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A Large Deviations View of Asymptotic Efficiency for Simulation Estimators
Large Deviations View Asymptotic Efficiency Simulation Estimators
2015/7/6
Consider a simulation estimator α(c) based on expending c units of computer time, to estimate a quantity α. One measure of efficiency is to attempt to minimize P(|α(c)−α|>ε) for large c. This he...
Asymptotic Efficiency of Goodness-of-fit Tests for the Power Function Distribution Based on Puri--Rubin Characterization
Power function distribution,U-statistics characterizations Bahadur efficiency
2012/9/18
We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of U−empirical processes and are based on the classi...
The Sharp Lower Bound of Asymptotic Efficiency of Estimators in the Zone of Moderate Deviation Probabilities
The Sharp Lower Bound Asymptotic Efficiency of Estimators the Zone of Moderate Deviation Probabilities Statistics Theory
2012/6/27
For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidimensional. The lower...
Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
Ordinary differential equations parameters estimation profiling procedure consistency asymptotic normality
2010/3/18
Ordinary differential equations (ODEs) are commonly used to
model dynamic behavior of a system. Because many parameters are
unknown and have to be estimated from the observed data, there
is growing...
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models
Asymptotic Efficiency Null Intercept Measurement Error Regression Models
2009/9/17
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models。
The Asymptotic Efficiency of Improved Prediction Intervals
Asymptotic efficiency estimative prediction limit improvedprediction limit
2010/3/17
Barndorff-Nielsen and Cox (1994, p.319) modify an estimative
prediction limit to obtain an improved prediction limit with better coverage properties.
Kabaila and Syuhada (2008) present a simulation-...
SECOND ORDER ASYMPTOTIC EFFICIENCY IN APARTLY AUTOREGRESSIVE MODEL
Second order asymptotic efficiency part
2007/8/7
Consider the model X_t=X_{t-l}β + g(U_t)+ ε_t for t ≥ 1. Here g is an unknownfUnction, β is an unknown parameter to be estimated and εt are i.i.d. with mean 0 andvariance σ^2 and U_t are i.i.d. random...
ON BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL
bahadur asymptotic efficiency sendparam
2007/8/7
In this paper, authors consider Bahadur asymptotic efficiency of MLE {\bar β}_{ML} of β, which is an unknown parameter vector in the semiparametric regression model Y_i=X_i~T β + g(T_i) + i, where g i...
ASYMPTOTIC EFFICIENCY AND LOCAL OPTIMALITY OF DISTRIBUTION { FREE TESTS BASED ON U- AND V-STATISTICS
U-statistics large deviations Bahadur eÆ ciency local optimality.
2014/6/27
Many well-known goodness-of- t and symmetry tests are based on U- et V-statistics. Recent progress in the analysis of their large deviations enables to nd new expressions for their local Bahadur e...
LOCAL ASYMPTOTIC EFFICIENCY OF SOME GOODNESS-OF-FIT TESTS UNDER SKEW ALTERNATIVES
Bahadur eÆ ciency skew alternative local index Kullback- Leibler information local asymptotic optimality arcsine density
2014/6/27
The eÆciency of most known distribution-free goodness-of- t tests such as Kol- mogorov { Smirnov, Cramer { von Mises and their numerous variants was studied mainly under the classical alternativ...