Jackknife covariance matrix estimation for observations from mixture
A general jackknife estimator for the asymptotic covariance of moment estimators is considered in the case when the sample is taken from a mixture with varying concentrations of components. Consistency of the estimator is demonstrated. A fast algorithm for its calculation is described. The estimator...
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| Автори: | , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
VTeX
2019-11-01
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| Серія: | Modern Stochastics: Theory and Applications |
| Предмети: | |
| Онлайн доступ: | https://www.vmsta.org/doi/10.15559/19-VMSTA145 |
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