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Journal articles on the topic 'Asymptotic estimate'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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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.

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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-st

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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.

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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.

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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.

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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 conv

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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.

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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.

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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.

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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 o

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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.

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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

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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.

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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 nonlo

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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.

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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.

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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.

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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 estimat

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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.

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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 asympto

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11

Clausen, A., and D. Cochran. "Asymptotic analysis of the generalized coherence estimate." IEEE Transactions on Signal Processing 49, no. 1 (2001): 45–53. http://dx.doi.org/10.1109/78.890339.

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12

Lo, Gane Samb. "Asymptotic behavior of Hill's estimate and applications." Journal of Applied Probability 23, no. 04 (1986): 922–36. http://dx.doi.org/10.1017/s0021900200116109.

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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 asympto

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13

Lo, Gane Samb. "Asymptotic behavior of Hill's estimate and applications." Journal of Applied Probability 23, no. 04 (1986): 922–36. http://dx.doi.org/10.1017/s0021900200118716.

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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 asympto

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14

Devroye, Luc. "Asymptotic Performance Bounds for the Kernel Estimate." Annals of Statistics 16, no. 3 (1988): 1162–79. http://dx.doi.org/10.1214/aos/1176350953.

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15

Withers, Christopher, and Saralees Nadarajah. "Stabilizing the asymptotic covariance of an estimate." Electronic Journal of Statistics 4 (2010): 161–71. http://dx.doi.org/10.1214/10-ejs562.

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16

Bagdonavičius, Vilijandas, Algimantas Bikelis, and Vytautas Kazakevičius. "Asymptotic distribution of a renewal function estimate." Lietuvos matematikos rinkinys 43 (December 22, 2003): 457–62. http://dx.doi.org/10.15388/lmr.2003.32507.

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17

Jurado, Oscar E., Jana Ulrich, Marc Scheibel, and Henning W. Rust. "Evaluating the Performance of a Max-Stable Process for Estimating Intensity-Duration-Frequency Curves." Water 12, no. 12 (2020): 3314. http://dx.doi.org/10.3390/w12123314.

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To explicitly account for asymptotic dependence between rainfall intensity maxima of different accumulation duration, a recent development for estimating Intensity-Duration-Frequency (IDF) curves involves the use of a max-stable process. In our study, we aimed to estimate the impact on the performance of the return levels resulting from an IDF model that accounts for such asymptotical dependence. To investigate this impact, we compared the performance of the return level estimates of two IDF models using the quantile skill index (QSI). One IDF model is based on a max-stable process assuming as

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18

Chen, Peng, Xinguang Zhang, Lishuang Li, Yongsheng Jiang, and Yonghong Wu. "Existence and Asymptotic Estimates of the Maximal and Minimal Solutions for a Coupled Tempered Fractional Differential System with Different Orders." Axioms 14, no. 2 (2025): 92. https://doi.org/10.3390/axioms14020092.

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In this paper, we focus on the existence and asymptotic estimates of the maximal and minimal solutions for a coupled tempered fractional differential system with different orders. By introducing an order reduction technique and some new growth conditions, we establish some new results on the existence of positive extremal solutions for the tempered fractional differential system, meanwhile, we also obtain the asymptotic estimate of the positive extreme solution by an iterative technique, which possesses a sharp asymptotic estimate. In particular, the iterative sequences converging to maximal a

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19

Farahmand, K., and A. Grigorash. "Extrema of random algebraic polynomials with non-identically distributed normal coefficients." Journal of the Australian Mathematical Society 70, no. 2 (2001): 225–34. http://dx.doi.org/10.1017/s1446788700002627.

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AbstractAn asymptotic estimate is derived for the expected number of extrema of a polynomial whose independent normal coefficients possess non-equal non-zero mean values. A result is presented that generalizes in terms of normal processes the analytical device used for construction of similar asymptotic estimates for random polynomials with normal coefficients.

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20

Chanda, Kamal C., and F. H. Ruymgaart. "Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates." Statistics & Probability Letters 8, no. 1 (1989): 81–88. http://dx.doi.org/10.1016/0167-7152(89)90088-6.

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21

Ochi, Michel K., David Mesa, and De-Fu Liu. "ESTIMATION OF EXTREME SEA SEVERITY FROM MEASURED DAILY MAXIMA." Coastal Engineering Proceedings 1, no. 20 (1986): 49. http://dx.doi.org/10.9753/icce.v20.49.

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This paper presents the results of a study to statistically estimate the most severe sea state (significant wave height) expected in 50 and 100 years from analysis of data consisting of the largest significant wave height observed each day by applying the Type III asymptotic extreme value distribution. In applying the Type III asymptotic distribution, the distribution parameters are estimated by three different methods: the maximum likelihood method, the skewness method, and a nonlinear regression method. Since none of these methods estimates values of the parameters which satisfactorily yield

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22

Alishaev, M. G., A. A. Aliverdiev, and V. D. Beibalaev. "Asymptotics of heating of rocks by a production well." Vestnik NovSU, no. 3 (2023): 438–45. http://dx.doi.org/10.34680/2076-8052.2023.3(132).438-445.

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An asymptotic solution has been obtained by the method of integral relations of the problem of rock heating for the case of a production well operated in a steady state. In underground hydraulics and oil production, such asymptotics are widely used for practical estimates of temperature profiles along the wellbore and temperature at the wellhead. A unified formula for the outflow (inflow) of heat into the rock is proposed, which is used to estimate heat losses from the wellbore and the temperature profile along the wellbore after the initial period, after reaching the steady state.

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23

Victor, Jonathan D. "Asymptotic Bias in Information Estimates and the Exponential (Bell) Polynomials." Neural Computation 12, no. 12 (2000): 2797–804. http://dx.doi.org/10.1162/089976600300014728.

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We present a new derivation of the asymptotic correction for bias in the estimate of information from a finite sample. The new derivation reveals a relationship between information estimates and a sequence of polynomials with combinatorial significance, the exponential (Bell) polynomials, and helps to provide an understanding of the form and behavior of the asymptotic correction for bias.

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24

Ruhe, Constantin. "Bootstrap pointwise confidence intervals for covariate-adjusted survivor functions in the Cox model." Stata Journal: Promoting communications on statistics and Stata 19, no. 1 (2019): 185–99. http://dx.doi.org/10.1177/1536867x19830915.

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Survival functions are a common visualization of predictions from the Cox model. However, neither Stata’s stcurve command nor the communitycontributed scurve tvc command allows one to estimate confidence intervals. In this article, I discuss how bootstrap confidence intervals can be formed for covariate-adjusted survival functions in the Cox model. The new bsurvci command automates this procedure and allows users to visualize the results. bsurvci enables one to estimate uncertainty around survival functions estimated from Cox models with time-varying coefficients, a capability that was not pre

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25

Akmatov, A. "Studies of Solutions of Singularly Perturbed Ordinary Differential Equations." Bulletin of Science and Practice, no. 3 (March 15, 2023): 33–38. http://dx.doi.org/10.33619/2414-2948/88/02.

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The eigenvalues of the Jordan matrix determine different types of stability. It is not always possible to obtain asymptotic estimates in the real axis. Therefore, in this paper we will consider the types of stability that can be estimated in the real axis. The problem under consideration is nonlinear, so it is possible to obtain an estimate for the delay of the loss of stability in the real domain. To calculate the integral, we apply the second theorem on the average in a certain integral. We prove the theorem as a result, we obtain an estimate of singularly perturbed ordinary differential equ

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26

Muratova, A. K. "Asymptotic behavior of the solution of the boundary value problem for a singularly perturbed system of the integro-differential equations." Bulletin of the National Engineering Academy of the Republic of Kazakhstan 88, no. 2 (2023): 126–34. http://dx.doi.org/10.47533/2023.1606-146x.13.

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In this paper, we study the asymptotic behavior of solutions to the boundary value problem for singularly perturbed systems of integro-differential equations. The aim of the work is to obtain an analytical formula, an asymptotic estimate of the solution of a boundary value problem, and to determine the asymptotic behavior of the solution by a smaller parameter at the starting point. The boundary value problem given in the paper is reduced to a boundary value problem posed in a singularly perturbed integral-differential equation of mixed type with respect to a fast variable. The Cauchy function

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27

Ljung, Lennart, and Bo Wahlberg. "Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra." Advances in Applied Probability 24, no. 2 (1992): 412–40. http://dx.doi.org/10.2307/1427698.

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The problem of estimating the transfer function of a linear system, together with the spectral density of an additive disturbance, is considered. The set of models used consists of linear rational transfer functions and the spectral densities are estimated from a finite-order autoregressive disturbance description. The true system and disturbance spectrum are, however, not necessarily of finite order. We investigate the properties of the estimates obtained as the number of observations tends to ∞ at the same time as the model order employed tends to ∞. It is shown that the estimates are strong

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28

Ljung, Lennart, and Bo Wahlberg. "Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra." Advances in Applied Probability 24, no. 02 (1992): 412–40. http://dx.doi.org/10.1017/s0001867800047583.

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The problem of estimating the transfer function of a linear system, together with the spectral density of an additive disturbance, is considered. The set of models used consists of linear rational transfer functions and the spectral densities are estimated from a finite-order autoregressive disturbance description. The true system and disturbance spectrum are, however, not necessarily of finite order. We investigate the properties of the estimates obtained as the number of observations tends to ∞ at the same time as the model order employed tends to ∞. It is shown that the estimates are strong

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29

Sun, Qian, Wang-Ji Yan, Wei-Xin Ren, Lin-Bo Cao, and Hai-Yi Wu. "Quantification of Statistical Error in the Estimate of Strain Power Spectral Density Transmissibility for Operational Strain Modal Analysis." Structural Control and Health Monitoring 2023 (August 29, 2023): 1–23. http://dx.doi.org/10.1155/2023/6661720.

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The use of strain modes in structural health monitoring has been constantly increasing because of their superior sensitivity to local structural anomalies. This study aims to investigate the applicability and robustness of power spectral density transmissibility (PSDT) in operational strain modal analysis (OSMA). By noting that OSMA in the frequency domain is vulnerable to the error of spectral estimates, uncertainty quantification stemming from strain spectral estimates and the error propagation analysis in OSMA are conducted from an analytical perspective. The main contributions include the

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30

Burnashev, M. V. "Asymptotic Expansions for Median Estimate of a Parameter." Theory of Probability & Its Applications 41, no. 4 (1997): 632–45. http://dx.doi.org/10.1137/s0040585x97975678.

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31

Barry, Daniel. "Asymptotic IMSE for a nonparametric bayesian regression estimate." Communications in Statistics - Theory and Methods 17, no. 10 (1988): 3277–93. http://dx.doi.org/10.1080/03610928808829803.

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32

Koh, Show‐Long Patrick. "A robust asymptotic estimate for software error intensity." Journal of the Chinese Institute of Engineers 32, no. 4 (2009): 581–84. http://dx.doi.org/10.1080/02533839.2009.9671540.

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33

Thunder, Jeffrey Lin. "An asymptotic estimate for heights of algebraic subspaces." Transactions of the American Mathematical Society 331, no. 1 (1992): 395–424. http://dx.doi.org/10.1090/s0002-9947-1992-1072102-0.

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34

Bahoura, Samy Skander. "Asymptotic estimate for a perturbed scalar curvature equation." Nonlinear Analysis: Theory, Methods & Applications 68, no. 3 (2008): 602–8. http://dx.doi.org/10.1016/j.na.2006.11.012.

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35

McGill, Paul. "An asymptotic estimate for Brownian motion with drift." Statistics & Probability Letters 76, no. 11 (2006): 1164–69. http://dx.doi.org/10.1016/j.spl.2005.12.023.

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36

Simonov, V. D. "An asymptotic estimate for optimal reactor refuelling strategy." Soviet Atomic Energy 59, no. 4 (1985): 789–95. http://dx.doi.org/10.1007/bf01123306.

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37

Alybaev, K., T. Narymbetov, S. Matanov, and B. Ermataliuulu. "Functions of a Complex Variable with a Large Parameter and Construction of Regions." Bulletin of Science and Practice 11, no. 2 (2025): 19–30. https://doi.org/10.33619/2414-2948/111/02.

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In this paper, a comparative analysis of the asymptotic estimate of integrals containing a large positive parameter is carried out. The need to study the asymptotic behavior of such integrals is explained by the fact that mathematical problems for various processes are reduced to the study of ordinary differential equations. Solutions of such equations are represented through special or other functions. Asymptotic behavior of such functions requires the study of integrals containing a large parameter. Two types of integral in the complex plane are considered. To obtain asymptotics, the saddle-

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38

Arias Junior, Alexandre, and Marco Cappiello. "On the Sharp Gårding Inequality for Operators with Polynomially Bounded and Gevrey Regular Symbols." Mathematics 8, no. 11 (2020): 1938. http://dx.doi.org/10.3390/math8111938.

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In this paper, we analyze the Friedrichs part of an operator with polynomially bounded symbol. Namely, we derive a precise expression of its asymptotic expansion. In the case of symbols satisfying Gevrey estimates, we also estimate precisely the regularity of the terms in the asymptotic expansion. These results allow new and refined applications of the sharp Gårding inequality in the study of the Cauchy problem for p-evolution equations.

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Voronin, I. V. "ON THE ASYMPTOTICS OF EIGENVALUES OF SEMIDIAGONAL TOEPLITZ MATRICES." Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki 64, no. 6 (2024): 914–21. https://doi.org/10.31857/s0044466924060029.

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Asymptotic formulas are constructed that allow a uniform estimate of the remainder term for Toeplitz matrices of size 𝑛 for 𝑛 → ∞ in the case when their symbol 𝑎(𝑡) has the form 𝑎(𝑡) = (𝑡 − 2𝑎0 + 𝑡-1)3. This result is a generalization of the result of Stukopin et al. (2021), in which similar asymptotic formulas were obtained for a diagonal Toeplitz matrix with a symbol of a similar form when 𝑎0 = 1. The obtained formulas have high computational efficiency and generalize the results of the classical works of Parterre and Widom on the asymptotics of extreme eigenvalues.

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40

Zhumanazarova, Assiya, and Young Im Cho. "Uniform Approximation to the Solution of a Singularly Perturbed Boundary Value Problem with an Initial Jump." Mathematics 8, no. 12 (2020): 2216. http://dx.doi.org/10.3390/math8122216.

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In this study, a third-order linear integro-differential equation with a small parameter at two higher derivatives was considered. An asymptotic expansion of the solution to the boundary value problem for the considered equation is constructed by considering the phenomenon of an initial jump of the second degree zeroth order on the left end of a given segment. The asymptotics of the solution has been sought in the form of a sum of the regular part and the part of the boundary layer. The terms of the regular part are defined as solutions of integro-differential boundary value problems, in which

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41

Kaschenko, S. A. "Asymptotics of Solutions of the Generalized Hutchinson’s Equation." Modeling and Analysis of Information Systems 19, no. 3 (2015): 32–62. http://dx.doi.org/10.18255/1818-1015-2012-3-32-62.

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We discuss the dynamics of the Hutchinson’s equation and its generalizations. An estimate of the global stability region of a positive steady state is obtained. The main results refer to existence, stability and asymptotics of a slow oscillating solution. New asymptotic methods are applied to a problem of dynamical properties of ODE system describing Belousov — Zhabotinsky reaction.

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42

Alhorn, Kira, Holger Dette, and Kirsten Schorning. "Optimal Designs for Model Averaging in non-nested Models." Sankhya A 83, no. 2 (2021): 745–78. http://dx.doi.org/10.1007/s13171-020-00238-9.

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AbstractIn this paper we construct optimal designs for frequentist model averaging estimation. We derive the asymptotic distribution of the model averaging estimate with fixed weights in the case where the competing models are non-nested. A Bayesian optimal design minimizes an expectation of the asymptotic mean squared error of the model averaging estimate calculated with respect to a suitable prior distribution. We derive a necessary condition for the optimality of a given design with respect to this new criterion. We demonstrate that Bayesian optimal designs can improve the accuracy of model

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43

Withers, C. S. "5th-Order Multivariate Edgeworth Expansions for Parametric Estimates." Mathematics 12, no. 6 (2024): 905. http://dx.doi.org/10.3390/math12060905.

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The only cases where exact distributions of estimates are known is for samples from exponential families, and then only for special functions of the parameters. So statistical inference was traditionally based on the asymptotic normality of estimates. To improve on this we need the Edgeworth expansion for the distribution of the standardised estimate. This is an expansion in n−1/2 about the normal distribution, where n is typically the sample size. The first few terms of this expansion were originally given for the special case of a sample mean. In earlier work we derived it for any standard e

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44

Kim, Seonghoon. "Estimation of Asymptotic Standard Errors of Bayesian Modal Item Parameter Estimators: Application to the 2PL and 3PL Models." Korean Society for Educational Evaluation 38, no. 1 (2025): 143–78. https://doi.org/10.31158/jeev.2025.38.1.143.

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Item parameters of item response theory (IRT) models are often estimated by the Bayesian modal (BM) method, which is an extension of the marginal maximum likelihood (MML) method. The purpose of this study is to present a general method to estimate the asymptotic standard errors (SEs) of MML or BM item parameter estimators and to examine its specific performance under the two-parameter logistic (2PL) and three-parameter logistic (3PL) models. The asymptotic SEs of BM item parameter estimators can be computed theoretically based on the posterior information matrix. Before examining the performan

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45

Gupta, Vijay, and Michael Th Rassias. "Asymptotic formula in simultaneous approximation for certain Ismail-May-Baskakov operators." Journal of Numerical Analysis and Approximation Theory 50, no. 2 (2021): 153–63. http://dx.doi.org/10.33993/jnaat502-1235.

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In the present paper, we introduce a modification of Ismail-May operators having weights of Baskakov basis functions. We estimate weighted Korovkin's theorem and difference estimates between two operators and establish a Voronovskaja type asymptotic formula in simultaneous approximation.

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Yu, Jihai, and Lung-fei Lee. "ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS." Econometric Theory 26, no. 5 (2010): 1332–62. http://dx.doi.org/10.1017/s0266466609990600.

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This paper examines the asymptotics of the QMLE for unit root dynamic panel data models with spatial effect and fixed effects. We consider a unit root dynamic panel data model with spatially correlated disturbances and a unit root spatial dynamic panel data model. For both models the estimate of the dynamic coefficient is $\root \of {nT^3 }$ consistent and the estimates of other parameters are $\root \of {nT}$ consistent, and all of them are asymptotically normal. For the latter model the sum of the contemporaneous spatial effect and dynamic spatial effect converges at $\root \of {nT^3 }$ rate

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DIB, ABDESSAMAD, MOHAMED MEHDI HAMRI, and ABBES RABHI. "ASYMPTOTIC NORMALITY SINGLE FUNCTIONAL INDEX QUANTILE REGRESSION UNDER RANDOMLY CENSORED DATA." Journal of Science and Arts 22, no. 4 (2022): 845–64. http://dx.doi.org/10.46939/j.sci.arts-22.4-a07.

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The main objective of this paper is to estimate non-parametrically the quantiles of a conditional distribution based on the single-index model in the censorship model when the sample is considered as an independent and identically distributed (i.i.d.) random variables. First of all, a kernel type estimator for the conditional cumulative distribution function (cond-cdf) is introduced. Afterwards, we give an estimation of the quantiles by inverting this estimated cond-cdf, the asymptotic properties are stated when the observations are linked with a single-index structure. Finally, a simulation s

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Kundrát, Petr. "Asymptotic estimate for differential equation with power coefficients and power delays." Tatra Mountains Mathematical Publications 48, no. 1 (2011): 91–99. http://dx.doi.org/10.2478/v10127-011-0009-1.

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AbstractThe paper analyzes the asymptotic bounds of solutions of differential equation with power coefficients, power delays and a forcing term in the form, where a0is a negative real, λ0= 1 and. Some additional assumptions on power coefficients and a forcing term f(t) are considered to obtain an asymptotic estimate for solutions of the studied differential equation. The application of the result is illustrated by several examples.

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Barletta, Luca, Flaminio Borgonovo, and Ilario Filippini. "Asymptotic Analysis of Backlog Estimates for Dynamic Frame Aloha." Journal of Communications Software and Systems 12, no. 1 (2016): 83. http://dx.doi.org/10.24138/jcomss.v12i1.93.

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In this paper a new analysis is presented that allowsto investigate the asymptotic behavior of some backlog estimation procedures for Dynamic Frame Aloha (DFA) in Radio Frequency Identification (RFID) environment. Although efficiency e-1 can theoretically be reached, none of the solution proposed in the literature has been shown to reach such value. Here we analyze first the Schoute’s backlog estimate, which is very attractive for its simplicity, and formally show that its asymptotic efficiency is 0:311 for any finite initial frame length. Since the analysis shows how the Schoute’s estimate im

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XU Feng, and DENG Huijuan. "Asymptotic Properties of M-Estimate of Log-ACD Models." INTERNATIONAL JOURNAL ON Advances in Information Sciences and Service Sciences 5, no. 8 (2013): 331–38. http://dx.doi.org/10.4156/aiss.vol5.issue8.40.

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