Asymptotic normality under transformations. A result with Bayesian applications
โ Scribed by Manuel Mendoza
- Book ID
- 112782001
- Publisher
- CrossRef test prefix
- Year
- 1994
- Tongue
- English
- Weight
- 358 KB
- Volume
- 3
- Category
- Article
- ISSN
- 1234-5678
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, we consider an asymptotic normality problem for a vector stochastic difference equation of the form where B is a stable matrix, and E n ร n 0, a n is a positive real step size sequence with a n ร n 0, n=1 a n = , and a &1 n+1 &a &1 n ร n \* 0, u n is an infinite-term moving average p
Motivated by regression analysis of censored survival data, we develop herein a general asymptotic distribution theory for estimators defined by estimating equations of the form \(\sum_{i=1}^{n} \xi\left(w_{i}, \theta, \hat{G}_{n}\right)=0\), in which \(w_{i}\) represents observed data, \(\theta\) i