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On the asymptotic distribution of the Moran I test statistic withapplications
Moran I test Spatial autocorrelation Asymptotic distribution Central limit theorem
2015/9/24
By far, the most popular test for spatial correlation is the one based on Moran’s (1950) I test statistic. Despite this, the available results in the literature concerning the large sample distributio...
Asymptotic Distribution of MisspeciÖed Random E§ects Estimator for a Dynamic Panel Model with Fixed E§ects When Both n and T are Large
panel model random e§ects
2015/9/22
We consider a dynamic panel AR(1) model with Öxed e§ects when both n and T are large. It is shown
that the MLE motivated by the random e§ects assumption is asymptotically unbiased even when the
...
A universal approximate cross-validation criterion and its asymptotic distribution
AIC cross entropy crossvalidation estimator choice Kullback-Leibler risk model selection ordered categorical observations psychometric tests
2012/6/29
A general framework is that the estimators of a distribution are obtained by minimizing a function (the estimating function) and they are assessed through another function (the assessment function). T...
Asymptotic distribution of motifs in a stochastic context-free grammar model of RNA folding
Asymptotic distribution of motifs stochastic context-free grammar model of RNA folding Biomolecules
2012/5/2
We analyze the distribution of RNA secondary structures given by the Knudsen-Hein stochastic context-free grammar used in the prediction program Pfold. We prove that the distribution of base pairs, he...
The asymptotic distribution of the length of Beta-coalescent trees
Beta-coalescent coupling, point process stable distribution Probability
2011/9/6
Abstract: We derive the asymptotic distribution of the total length $L_n$ of a Beta($2-\alpha,\alpha$)-coalescent tree for $1<\alpha < 2$, starting from $n$ individuals. There are two regimes: If $\al...
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
Density estimation Kullback–Leibler divergence
2011/7/6
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model.
Asymptotic Distribution Of The Roots Of The Ehrhart Polynomial Of The Cross-Polytope
Asymptotic Distribution Roots Of The Ehrhart Polynomial eCross-Polytope
2011/1/20
We use the method of steepest descents to study the root distribution of the Ehrhart polynomial of the d-dimensional cross-polytope, namely Ld, as d ! 1. We prove that the distribution function of the...
On the asymptotic distribution of the singular values of powers of random matrices
asymptotic distribution singular values of powers of random matrices
2011/1/21
We consider powers of random matrices with independent entries. Let Xij , i, j ≥ 1,be independent complex random variables with EXij = 0 and E|Xij |2 = 1 and let X denote an n×n matrix with [X]ij = Xi...
On the asymptotic distribution of singular values of products of large rectangular random matrices
asymptotic distribution of singular values of products large rectangular random matrices
2011/1/21
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is com...
On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix
On Jiang's asymptotic distribution correlation matrix
2010/11/19
Let $ \{X, X_{k,i}; i \geq 1, k \geq 1 \}$ be a double array of nondegenerate i.i.d. random variables and let $\{p_{n}; n \geq 1 \}$ be a sequence of positive integers such that $n/p_{n}$ is bounded a...
Asymptotic distribution of conical-hull estimators of directional edges
Asymptotic distribution conical-hull estimators directional edges
2010/10/14
Nonparametric data envelopment analysis (DEA) estimators have been widely applied in analysis of productive efficiency. Typically they are defined in terms of convex-hulls of the observed combinations...
ASYMPTOTIC DISTRIBUTION OF UNBIASED LINEAR ESTIMATORS IN THE PRESENCE OF HEAVY-TAILED STOCHASTIC REGRESSORS AND RESIDUALS
Asymptotic distribution rate of convergence stochastic regressor stable non-Gaussian
2009/9/18
Under the symmetric a-stable distributional assumption
for the disturbances, Blattberg and Sargent [3] consider unbiased linear
estimators for a regression model with non-stochastic regressors.
We ...
Asymptotic Distribution of Coordinates on High Dimensional Spheres
Asymptotic Distribution Coordinates Dimensional Sphere
2009/3/27
The coordinates xi of a point x = (x1, x2,..., xn) chosen at random according to a uniform distribution on the l2(n)-sphere of radius n1/2 have approximately a normal distribution when n is large. The...
Asymptotic Distribution of Coordinates on High Dimensional Spheres
Asymptotic Distribution Coordinates Dimensional Spheres
2009/3/23
The coordinates xi of a point x = (x1, x2,..., xn) chosen at random according to a uniform distribution on the l2(n)-sphere of radius n1/2 have approximately a normal distribution when n is large. The...
Seismicity assessment for the different regions in and around Turkey based on instrumental data: Gumbel first asymptotic distribution and Gutenberg-Richter cumulative frequency law
Seismicity assessment instrumental data Gutenberg-Richter cumulative frequency law
2009/12/29
The evaluation of the seismicity in 24 seismic regions, in which Turkey and adjacent areas divided, is carried out. For this purpose two methods are adopted. The first is the "whole process" which fol...