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  • Search: subject:"double sum"
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Year of publication
Subject
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confidence band 2 double sum 2 extreme value 2 local linear estimator 2 strong approximation 2 Change-point detection 1 Cramér series 1 Double sum method 1 Erdős–Rényi law 1 Extreme value theory 1 Gumbel distribution 1 Increments of random walks 1 Karhunen-Loève L2 representation 1 Karhunen-Loève L² representation 1 Langzeitstudie 1 Large deviations 1 Longitudinal data 1 Moderate deviations 1 Multiscale scan statistic 1 Schätztheorie 1 Subgaussian distributions 1 Theorie 1 longitudinal data 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
All
Working Paper 1
Language
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English 2 Undetermined 1
Author
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Härdle, Wolfgang Karl 2 Yang, Lijian 2 Zheng, Shuzhuan 2 Kabluchko, Zakhar 1 Wang, Yizao 1
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Stochastic Processes and their Applications 1
Source
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RePEc 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
A Confidence Corridor for Sparse Longitudinal Data Curves
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang Karl - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...
Persistent link: https://www.econbiz.de/10008776045
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Cover Image
A confidence corridor for sparse longitudinal data curves
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang Karl - 2010
Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...
Persistent link: https://www.econbiz.de/10010281570
Saved in:
Cover Image
Limiting distribution for the maximal standardized increment of a random walk
Kabluchko, Zakhar; Wang, Yizao - In: Stochastic Processes and their Applications 124 (2014) 9, pp. 2824-2867
standardized increments by the double sum method. …
Persistent link: https://www.econbiz.de/10011064905
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