Consistency And Asymptotic Normality Of Posterior Distributions.
Consistency in the p-th mean of the least Squares Estimators in Linear Models
Consistency of an estimate in linear regression with non-negative errors
Consistency of -estimators
Consistency of least squares estimates in a system of linear correlation models [Book]
Consistency of Minimum Contrast Estimators in Non-Standard Cases.
Consistency of Statistical Models in the Stationary Case.
Consistency of the BIC order estimator.
Consistency of the least weighted squares under heteroscedasticity
A robust version of the Ordinary Least Squares accommodating the idea of weighting the order statistics of the squared residuals (rather than directly the squares of residuals) is recalled and its properties are studied. The existence of solution of the corresponding extremal problem and the consistency under heteroscedasticity is proved.
Consistency of trigonometric and polynomial regression estimators
The problem of nonparametric regression function estimation is considered using the complete orthonormal system of trigonometric functions or Legendre polynomials , k=0,1,..., for the observation model , i=1,...,n, where the are independent random variables with zero mean value and finite variance, and the observation points , i=1,...,n, form a random sample from a distribution with density . Sufficient and necessary conditions are obtained for consistency in the sense of the errors , ,...
Consistent Estimation in the Presence of Incidental Parameters.
Consistent non-parametric bayesian estimation for a time-inhomogeneous brownian motion
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion.
Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering
If θ ∈ Θ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator θ̂ of θ, i.e. an estimator θ̂ such that a median Med(θ̂ ) of the estimator equals θ, uniformly over θ ∈ Θ. We shall consider the problem in the case of a fixed sample size n (nonasymptotic approach).
Construction of confidence intervals for mathematical expectations of random variables of a certain type.
Contraste de modelos probabilísticos desde una perspectiva bayesiana.
Se pone de manifiesto que el problema de contrastar si un conjunto de datos es o no compatible con un modelo probabilístico totalmente especificado puede ser reducido al problema de contrastar si una determinada transformación de los datos puede ser considerada como una muestra aleatoria de una distribución uniforme. Mediante la construcción de una nueva familia paramétrica de distribuciones, que contiene a la uniforme como caso particular, se propone un contraste bayesiano de uniformidad que constituye...
Contrastes de hipótesis basados en la (r,s)-divergencia: aplicación a distribuciones multinomiales y normales multivariantes.
En este trabajo se obtiene la distribución asintótica de la (r,s)-divergencia, introducida por Sharma y Mittal (1975), entre dos densidades fθ1 y fθ2, cuando θ2 es fijo y θ1 desconocido o bien cuando los dos son desconocidos. Se supone que los parámetros desconocidos se estiman de acuerdo con el principio de máxima verosimilitud. Como caso particular se obtienen las distribuciones asintóticas en el caso de poblaciones multinomiales. Se concluye el trabajo construyendo, sobre la base de los estadísticos...
Conventional Statistical Problem with Irregular Minimax Behavior.
Convergence des suites d'estimateurs ensemblistes du maximum de vraisemblance
Convergence in Distribution of Minimum-Distance Estimators.
Convergence in fractional models and applications.