Search Results - "Asymptotic normality"

A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise by Zu, Yang

Subjects: “…kernel deconvolution estimator; asymptotic normality; volatility density estimation…”
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An integrated functional Weissman estimator for conditional extreme quantiles by Gardes, Laurent, Stupfler, Gilles

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Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions by El Methni, Jonathan, Stupfler, Gilles

Subjects: “…Asymptotic normality…”
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Minimax estimation of qubit states with Bures risk by Acharya, Anirudh, Guţă, Mădălin

Subjects: “…Quantum tomography; State estimation; Minimax estimation; Bures distance; Quantum relative entropy; Local asymptotic normality…”
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Extreme M-quantiles as risk measures: from L1 to Lp optimization by Daouia, Abdelaati, Girard, Stéphane, Stupfler, Gilles

Subjects: “…Asymptotic normality; Dependent observations; Expectiles; Extrapolation; Extreme values; Heavy tails; Lp optimization; Mixing; Quantiles; Tail risk…”
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Fisher informations and local asymptotic normality for continuous-time quantum Markov processes by Catana, Catalin, Bouten, Luc, Guţă, Mădălin

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ADAPTIVE VARYING-COEFFICIENT LINEAR MODELS FOR STOCHASTIC PROCESSES: ASYMPTOTIC THEORY by Lu, Zudi, Tjostheim, D., YAO, Q.

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