Related papers: On an Asymptotic Distribution for the MLE
A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method of the proposed class are discussed, we show that the proposed class can be fitted under a reasonable time frame. Our…
Delattre et al. (2013) considered a system of stochastic differential equations (SDEs) in a random effects setup. Under the independent and identical (iid) situation, and assuming normal distribution of the random effects, they established…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
This paper provides a generalization of a classical result obtained by Wilks about the asymptotic behavior of the likelihood ratio. The new results deal with the asymptotic behavior of the joint distribution of a vector of likelihood ratios…
Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…
We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…
A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…
Modularity is a popular metric for quantifying the degree of community structure within a network. The distribution of the largest eigenvalue of a network's edge weight or adjacency matrix is well studied and is frequently used as a…
In arXiv:0907.0079 by Cator and Lopuhaa, an asymptotic expansion for the MCD estimators is established in a very general framework. This expansion requires the existence and non-singularity of the derivative in a first-order Taylor…
Motivated by the home-field advantage in sports, we propose a generalized Bradley--Terry model that incorporates covariate information for paired comparisons. It has an $n$-dimensional merit parameter $\bs{\beta}$ and a fixed-dimensional…
The family of log-concave density functions contains various kinds of common probability distributions. Due to the shape restriction, it is possible to find the nonparametric estimate of the density, for example, the nonparametric maximum…
Understanding the interplay between recombination and resampling is a significant challenge in mathematical population genetics and of great practical relevance. Asymptotic results about the distribution of samples when recombination is…
We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be…
In this paper, we study exponential random graph models subject to certain constraints. We obtain some general results about the asymptotic structure of the model. We show that there exists non-trivial regions in the phase plane where the…
We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matrix Gaussian and matrix $t$-distribution. The test is fast to…
Consider semiparametric models that display local asymptotic exponentiality (Ibragimov and Has'minskii (1981)), an asymptotic property of the likelihood associated with discontinuities of densities. Our interest goes to estimation of the…
Given a sequence of observations from a discrete-time, finite-state hidden Markov model, we would like to estimate the sampling distribution of a statistic. The bootstrap method is employed to approximate the confidence regions of a…
We propose an update estimation method for a diffusion parameter from high-frequency dependent data under a nuisance drift element. We ensure the asymptotic equivalence of the estimator to the corresponding quasi-MLE, which has the…