✦ LIBER ✦

Martingale representations of the Lynden-Bell estimator with applications

✍ Scribed by E. Strzalkowska-Kominiak; W. Stute

Book ID: 108267608
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 419 KB
Volume: 79
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2008.10.038

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some properties of the Lynden-Bell estim

Some properties of the Lynden-Bell estimator with truncated data

✍ Ao Yuan 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 396 KB

The Lynden-Bell and Katz definition of g

The Lynden-Bell and Katz definition of gravitational energy: Applications to singular solutions

✍ Fernando de Felice; Yunqiang Yu; Sandro Coriasco 📂 Article 📅 1994 🏛 Springer US 🌐 English ⚖ 476 KB

Strong Representations of the Survival F

Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications

✍ I. Gijbels; J.L. Wang 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 514 KB

A strong i.i.d. representation is obtained for the product-limit estimator of the survival function based on left truncated and right censored data. This extends the result of Chao and Lo (1988, Ann. Statist. 16, 661-668) for truncated data. An improved rate of the approximation is also obtained on

Analysis and Estimation of the States of

Analysis and Estimation of the States of Special Jump Markov Processes. I. Martingale Representation

✍ A. V. Borisov 📂 Article 📅 2004 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 177 KB

One application of the representation th

One application of the representation the orem for martingales: Isomorphism for flows of processes with independent increments

✍ A. Benveniste; J. Jacod 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 483 KB

Representations of the Absolute Value Fu

Representations of the Absolute Value Function and Applications in Gaussian Estimates

✍ Wei, Ang 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 199 KB