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Computer-intensive rate estimation, diverging statistics and scanning

Author
MCELROY, Tucker1 ; POLITIS, Dimitris N2
[1] U.S. BUREAU OF THE CENSUS STATISTICAL RESEARCH DIVISION 4700 SILVER HILL ROAD, Washington, DC 20233-9100, United States
[2] DEPARTMENT OF MATHEMATICS UNIVERSITY OF CALIFORNIA, SAN DIEGO, La Jolla California 92093-0112, United States
Source

Annals of statistics. 2007, Vol 35, Num 4, pp 1827-1848, 22 p ; ref : 21 ref

CODEN
ASTSC7
ISSN
0090-5364
Scientific domain
Mathematics
Publisher
Institute of Mathematical Statistics, Hayward, CA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Estimation non paramétrique Estimation paramètre Estimation statistique Etude théorique Méthode moindre carré Méthode statistique Queue dense Queue distribution Simulation statistique Valeur extrême 62G32 Processus mémoire longue
Keyword (en)
Non parametric estimation Parameter estimation Statistical estimation Theoretical study Least squares method Statistical method Heavy tail Distribution tail Statistical simulation Extreme value Long memory process
Keyword (es)
Estimación no paramétrica Estimación parámetro Estimación estadística Estudio teórico Método cuadrado menor Método estadístico Cola pesada Cola distribución Simulación estadística Valor extremo
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
19095434

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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