To analyze the isotonic regression problem for normal means, it is usual to assume that all variances are known or unknown but equal. This paper then studies this problem in the case that there are no conditions imposed on the variances. Suppose that we have data drawn from k independent normal popu
Estimating the asymptotic variance with batch means
β Scribed by Peter W. Glynn; Ward Whitt
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 268 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0167-6377
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu
In order to construct confidence sets for a marginal density f of a strictly stationary continuous time process observed over the time interval [0, T ], it is necessary to have at one's disposal a Central Limit Theorem for the kernel density estimator f T . In this paper we address the question of n
## Abstract In this paper we deal with the prediction theory of longβmemory time series. The purpose is to derive a general theory of the convergence of moments of the nonlinear least squares estimator so as to evaluate the asymptotic prediction mean squared error (PMSE). The asymptotic PMSE of two