相关论文: Necessary and Sufficient Condition for Asymptotic …
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…
In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…
This paper establishes a necessary and sufficient condition for the asymptotic normality of the nonparametric estimator of sample coverage proposed by Good [Biometrica 40 (1953) 237--264]. This new necessary and sufficient condition extends…
In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…
We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive that it is often safe to use naive confidence intervals for…
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…
A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…
We prove the asymptotic normality of the standardized number of crossings of a centered stationary mixing Gaussian process when both the level and the time horizon go to infinity in such a way that the expected number of crossings also goes…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…
An asymptotically orthonormal sequence is a sequence which is 'nearly' orthonormal in the sense that it satisfies the Parseval equality up to two constants close to one. In this paper, we explore such sequences formed by normalized…
It is known that the normalized maxima of a sequence of independent and identically distributed bivariate normal random vectors with correlation coefficient $\rho \in (-1,1)$ is asymptotically independent, which may seriously underestimate…
We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Further, we investigate techniques to estimate the associated…
We prove an asymptotic Cram\'er's theorem, that is, if the sequence $(X_{n}+ Y_{n})_{n\geq 1}$ converges in law to the standard normal distribution and for every $n\geq 1$ the random variables $X_{n}$ and $Y_{n}$ are independent, then…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…
In this paper we present a complete asymptotic expansion of a symmetric homogeneous stable (balanced), stabilizable and stabilized mean. By including known asymptotic expansions of parametric means it is shown how the obtained coefficients…
Suppose $X$ and $Y$ are $p\times n$ matrices each with mean $0$, variance $1$ and where all moments of any order are uniformly bounded as $p,n \to \infty$. Moreover, the entries $(X_{ij}, Y_{ij})$ are independent across $i,j$ with a common…
In recent years, the asymptotic normality of some famous combinatorial sequences has been the subject of extensive study. However, the methods used to prove the asymptotic normality of various combinatorial sequences differ significantly.…