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On the asymptotic normality of frequency polygons for strongly mixing spatial processes

Machkouri, Mohamed El - In: Statistical Inference for Stochastic Processes 16 (2013) 3, pp. 193-206

This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing … conditions on the width bins and provides a simple criterion on the mixing coefficients. In particular, we improve in several …

Persistent link: https://www.econbiz.de/10010992896

Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric Reviews 30 (2011) 1, pp. 88-108

mixing sequences that have been obtained in the probabilistic literature in the last fifty years or so with a view towards …

Persistent link: https://www.econbiz.de/10008691631

Exact Rosenthal-type inequalities for p=3, and related results

Pinelis, Iosif - In: Statistics & Probability Letters 83 (2013) 12, pp. 2634-2637

An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results. Such results are useful in applications to Berry–Esseen bounds.

Persistent link: https://www.econbiz.de/10010709056

Robust confidence regions for incomplete models

Epstein, Larry G.; Kaido, Hiroaki; Seo, Kyoungwon - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 5, pp. 1799-1838

Persistent link: https://www.econbiz.de/10011741992

Affiliation, equilibrium existence and revenue ranking of auctions

De Castro, Luciano I. - 2010

Affiliation has been a prominent assumption in the study of economic models with statistical dependence. Despite its large number of applications, especially in auction theory, affiliation has limitations that are important to be aware of. This paper shows that affiliation is a restrictive...

Persistent link: https://www.econbiz.de/10010282914