Asymptotic distribution of conical-hull estimators of directional edges

The Asymptotic Distribution of Estimators with Overlapping Simulation Draws

In this paper we study the asymptotic distribution of simulation estimators where the same set of simulation draws are used for all observations under general conditions that do not require the function used in the simulation to be smooth. We consider two cases: estimators that solve a system of simulated moments and estimators that maximize a simulated likelihood. Many simulation estimators us...

Asymptotic Distribution of Factor Augmented Estimators for Panel Regression∗

In this paper we derive asymptotic theory for linear panel regression augmented with estimated common factors. We give conditions under which the estimated factors can be used in place of the latent factors in the regression equation. For the principal component estimates of the factor space it is shown that these conditions are satisified when T/N → 0 and N/T 3 → 0 under regularity. Monte-Carl...

Asymptotic Distribution of Divergence Measure with Applications

asymptotic property of order statistics and sample quntile

چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...

Asymptotic Distributions of Estimators of Eigenvalues and Eigenfunctions in Functional Data

Functional data analysis is a relatively new and rapidly growing area of statistics. This is partly due to technological advancements which have made it possible to generate new types of data that are in the form of curves. Because the data are functions, they lie in function spaces, which are of infinite dimension. To analyse functional data, one way, which is widely used, is to employ princip...