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Asymptotic Distribution of
"... Abstract Under normality, an asymptotic distribution of sample covariance determinant will be derived. We show that this asymptotic distribution is more applicable in practice than the classical one. This will justify its usefulness in inferential study and other applications in a more comprehensive ..."
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Abstract Under normality, an asymptotic distribution of sample covariance determinant will be derived. We show that this asymptotic distribution is more applicable in practice than the classical one. This will justify its usefulness in inferential study and other applications in a more
On the Asymptotic Distribution of the
"... For the purpose to analyze the stochastic property of parameters in multilayered perceptrons or other learning machines, we deal with simpler models and derive the asymptotic distribution of the least squares estimators of their parameters. In case that the model is nonidentified, we show differen ..."
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For the purpose to analyze the stochastic property of parameters in multilayered perceptrons or other learning machines, we deal with simpler models and derive the asymptotic distribution of the least squares estimators of their parameters. In case that the model is nonidentified, we show
ON THE ASYMPTOTIC DISTRIBUTION OF USTATISTICS by
"... The asymptotic distribution of a Ustatistic is found in the case when the corresponding Von Mises functional is stationary of order I. Practical methods for the tabulation of the limit distributions are discussed, and the results extended to certain incomplete Ustatistics. Key Words and Phrases: a ..."
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The asymptotic distribution of a Ustatistic is found in the case when the corresponding Von Mises functional is stationary of order I. Practical methods for the tabulation of the limit distributions are discussed, and the results extended to certain incomplete Ustatistics. Key Words and Phrases
On The Asymptotic Distribution of Radial Eigenvalues
"... Abstract In this paper we find the asymptotic distribution of eigenvalues for the radial pLaplacian in R N , −∆pu = −div(∇u p−2 ∇u) = (λ−q(x)u p−2 u when the potential q is increasing. ..."
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Abstract In this paper we find the asymptotic distribution of eigenvalues for the radial pLaplacian in R N , −∆pu = −div(∇u p−2 ∇u) = (λ−q(x)u p−2 u when the potential q is increasing.
Asymptotic Distributions On Super Riemann Surfaces
, 1996
"... The Selberg supertrace formula for super Riemann surfaces is used to derive asymptotic distributions for the asymptotic distribution of the number N() (jj !1) of eigenvalues of the DiracLaplace operator on super Riemann surfaces, and for the asymptotic distribution of the number N(N) (N ! 1) f ..."
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The Selberg supertrace formula for super Riemann surfaces is used to derive asymptotic distributions for the asymptotic distribution of the number N() (jj !1) of eigenvalues of the DiracLaplace operator on super Riemann surfaces, and for the asymptotic distribution of the number N(N) (N ! 1
THE ASYMPTOTIC DISTRIBUTION OF FROBENIUS NUMBERS
, 2009
"... The Frobenius number F(a) of an integer vector a with positive coprime coefficients is defined as the largest number that does not have a representation as a positive integer linear combination of the coefficients of a. We show that if a is taken to be random in an expanding ddimensional domain, t ..."
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Cited by 15 (3 self)
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, then F(a) has a limit distribution, which is given by the probability distribution for the covering radius of a certain simplex with respect to a (d − 1)dimensional random lattice. This result extends recent studies for d = 3 by Arnold, BourgainSinai and ShurSinaiUstinov. The key features of our
Stochastic Growth: Asymptotic Distributions
, 2003
"... this paper, (1) is said to satisfy the law of large numbers if, for any Lipschitz function g : X R, N g(x)#(dx) (3) Palmost surely as N ## ..."
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Cited by 4 (2 self)
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this paper, (1) is said to satisfy the law of large numbers if, for any Lipschitz function g : X R, N g(x)#(dx) (3) Palmost surely as N ##
Asymptotic Distribution of Variance Decompositions
, 2008
"... Abstract: This note discusses how to compute the asymptotic covariance matrix for a forecast error variance decomposition. The theory relies on having an estimate of the asymptotic covariance matrix for the impulse response function and on the variance of structural shocks being normalized to unity ..."
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Abstract: This note discusses how to compute the asymptotic covariance matrix for a forecast error variance decomposition. The theory relies on having an estimate of the asymptotic covariance matrix for the impulse response function and on the variance of structural shocks being normalized
Asymptotic distribution of the Markowitz portfolio
 Privately Published, 2013. URL http://arxiv.org/abs/1312.0557
"... ar ..."
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