Asymptotic Distribution of the Log-Likelihood Function for Stochastic Processes : Some Examples
Asymptotic distribution of the useful informational energy
Asymptotic Distributions of Smoothed Histograms.
Asymptotic distributions οf linear combinations of order statistics
We study the asymptotic distributions of linear combinations of order statistics (L-statistics) which can be expressed as differentiable statistical functionals and we obtain Berry-Esseen type bounds and the Edgeworth series for the distribution functions of L-statistics. We also analyze certain saddlepoint approximations for the distribution functions of L-statistics.
Asymptotic Efficiencies of Spacings Tests for Goodness of Fit.
Asymptotic efficiency and robustness of -estimators
Asymptotic Efficiency of the Maximum Probability Estimate in the i.i.d. Case
Asymptotic expansion and a local limit theorem for the signed Wilcoxon statistic
Asymptotic Expansion of the Minimax Value in Survey Sampling .
Asymptotic Expansion of the Power Function of the Two-Sample Binomial Test with and without Randomization.
Asymptotic expansions of functions of statistics
Asymptotic law of the intergrated quadratic errors of kernel density and regression estimators under the conditions of dependence. (Loi asymptotique des erreurs quadratiques intégrées des estimateurs à noyau de la densité et de la régression sous des conditions de dépendance.)
Asymptotic Normality
Asymptotic normality and convergence rates of linear rank statistics under alternatives
Asymptotic normality and efficiency of two Sobol index estimators
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of the model). One of the statistical tools used to quantify the influence of each input variable on the output is the Sobol sensitivity index. We consider the statistical estimation of this index from a finite sample of model outputs: we present two estimators and...
Asymptotic normality and efficiency of variance components estimators with high breakdown points
For estimating the variance components of a one-way random effect model recently Uhlig (1995, 1997) and Lischer (1996) proposed non-iterative estimators with high breakdown points. These estimators base on the high breakdown point scale estimators of Rousseeuw and Croux (1992, 1993), which they called Q-estimators. In this paper the asymptotic normal distribution of the new variance components estimators is derived so that the asymptotic efficiency of these estimators can be compared with that of...
Asymptotic normality in density support estimation.
Asymptotic normality in mixture models
Asymptotic normality in mixture models
We study the estimation of a linear integral functional of a distribution F, using i.i.d. observations which density is a mixture of a family of densities k(.,y) under F. We examine the asymptotic distribution of the estimator obtained by plugging the non parametric maximum likelihood estimator (NPMLE) of F in the functional. A problem here is that usually, the NPMLE does not dominate F. Our main aim here is to show that this can be overcome by considering a convex combination of F and the...
Asymptotic Normality of Linear Functions of Concomitants of Order Statistics