Local asymptotic normality for multivariate linear processes

Asymptotic Behavior of Multivariate Reward Processes with Nonlinear Reward Functions

On Using Asymptotic Critical Values in Testing for Multivariate Normality

Many multivariate statistical methods call upon the assumption of multivariate normality. However, many researchers fail to test this assumption. This omission could be due either to ignorance of the existence of tests of multivariate normality or confusion about which test to use. Although at least 50 tests of multivariate normality exist, relatively little is known about the power of these pr...

Asymptotic normality of linear multiuser receiver outputs

This paper proves large-system asymptotic normality of the output of a family of linear multiuser receivers that can be arbitrarily well approximated by polynomial receivers. This family of receivers encompasses the single-user matched filter, the decorrelator, the minimum mean square error (MMSE) receiver, the parallel interference cancelers, and many other linear receivers of interest. Both w...

Asymptotic Normality in Generalized Linear Mixed Models

Title of dissertation: ASYMPTOTIC NORMALITY IN GENERALIZED LINEAR MIXED MODELS Min Min Doctor of Philosophy, 2007 Dissertation directed by: Professor Paul J. Smith Statistics Program Department of Mathematics Generalized Linear Mixed Models (GLMMs) extend the framework of Generalized Linear Models (GLMs) by including random effects into the linear predictor. This will achieve two main goals of ...

Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes

We prove the Local Asymptotic Mixed Normality property from high frequency observations, of a continuous time process solution of a stochastic differential equation driven by a pure jump Lévy process. The process is observed on the fixed time interval [0, 1] and the parameter appears in the drift coefficient only. We compute the asymptotic Fisher information and find that the rate in the LAMN p...