Strong convergence bound of the Pareto index estimator under right censoring.
Strong convergence for weighted sums of WOD random variables and its application in the EV regression model
The strong convergence for weighted sums of widely orthant dependent (WOD) random variables is investigated. As an application, we further investigate the strong consistency of the least squares estimator in EV regression model for WOD random variables. A simulation study is carried out to confirm the theoretical results.
Strong law of large numbers for additive extremum estimators
Extremum estimators are obtained by maximizing or minimizing a function of the sample and of the parameters relatively to the parameters. When the function to maximize or minimize is the sum of subfunctions each depending on one observation, the extremum estimators are additive. Maximum likelihood estimators are extremum additive whenever the observations are independent. Another instance of additive extremum estimators are the least squares estimators for multiple regressions when the usual assumptions...
Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model
The aim of this paper is to establish a nonparametric estimate of some characteristics of the conditional distribution. Kernel type estimators for the conditional cumulative distribution function and for the successive derivatives of the conditional density of a scalar response variable Y given a Hilbertian random variable X are introduced when the observations are linked with a single-index structure. We establish the pointwise almost complete convergence and the uniform almost complete convergence...
Strongly consistent estimation in dependent errors-in-variables
Structural breaks in dependent, heteroscedastic, and extremal panel data
New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed tests are...
Student's -test for Gaussian scale mixtures.
Study of a least-squares-based algorithm for autoregressive signals subject to white noise.
Subjective Bayesian Multivariate Stratified Sampling From Finite Populations.
Subset selection of the largest location parameter based on -estimates
The problem of selecting a subset of polulations containing the population with the largest location parameter is considered. As a generalization of selection rules based on sample means and on sample medians, a rule based on -estimates of location is proposed. This rule is strongly monotone and minimax, the risk being the expected subset size, provided the underlying density has monotone likelihood ratio. The problem of fulfilling the -condition is solved explicitly only asymptotically, under...
Sufficiency and Unbiased Estimation.
Sufficient conditions for the asymptotic efficiency of estimates
Suffizienz bei Verschiebungsvarianten Schätzproblemen.
Suitability of linearization of nonlinear problems not only in biology and medicine
Biology and medicine are not the only fields that present problems unsolvable through a linear models approach. One way to overcome this obstacle is to use nonlinear methods, even though these are not as thoroughly explored. Another possibility is to linearize and transform the originally nonlinear task to make it accessible to linear methods. In this aricle I investigate an easy and quick criterion to verify suitability of linearization of nonlinear problems via Taylor series expansion so that...
Sumas acumuladas conjuntas. Tablas.
Las Tablas de la Longitud de Ráfaga Media (LRM) para los Gráficos de Control por Sumas Acumuladas (SUMAC) sólo se habían deducido para el control de la media de un proceso distribuido normalmente, si bien también puede salir fuera de control por la variabilidad. Este trabajo describe cómo seleccionar los parámetros de un esquema SUMAC, para la media y desviación tipo muestrales, según la situación bajo control especificada conjuntamente por la media m0 y la desviación tipo σ0, y el estado fuera...
Sur les vitesses exponentielles de décroissance des erreurs des tests de rapport de vraisemblances
Sur l'estimateur des moindres carrés généralisé d'un modèle ARMAX. Application à l'identification des modèles ARMA
Systematic estimation and prediction for processes with bounded sum
Tables for a statistical quality control test
Critical constants for a test of the hypothesis that the mean and the standard deviation of the normal population satisfy the constrains , , are presented. In this setup are prescribed tolerance limits and in a chosen constant.
Tables for the two-sample savage rank test optimal for exponential densities