搜索结果: 1-9 共查到“理论统计学 Central Limit Theorems”相关记录9条 . 查询时间(0.086 秒)
CENTRAL LIMIT THEOREMS FOR FOUR NEW TYPES OF U-DESIGNS
Central limit theorem correlation controlled U-design nested U-design sliced U-design strong orthogonal array based U-design
2016/1/26
Orthogonal array based Latin hypercube designs, also called U-designs, have been popularly adopted in designing a computer exper-iment. Nested U-designs, sliced U-designs, strong orthogonal array base...
On Functional Central Limit Theorems for Semi-Markov and Related Processes
Semi-Markov processes Markov chains Central limit theorem Martingales Discrete-event systems
2015/7/6
The semi-Markov process (SMP) has long been used as a model for the underlying process of a discrete-event stochastic system. Important refinements of this model include the continuous-time Markov cha...
Central limit theorems for pre-averaging covariance estimators under endogenous sampling times
Central limit theorem Hitting times Market microstructure noise Nonsynchronous observa-tions Pre-averaging Time endogeneity
2013/6/13
We consider two continuous It\^o semimartingales observed with noise and sampled at stopping times in a nonsynchronous manner. In this article we establish a central limit theorem for the pre-averaged...
A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix
Linear spectral statistics central limit theorem centralized sample covari-ance matrix centralizedF-matrix simplified sample covariance matrix simplified F-matrix
2013/6/13
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with the...
Functional random central limit theorems for random walks conditioned to stay positive
Functional random central limit theorems random walks stay positive
2009/9/24
Functional random central limit theorems for random walks conditioned to stay positive。
Central limit theorems on nilpotent Lie groups
Central limit theorems nilpotent Lie groups
2009/9/23
The Lindeberg theorem is derived on stratilied nilpotent
Lie groups; that is a normal convergence theorem for a triangular
system of probability measures in case of bounded (homogemous)
moments of ...
CENTRAL LIMIT THEOREMS FOR RANDOM STAIN
Central Limit Theorem, two-parameter stochastic process, Poisson process, covariance matrix.
2009/9/21
The Central Limit Theorem in R and R" is proved for
two-parameter stochastic process proposed in [6] as a model of a stain
of pollution.
ON THE RANDOM FUNCTIONAL CENTRAL LIMIT THEOREMS WITH ALMOST SURE CONVERGENCE
Almost sure central limit theorem functional random-sum central limit theorem lbgarithmic averages
2009/9/18
In this paper we present functional random-sum central
limit theorems with almost sure convergence for independent nonidentically
distributed random variables. We consider the case where
the summat...
Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
central limit theorem domain of attraction of the normal law explanatory variables large-sample approximate confidenceinterval
2010/4/29
Linear structural error-in-variables models with univariate observations
are revisited for studying modified least squares estimators of
the slope and intercept. New marginal central limit theorems ...