搜索结果: 1-15 共查到“理论统计学 weak convergence”相关记录15条 . 查询时间(0.066 秒)
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
bootstrap copula epigraph hypograph stable tail dependence function minimum distance estimation weak convergence
2013/6/14
For copulas whose partial derivatives are not continuous everywhere on the interior of the unit cube, the empirical copula process does not converge weakly with respect to the supremum distance. This ...
Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions
Statistics Theory (math.ST)
2010/12/17
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hy...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Methodology (stat.ME) Statistics Theory (math.ST)
2010/12/17
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties of Markov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independe...
A note on weak convergence of random step processes
Weak convergence of semimartingales diffusion process
2010/4/26
First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion...
Weak convergence of an empirical monotonic dependence function under dependence
Weak convergence an empirical monotonic dependence function under dependence
2009/9/24
Weak convergence of an empirical monotonic dependence function under dependence。
Weak convergence of random sums of infima of independent random variables
Weak convergence random sums independent random variables
2009/9/24
Weak convergence of random sums of infima of independent random variables。
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables
Weak convergence the Brownian motion independent random variables
2009/9/23
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables。
Weak convergence under mapping。
On weak convergence of one-dimensional diffusions with time-dependent coefficients
weak convergence of one-dimensional diffusions time-dependent coefficients
2009/9/22
We investigate stability, with respect to convergence of
coefficients, of one-dimensional It6 diRussions as well as one-dimensionat
diffusions wrresponding to second order divergence form operators....
Conditioning and weak convergence
weak convergence conditional expectation pseudo-martingale
2009/9/22
Several connections between the weak convergence of
random variables, convergence of their distributions and conditioning
have been described.
Weak convergence of random vectors and distributions in Banach spaces
Distributions in Banach spaces weak limits of random vectors weak limits of distributions
2009/9/21
Let (5,J be a sequence of random vectors with values in
a Banach space X with distributions pen weakly converging to a given
distribution p. We characterize a general form of a distribution of
a we...
Weak convergence of some randomly indexed empirical processes
Kac empirical procesg random sample size genetalized P-Brownian fields Donsker classes
2009/9/21
In this paper, we shall be concerned with weak convergence
of the randomly indexed versions of the standard and 'Fndependence"
empirical processes, in the general framework of stochastic
processes ...
Weak Convergence of Reflected Brownian Motions
Brownian Motions Convergence mild technical assumptions
2009/5/8
We show that if a sequence of domains $D_k$ increases to a domain $D$ then the reflected Brownian motions in $D_k$'s converge to the reflected Brownian motion in $D$, under mild technical assumptions....
We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin o...
Kalman Filtering with Intermittent Observations：Weak Convergence to a Stationary Distribution
Kalman Filtering Intermittent Observations Weak Convergence Stationary Distribution
2010/3/19
The paper studies the asymptotic behavior of Random Algebraic Riccati Equations (RARE) arising
in Kalman filtering when the arrival of the observations is described by a Bernoulli i.i.d. process. We ...