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Estimation of the Maximum of a Convolution of Bounded Densities

✍ Scribed by Rogozin, B. A.


Book ID
118224632
Publisher
Society for Industrial and Applied Mathematics
Year
1988
Tongue
English
Weight
717 KB
Volume
32
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES


Estimation of the maximum and minimum in
✍ Adam T. Martinsek πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 140 KB

Estimation of the maximum and minimum is considered in a random coe cient autoregressive model for bounded data. Limiting distributions and conΓΏdence intervals are obtained, for nonrandom sample sizes and also for a stopping rule designed to achieve su cient precision of the estimates.