of estimation and inference is developed for an autoregressive process with root in (-∞, ∞) that includes the stationary, local-to-unity, explosive and all intermediate regions. The discontinuity of the limit distribution of the t-statistic outside the stationary region and its dependence on the distribution of the innovations in the explosive regions (-∞, -1) ∪ (1, ∞) are addressed simultaneously. A novel estimation procedure, based on a data-driven combination of a near-stationary and a mildly explosive artificially constructed instrument, delivers mixed-Gaussian limit theor
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Bouezmarni, Taoufik, Mohamed Doukali, and Abderrahim Taamouti. Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO, 2022. http://dx.doi.org/10.54932/mtkj3339.

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COVID-19 has created an unprecedented global health crisis that caused millions of infections and deaths worldwide. Many, however, argue that pre-existing social inequalities have led to inequalities in infection and death rates across social classes, with the most-deprived classes are worst hit. In this paper, we derive semi/non-parametric estimators of Health Concentration Curve (HC) that can quantify inequalities in COVID-19 infections and deaths and help identify the social classes that are most at risk of infection and dying from the virus. We express HC in terms of copula function that w
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Kott, Phillip S. Better Coverage Intervals for Estimators from a Complex Sample Survey. RTI Press, 2020. http://dx.doi.org/10.3768/rtipress.2020.mr.0041.2002.

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Coverage intervals for a parameter estimate computed using complex survey data are often constructed by assuming the parameter estimate has an asymptotically normal distribution and the measure of the estimator’s variance is roughly chi-squared. The size of the sample and the nature of the parameter being estimated render this conventional “Wald” methodology dubious in many applications. I developed a revised method of coverage-interval construction that “speeds up the asymptotics” by incorporating an estimated measure of skewness. I discuss how skewness-adjusted intervals can be computed for
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