Log in

Relevant bibliographies by topics / Asymptotic estimate

Contents

Journal articles
Dissertations / Theses
Books
Book chapters
Conference papers
Reports

Academic literature on the topic 'Asymptotic estimate'

Author: Grafiati

Published: 28 May 2022

Last updated: 22 June 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Asymptotic estimate.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Asymptotic estimate"

1

Hahn, Jinyong, Zhipeng Liao, and Geert Ridder. "NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE." Econometric Theory 34, no. 6 (2018): 1281–324. http://dx.doi.org/10.1017/s0266466618000014.

Full text

Abstract:

This article studies two-step sieve M estimation of general semi/nonparametric models, where the second step involves sieve estimation of unknown functions that may use the nonparametric estimates from the first step as inputs, and the parameters of interest are functionals of unknown functions estimated in both steps. We establish the asymptotic normality of the plug-in two-step sieve M estimate of a functional that could be root-n estimable. The asymptotic variance may not have a closed form expression, but can be approximated by a sieve variance that characterizes the effect of the first-step estimation on the second-step estimates. We provide a simple consistent estimate of the sieve variance, thereby facilitating Wald type inferences based on the Gaussian approximation. The finite sample performance of the two-step estimator and the proposed inference procedure are investigated in a simulation study.

APA, Harvard, Vancouver, ISO, and other styles

2

Rekab, Kamel. "An asymptotic optimal design." Journal of Applied Mathematics and Stochastic Analysis 4, no. 4 (1991): 357–61. http://dx.doi.org/10.1155/s1048953391000266.

Full text

Abstract:

The problem of designing an experiment to estimate the product of the means of two normal populations is considered. A Bayesian approach is adopted in which the product of the means is estimated by its posterior mean. A fully sequential design is proposed and shown to be asymptotically optimal.

APA, Harvard, Vancouver, ISO, and other styles

3

Lane, Adam, and Nancy Flournoy. "Two-Stage Adaptive Optimal Design with Fixed First-Stage Sample Size." Journal of Probability and Statistics 2012 (2012): 1–15. http://dx.doi.org/10.1155/2012/436239.

Full text

Abstract:

In adaptive optimal procedures, the design at each stage is an estimate of the optimal design based on all previous data. Asymptotics for regular models with fixed number of stages are straightforward if one assumes the sample size of each stage goes to infinity with the overall sample size. However, it is not uncommon for a small pilot study of fixed size to be followed by a much larger experiment. We study the large sample behavior of such studies. For simplicity, we assume a nonlinear regression model with normal errors. We show that the distribution of the maximum likelihood estimates converges to a scale mixture family of normal random variables. Then, for a one parameter exponential mean function we derive the asymptotic distribution of the maximum likelihood estimate explicitly and present a simulation to compare the characteristics of this asymptotic distribution with some commonly used alternatives.

APA, Harvard, Vancouver, ISO, and other styles

4

Nefedov, Nikolay. "The existence and asymptotic stability of periodic solutions with an interior layer of Burgers type equations with modular advection." Mathematical Modelling of Natural Phenomena 14, no. 4 (2019): 401. http://dx.doi.org/10.1051/mmnp/2019009.

Full text

Abstract:

We consider a new class of singularly perturbed parabolic periodic boundary value problems for reaction-advection-diffusion equations: Burgers type equations with modular advection. We construct the interior layer type formal asymptotics and propose a modified procedure to get asymptotic lower and upper solutions. By using sufficiently precise lower and upper solutions, we prove the existence of a periodic solution with an interior layer and estimate the accuracy of its asymptotics. The asymptotic stability of this solution is also established.

APA, Harvard, Vancouver, ISO, and other styles

5

Gerhold, Stefan, Friedrich Hubalek, and Živorad Tomovski. "Asymptotics of some generalized Mathieu series." MATHEMATICA SCANDINAVICA 126, no. 3 (2020): 424–50. http://dx.doi.org/10.7146/math.scand.a-121106.

Full text

Abstract:

We establish asymptotic estimates of Mathieu-type series defined by sequences with power-logarithmic or factorial behavior. By taking the Mellin transform, the problem is mapped to the singular behavior of certain Dirichlet series, which is then translated into asymptotics for the original series. In the case of power-logarithmic sequences, we obtain precise first order asymptotics. For factorial sequences, a natural boundary of the Mellin transform makes the problem more challenging, but a direct elementary estimate gives reasonably precise asymptotics. As a byproduct, we prove an expansion of the functional inverse of the gamma function at infinity.

APA, Harvard, Vancouver, ISO, and other styles

6

Ha, Seung-Yeal, and Xiongtao Zhang. "Uniform-in-time transition from discrete dynamics to continuous dynamics in the Cucker–Smale flocking." Mathematical Models and Methods in Applied Sciences 28, no. 09 (2018): 1699–735. http://dx.doi.org/10.1142/s0218202518400031.

Full text

Abstract:

We study a uniform-in-time convergence from the discrete-time (in short, discrete) Cucker–Smale (CS) model to the continuous-time CS model, which is valid for the whole time interval, as time-step tends to zero. Classical theory yields the convergence results which are valid only in any finite-time interval. Our uniform convergence estimate relies on two quantitative estimates “asymptotic flocking estimate” and “uniform[Formula: see text]-stability estimate with respect to initial data”. In the previous literature, most studies on the CS flocking have been devoted to the continuous-time model with general communication weights, whereas flocking estimates have been done for the discrete-time model with special network topologies such as the complete network with algebraically decaying communication weights and rooted leaderships. For the discrete CS model with a regular and algebraically decaying communication weight, asymptotic flocking estimate has been extensively studied in the previous literature. In contrast, for a general decaying communication weight, corresponding flocking dynamics has not been addressed in the literature due to the difficulty of extending the Lyapunov functional approach to the discrete model. In this paper, we present asymptotic flocking estimate for the discrete model using the Lyapunov functional approach. Moreover, we present a uniform [Formula: see text]-stability estimate of the solution for the discrete CS model with respect to initial data. We combine asymptotic flocking estimate and uniform stability to derive a uniform-in-time convergence from the discrete CS model to the continuous CS model, as time-step tends to zero.

APA, Harvard, Vancouver, ISO, and other styles

7

Chowdhury, Indranil, and Prosenjit Roy. "On the asymptotic analysis of problems involving fractional Laplacian in cylindrical domains tending to infinity." Communications in Contemporary Mathematics 19, no. 05 (2016): 1650035. http://dx.doi.org/10.1142/s0219199716500358.

Full text

Abstract:

The paper is an attempt to investigate the issues of asymptotic analysis for problems involving fractional Laplacian where the domains tend to become unbounded in one-direction. Motivated from the pioneering work on second-order elliptic problems by Chipot and Rougirel in [On the asymptotic behaviour of the solution of elliptic problems in cylindrical domains becoming unbounded, Commun. Contemp. Math. 4(1) (2002) 15–44], where the force functions are considered on the cross-section of domains, we prove the non-local counterpart of their result.Recently in [Asymptotic behavior of elliptic nonlocal equations set in cylinders, Asymptot. Anal. 89(1–2) (2014) 21–35] Yeressian established a weighted estimate for solutions of non-local Dirichlet problems which exhibit the asymptotic behavior. The case when [Formula: see text] was also treated as an example to show how the weighted estimate might be used to achieve the asymptotic behavior. In this paper, we extend this result to each order between [Formula: see text] and [Formula: see text].

APA, Harvard, Vancouver, ISO, and other styles

8

Long, Michael A., Kenneth J. Berry, and Paul W. Mielke. "A Note on Permutation Tests of Significance for Multiple Regression Coefficients." Psychological Reports 100, no. 2 (2007): 339–45. http://dx.doi.org/10.2466/pr0.100.2.339-345.

Full text

Abstract:

In the vast majority of psychological research utilizing multiple regression analysis, asymptotic probability values are reported. This paper demonstrates that asymptotic estimates of standard errors provided by multiple regression are not always accurate. A resampling permutation procedure is used to estimate the standard errors. In some cases the results differ substantially from the traditional least squares regression estimates.

APA, Harvard, Vancouver, ISO, and other styles

9

Liu, Bin, Cindy Long Yu, Michael Joseph Price, and Yan Jiang. "Generalized Method of Moments Estimators for Multiple Treatment Effects Using Observational Data from Complex Surveys." Journal of Official Statistics 34, no. 3 (2018): 753–84. http://dx.doi.org/10.2478/jos-2018-0035.

Full text

Abstract:

Abstract In this article, we consider a generalized method moments (GMM) estimator to estimate treatment effects defined through estimation equations using an observational data set from a complex survey. We demonstrate that the proposed estimator, which incorporates both sampling probabilities and semiparametrically estimated self-selection probabilities, gives consistent estimates of treatment effects. The asymptotic normality of the proposed estimator is established in the finite population framework, and its variance estimation is discussed. In simulations, we evaluate our proposed estimator and its variance estimator based on the asymptotic distribution. We also apply the method to estimate the effects of different choices of health insurance types on healthcare spending using data from the Chinese General Social Survey. The results from our simulations and the empirical study show that ignoring the sampling design weights might lead to misleading conclusions.

APA, Harvard, Vancouver, ISO, and other styles

10

Lo, Gane Samb. "Asymptotic behavior of Hill's estimate and applications." Journal of Applied Probability 23, no. 4 (1986): 922–36. http://dx.doi.org/10.2307/3214466.

Full text

Abstract:

The problem of estimating the exponent of a stable law is receiving an increasing amount of attention because Pareto's law (or Zipf's law) describes many biological phenomena very well (see e.g. Hill (1974)). This problem was first solved by Hill (1975), who proposed an estimate, and the convergence of that estimate to some positive and finite number was shown to be a characteristic of distribution functions belonging to the Fréchet domain of attraction (Mason (1982)). As a contribution to a complete theory of inference for the upper tail of a general distribution function, we give the asymptotic behavior (weak and strong) of Hill's estimate when the associated distribution function belongs to the Gumbel domain of attraction. Examples, applications and simulations are given.

APA, Harvard, Vancouver, ISO, and other styles

More sources

Dissertations / Theses on the topic "Asymptotic estimate"

1

Bertacchi, D., F. Zucca, and Andreas Cap@esi ac at. "Uniform Asymptotic Estimates of Transition Probabilities on Combs." ESI preprints, 2001. ftp://ftp.esi.ac.at/pub/Preprints/esi1003.ps.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Nakamura, Chikara. "Asymptotic behaviors of random walks; application of heat kernel estimates." Kyoto University, 2018. http://hdl.handle.net/2433/232222.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Sohrabi, Maryam. "On Robust Asymptotic Theory of Unstable AR(p) Processes with Infinite Variance." Thesis, Université d'Ottawa / University of Ottawa, 2016. http://hdl.handle.net/10393/34280.

Full text

Abstract:

In this thesis, we explore some asymptotic results in heavy-tailed theory. There are many empirical and compelling evidence in statistics that require modeling with heavy tailed observations. This thesis is divided into three parts. First, we consider a robust estimation of the mean vector for a sequence of independent and identically distributed observations in the domain of attraction of a stable law with possibly different indices of stability between 1 and 2. The suggested estimator is asymptotically normal with unknown parameters. We apply an asymptotically valid bootstrap to construct a confidence region for the mean vector. Furthermore, a simulation study is performed to show that the estimation method is efficient for conducting inference about the mean vector for multivariate heavy-tailed observations. In the second part, we present the asymptotic distribution of M-estimators for parameters in an unstable AR(p) process. The innovations are assumed to be in the domain of attraction of a stable law with index 0 < α ≤ 2. In particular, when the model involves repeated unit roots or conjugate complex unit roots, M- estimators have a higher asymptotic rate of convergence compared to the least square estimators. Moreover, we show that the asymptotic results can be written as Ito stochastic integrals. Finally, the preceding methodologies lead to develop the asymptotic theory of M-estimators for parameters in unstable AR(p) processes with nonzero location parameter. Similar to the preceding cases, we assume that the process is driven by innovations in the domain of attraction of a stable law with index 0 < α ≤ 2. In this thesis, for all models, we also cover the finite variance case (α = 2).

APA, Harvard, Vancouver, ISO, and other styles

4

Shramchenko, B. L. "Application of graph theory methods for solving mechatronic tasks." Thesis, Київський національний університет технологій та дизайну, 2018. https://er.knutd.edu.ua/handle/123456789/9715.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Ткаченко, О. В. "Інформаційна система реєстрації та візуалізації географічних переміщень користувачів". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/72061.

Full text

Abstract:

Розроблено систему графічного відображення пересування користувача з наперед визначеним маршрутом з урахуванням можливості мінімізації шляху. Використання генетичного алгоритму дозволяє єфективно розвязувати поставлену задачу навіть для випадку зміни проміжних пунктів пересувань без перерахування загального маршруту.

APA, Harvard, Vancouver, ISO, and other styles

6

Bassene, Aladji. "Contribution à la modélisation spatiale des événements extrêmes." Thesis, Lille 3, 2016. http://www.theses.fr/2016LIL30039/document.

Full text

Abstract:

Dans cette de thèse, nous nous intéressons à la modélisation non paramétrique de données extrêmes spatiales. Nos résultats sont basés sur un cadre principal de la théorie des valeurs extrêmes, permettant ainsi d’englober les lois de type Pareto. Ce cadre permet aujourd’hui d’étendre l’étude des événements extrêmes au cas spatial à condition que les propriétés asymptotiques des estimateurs étudiés vérifient les conditions classiques de la Théorie des Valeurs Extrêmes (TVE) en plus des conditions locales sur la structure des données proprement dites. Dans la littérature, il existe un vaste panorama de modèles d’estimation d’événements extrêmes adaptés aux structures des données pour lesquelles on s’intéresse. Néanmoins, dans le cas de données extrêmes spatiales, hormis les modèles max stables,il n’en existe que peu ou presque pas de modèles qui s’intéressent à l’estimation fonctionnelle de l’indice de queue ou de quantiles extrêmes. Par conséquent, nous étendons les travaux existants sur l’estimation de l’indice de queue et des quantiles dans le cadre de données indépendantes ou temporellement dépendantes. La spécificité des méthodes étudiées réside sur le fait que les résultats asymptotiques des estimateurs prennent en compte la structure de dépendance spatiale des données considérées, ce qui est loin d’être trivial. Cette thèse s’inscrit donc dans le contexte de la statistique spatiale des valeurs extrêmes. Elle y apporte trois contributions principales. • Dans la première contribution de cette thèse permettant d’appréhender l’étude de variables réelles spatiales au cadre des valeurs extrêmes, nous proposons une estimation de l’indice de queue d’une distribution à queue lourde. Notre approche repose sur l’estimateur de Hill (1975). Les propriétés asymptotiques de l’estimateur introduit sont établies lorsque le processus spatial est adéquatement approximé par un processus M−dépendant, linéaire causal ou lorsqu'il satisfait une condition de mélange fort (a-mélange). • Dans la pratique, il est souvent utile de lier la variable d’intérêt Y avec une co-variable X. Dans cette situation, l’indice de queue dépend de la valeur observée x de la co-variable X et sera appelé indice de queue conditionnelle. Dans la plupart des applications, l’indice de queue des valeurs extrêmes n’est pas l’intérêt principal et est utilisé pour estimer par exemple des quantiles extrêmes. La contribution de ce chapitre consiste à adapter l’estimateur de l’indice de queue introduit dans la première partie au cadre conditionnel et d’utiliser ce dernier afin de proposer un estimateur des quantiles conditionnels extrêmes. Nous examinons les modèles dits "à plan fixe" ou "fixed design" qui correspondent à la situation où la variable explicative est déterministe et nous utlisons l’approche de la fenêtre mobile ou "window moving approach" pour capter la co-variable. Nous étudions le comportement asymptotique des estimateurs proposés et donnons des résultats numériques basés sur des données simulées avec le logiciel "R". • Dans la troisième partie de cette thèse, nous étendons les travaux de la deuxième partie au cadre des modèles dits "à plan aléatoire" ou "random design" pour lesquels les données sont des observations spatiales d’un couple (Y,X) de variables aléatoires réelles. Pour ce dernier modèle, nous proposons un estimateur de l’indice de queue lourde en utilisant la méthode des noyaux pour capter la co-variable. Nous utilisons un estimateur de l’indice de queue conditionnelle appartenant à la famille de l’estimateur introduit par Goegebeur et al. (2014b)<br>In this thesis, we investigate nonparametric modeling of spatial extremes. Our resultsare based on the main result of the theory of extreme values, thereby encompass Paretolaws. This framework allows today to extend the study of extreme events in the spatialcase provided if the asymptotic properties of the proposed estimators satisfy the standardconditions of the Extreme Value Theory (EVT) in addition to the local conditions on thedata structure themselves. In the literature, there exists a vast panorama of extreme events models, which are adapted to the structures of the data of interest. However, in the case ofextreme spatial data, except max-stables models, little or almost no models are interestedin non-parametric estimation of the tail index and/or extreme quantiles. Therefore, weextend existing works on estimating the tail index and quantile under independent ortime-dependent data. The specificity of the methods studied resides in the fact that theasymptotic results of the proposed estimators take into account the spatial dependence structure of the relevant data, which is far from trivial. This thesis is then written in thecontext of spatial statistics of extremes. She makes three main contributions.• In the first contribution of this thesis, we propose a new approach of the estimatorof the tail index of a heavy-tailed distribution within the framework of spatial data. This approach relies on the estimator of Hill (1975). The asymptotic properties of the estimator introduced are established when the spatial process is adequately approximated by aspatial M−dependent process, spatial linear causal process or when the process satisfies a strong mixing condition.• In practice, it is often useful to link the variable of interest Y with covariate X. Inthis situation, the tail index depends on the observed value x of the covariate X and theunknown fonction (.) will be called conditional tail index. In most applications, the tailindexof an extreme value is not the main attraction, but it is used to estimate for instance extreme quantiles. The contribution of this chapter is to adapt the estimator of the tail index introduced in the first part in the conditional framework and use it to propose an estimator of conditional extreme quantiles. We examine the models called "fixed design"which corresponds to the situation where the explanatory variable is deterministic. To tackle the covariate, since it is deterministic, we use the window moving approach. Westudy the asymptotic behavior of the estimators proposed and some numerical resultsusing simulated data with the software "R".• In the third part of this thesis, we extend the work of the second part of the framemodels called "random design" for which the data are spatial observations of a pair (Y,X) of real random variables . In this last model, we propose an estimator of heavy tail-indexusing the kernel method to tackle the covariate. We use an estimator of the conditional tail index belonging to the family of the estimators introduced by Goegebeur et al. (2014b)

APA, Harvard, Vancouver, ISO, and other styles

7

Kong, Fanhui. "Asymptotic distributions of Buckley-James estimator." Online access via UMI:, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

O'Connell, W. Richard Jr. "Estimates for the St. Petersburg game." Diss., Georgia Institute of Technology, 1998. http://hdl.handle.net/1853/28858.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Toloza, Julio Hugo. "Exponentially Accurate Error Estimates of Quasiclassical Eigenvalues." Diss., Virginia Tech, 2002. http://hdl.handle.net/10919/30072.

Full text

Abstract:

We study the behavior of truncated Rayleigh-SchrÃ¶odinger series for the low-lying eigenvalues of the time-independent SchrÃ¶odinger equation, when the Planck's constant is considered in the semiclassical limit. Under certain hypotheses on the potential energy, we prove that, for any given small value of the Planck's constant, there is an optimal truncation of the series for the approximate eigenvalues, such that the difference between an approximate and actual eigenvalue is smaller than an exponentially small function of the Planck's constant. We also prove the analogous results concerning the eigenfunctions.<br>Ph. D.

APA, Harvard, Vancouver, ISO, and other styles

10

Strasser, Helmut. "Asymptotic Efficiency of Estimates for Models with Incidental Nuisance Parameters." Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, 1995. http://epub.wu.ac.at/498/1/document.pdf.

Full text

Abstract:

In this paper we show that the wellknown asymptotic efficiency bounds for full mixture models remain valid if individual sequences of nuisance parameters are considered. This is made precise both for some classes of random (i.i.d.) and nonrandom nuisance parameters. For the random case it is shown that superefficiency of the kind given by an example of Pfanzagl (1993) can happen only with low probability. The non-random case deals with permutation invariant estimators under onedimensional nuisance parameters. It is shown that the efficiency bounds remain valid for individual nonrandom arrays of nuisance parameters whose empirical process, if it is centered around its limit and standardized, satisfies a compactness condition. The compactness condition is satisfied in the random case with high probability. The results make use of basic LAN-theory. Regularity conditions are stated in terms of L^2 differentiability. (authors' abstract)<br>Series: Forschungsberichte / Institut für Statistik

APA, Harvard, Vancouver, ISO, and other styles

More sources

Books on the topic "Asymptotic estimate"

1

Ioannidis, Evangelos. On the asymptotic behaviour of the Capon estimator. Verlag Shaker, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

2

Ferguson, Heather. Asymptotic properties of a conditional maximum likelihood estimator. [s.n.], 1989.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

Peter, Paule, and SpringerLink (Online service), eds. The Concrete Tetrahedron: Symbolic Sums, Recurrence Equations, Generating Functions, Asymptotic Estimates. Springer-Verlag/Wien, 2011.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

Birman, M., ed. Estimates and Asymptotics for Discrete Spectra of Integral and Differential Equations. American Mathematical Society, 1991. http://dx.doi.org/10.1090/advsov/007.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Ruzhansky, Michael. Evolution Equations of Hyperbolic and Schrödinger Type: Asymptotics, Estimates and Nonlinearities. Springer Basel, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

Johansen, Søren. The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. European University Institute, Department of Economics, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

Baldwin, P. Asymptotic estimates of the eigenvalues of a sixth-order boundary-value problem obtained by using global phase-integralmethods. Royal Society of London, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Ferraty, Frédéric, and Philippe Vieu. Kernel Regression Estimation for Functional Data. Edited by Frédéric Ferraty and Yves Romain. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199568444.013.4.

Full text

Abstract:

This article provides an overview of recent nonparametric and semiparametric advances in kernel regression estimation for functional data. In particular, it considers the various statistical techniques based on kernel smoothing ideas that have recently been developed for functional regression estimation problems. The article first examines nonparametric functional regression modelling before discussing three popular functional regression estimates constructed by means of kernel ideas, namely: the Nadaraya-Watson convolution kernel estimate, the kNN functional estimate, and the local linear functional estimate. Uniform asymptotic results are then presented. The article proceeds by reviewing kernel methods in semiparametric functional regression such as single functional index regression and partial linear functional regression. It also looks at the use of kernels for additive functional regression and concludes by assessing the impact of kernel methods on practical real-data analysis involving functional (curves) datasets.

APA, Harvard, Vancouver, ISO, and other styles

9

Cheng, Russell. Standard Asymptotic Theory. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198505044.003.0003.

Full text

Abstract:

This book relies on maximum likelihood (ML) estimation of parameters. Asymptotic theory assumes regularity conditions hold when the ML estimator is consistent. Typically an additional third derivative condition is assumed to ensure that the ML estimator is also asymptotically normally distributed. Standard asymptotic results that then hold are summarized in this chapter; for example, the asymptotic variance of the ML estimator is then given by the Fisher information formula, and the log-likelihood ratio, the Wald and the score statistics for testing the statistical significance of parameter estimates are all asymptotically equivalent. Also, the useful profile log-likelihood then behaves exactly as a standard log-likelihood only in a parameter space of just one dimension. Further, the model can be reparametrized to make it locally orthogonal in the neighbourhood of the true parameter value. The large exponential family of models is briefly reviewed where a unified set of regular conditions can be obtained.

APA, Harvard, Vancouver, ISO, and other styles

10

Asymptotic Estimates and Entire Functions. Dover Publications, Incorporated, 2020.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

More sources

Book chapters on the topic "Asymptotic estimate"

1

Ferguson, Thomas S. "Asymptotic Normality of the Maximum-Likelihood Estimate." In A Course in Large Sample Theory. Springer US, 1996. http://dx.doi.org/10.1007/978-1-4899-4549-5_18.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Györfi, László, and Márta Horváth. "On the Asymptotic Normality of a Resubstitution Error Estimate." In Studies in Classification, Data Analysis, and Knowledge Organization. Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-642-72253-0_27.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Davis, Richard A., Keh-Shin Lii, and Dimitris N. Politis. "Asymptotic Behavior of a Spline Estimate of a Density Function." In Selected Works of Murray Rosenblatt. Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-8339-8_28.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Kulikov, Gennady Yu, and Arkadi I. Merkulov. "Asymptotic Error Estimate of Iterative Newton-Type Methods and Its Practical Application." In Computational Science and Its Applications – ICCSA 2004. Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24767-8_70.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Shirani, Milad, and David J. Steigmann. "Asymptotic Estimate of the Potential Energy of a Plastically Deformed Thin Shell." In Analysis of Shells, Plates, and Beams. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-47491-1_22.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Bauer, S. M., S. B. Filippov, A. L. Smirnov, P. E. Tovstik, and R. Vaillancourt. "Asymptotic Estimates." In Asymptotic methods in mechanics of solids. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-18311-4_1.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Huang, Xinchi, and Yikan Liu. "Long-time Asymptotic Estimate and a Related Inverse Source Problem for Time-Fractional Wave Equations." In Practical Inverse Problems and Their Prospects. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-99-2408-0_11.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Terpstra, Jeff T. "On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process." In Robust Rank-Based and Nonparametric Methods. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-39065-9_5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Gupta, Vijay, and Ravi P. Agarwal. "Complete Asymptotic Expansion." In Convergence Estimates in Approximation Theory. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-02765-4_3.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Boček, Pavel, and Jan Ămos Víšek. "Significance of Differences of Estimates." In Asymptotic Statistics. Physica-Verlag HD, 1994. http://dx.doi.org/10.1007/978-3-642-57984-4_15.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Asymptotic estimate"

1

He, Zhuohang, Xiaojun Yuan, and Junjie Ma. "Asymptotic Estimates for Spectral Estimators of Rotationally Invariant Matrices." In 2024 IEEE International Symposium on Information Theory (ISIT). IEEE, 2024. http://dx.doi.org/10.1109/isit57864.2024.10619299.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Goryainov, Vladimir, and Mikhail Masyagin. "Calculation of Asymptotic Covariance Matrices of M-estimates in the Exponential Autoregressive Model." In 2024 17th International Conference on Management of Large-Scale System Development (MLSD). IEEE, 2024. http://dx.doi.org/10.1109/mlsd61779.2024.10739490.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Zhang, Meng, Tianshi Chen, and Biqiang Mu. "Asymptotic properties of generalized maximum likelihood hyper-parameter estimator for regularized system identification." In 2024 IEEE 63rd Conference on Decision and Control (CDC). IEEE, 2024. https://doi.org/10.1109/cdc56724.2024.10885816.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Shah, Jaimin, Martina Cardone, Cynthia Rush, and Alex Dytso. "Generalized Linear Models with 1-Bit Measurements: Asymptotics of the Maximum Likelihood Estimator." In ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2025. https://doi.org/10.1109/icassp49660.2025.10888611.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Napolitano, Antonio. "Asymptotic normality of cyclic autocorrelation estimate with estimated cycle frequency." In 2015 23rd European Signal Processing Conference (EUSIPCO). IEEE, 2015. http://dx.doi.org/10.1109/eusipco.2015.7362630.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Barletta, Luca, Flaminio Borgonovo, and Ilario Filippini. "Asymptotic analysis of Schoute's estimate for dynamic frame Aloha." In 2015 23rd International Conference on Software, Telecommunications and Computer Networks (SoftCOM). IEEE, 2015. http://dx.doi.org/10.1109/softcom.2015.7314073.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

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.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Kundrát, Petr. "Discretized Pantograph Equation with a Forcing Term: Note on Asymptotic Estimate." In Proceedings of the Twelfth International Conference on Difference Equations and Applications. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814287654_0024.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Fujimaki, Ryo, and Youhei Inoue. "An asymptotic estimate of the numbers of rectangular drawings or floorplans." In 2009 IEEE International Symposium on Circuits and Systems - ISCAS 2009. IEEE, 2009. http://dx.doi.org/10.1109/iscas.2009.5117891.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Copeland, Mark, and Keith D. Kastella. "Asymptotic estimate for missed/false-track probability in track-before-detect algorithms." In SPIE's 1995 International Symposium on Optical Science, Engineering, and Instrumentation, edited by Oliver E. Drummond. SPIE, 1995. http://dx.doi.org/10.1117/12.217725.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Asymptotic estimate"

1

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.

Full text

Abstract:

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 ratios, differences between domain means, and regression coefficients.

APA, Harvard, Vancouver, ISO, and other styles

2

Bai, Z. D., X. R. Chen, Y. Wu, and L. C. Zhao. Asymptotic Normality of Minimum L1-Norm Estimates in Linear Models. Defense Technical Information Center, 1987. http://dx.doi.org/10.21236/ada193399.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Li, Ta-Hsin, Benjamin Kedem, and Sid Yakowitz. Asymptotic Normality of the Contraction Mapping Estimator for Frequency Estimation. Defense Technical Information Center, 1991. http://dx.doi.org/10.21236/ada453892.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Hahn, Jinyong, Xiaohong Chen, and Daniel Ackerberg. A practical asymptotic variance estimator for two-step semiparametric estimators. Institute for Fiscal Studies, 2011. http://dx.doi.org/10.1920/wp.cem.2011.2211.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Carroll, Raymond J., and Daren B. Cline. An Asymptotic Theory for Weighted Least Squares with Weights Estimated by Replication. Defense Technical Information Center, 1988. http://dx.doi.org/10.21236/ada198000.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Angrist, Joshua, and Jinyong Hahn. When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects. National Bureau of Economic Research, 1999. http://dx.doi.org/10.3386/t0241.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Nandi, Swata, and Debasis Kundu. On Asymptotic Properties of the Least Squares Estimates in a Stationary Random Field. Defense Technical Information Center, 1999. http://dx.doi.org/10.21236/ada369822.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Liu, Yong. Neural Network Model Selection Using Asymptotic Jackknife Estimator and Cross-Validation Method. Defense Technical Information Center, 1993. http://dx.doi.org/10.21236/ada264960.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Kott, Phillip S. The Degrees of Freedom of a Variance Estimator in a Probability Sample. RTI Press, 2020. http://dx.doi.org/10.3768/rtipress.2020.mr.0043.2008.

Full text

Abstract:

Inferences from probability-sampling theory (more commonly called “design-based sampling theory”) often rely on the asymptotic normality of nearly unbiased estimators. When constructing a two-sided confidence interval for a mean, the ad hoc practice of determining the degrees of freedom of a probability-sampling variance estimator by subtracting the number of its variance strata from the number of variance primary sampling units (PSUs) can be justified by making usually untenable assumptions about the PSUs. We will investigate the effectiveness of this conventional and an alternative method for determining the effective degrees of freedom of a probability-sampling variance estimator under a stratified cluster sample.

APA, Harvard, Vancouver, ISO, and other styles

10

Lio, Y. O., W. J. Padgett, and K. F. Yu. On the Asymptotic Properties of a Kernel-Type Quantile Estimator from Censored Samples. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada160302.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!