Search Results - subject:"random sample size"

A comment on: "Autoregressive conditional duration : a new model for irregularly spaced transaction data"

Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 2, pp. 719-729

Persistent link: https://www.econbiz.de/10015401165

Limit laws for maxima of a stationary random sequence with random sample size

Freitas, A.; Hüsler, J.; Temido, M. - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 1, pp. 116-131

Persistent link: https://www.econbiz.de/10010994245

Estimation of reliability in a parallel system with random sample size

Gupta, Ramesh C.; Ghitany, M.E.; Al-Mutairi, D.K. - In: Mathematics and Computers in Simulation (MATCOM) 83 (2012) C, pp. 44-55

In this paper, we derive the distribution of life length of a parallel system with random number of components when the life distribution of each component follows a Weibull distribution and the number of components follows a Poisson distribution truncated at zero. For two independent such...

Persistent link: https://www.econbiz.de/10010869915

Asymptotic properties of random extremes under general normalization from nonidentical distributions

Barakat, H.M.; Nigm, E.M.; El-Adll, M.E. - In: Metrika 59 (2004) 3, pp. 275-287

normalization) of random number of independent (nonidentically distributed) random variables. When the random sample size is assumed … limit forms as well as the sufficient conditions of convergence are derived. Moreover, when the random sample size is …

Persistent link: https://www.econbiz.de/10005756338

Approximate asymptotic Bahadur efficiency of independence tests with random sample size.

Begin, L.; Nikitin, Ya. Yu. - International Centre for Economic Research (ICER) - 2001

We compare various kinds of independence tests on samples with random size, in order to provide practitioners with some guidance for their choice based on approximate Bahadur efficiency. Such results are obtained for a wide class of distributions of random index; the efficiency slopes of the...

Persistent link: https://www.econbiz.de/10005427059

Approximate asymptotic Bahadur efficiency of independence tests with random sample size

Beghin, L.; Nikitin, Y. - In: Statistical Methods and Applications 8 (1999) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10008497247

Iterated probability distributions and extremes with random sample size

Rauhut, B. - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 145-155

Persistent link: https://www.econbiz.de/10005760246

On estimating domain totals over a subpopulation

He, Kun - In: Annals of the Institute of Statistical Mathematics 47 (1995) 4, pp. 637-644

Persistent link: https://www.econbiz.de/10005616382