JSTOR Daily

Asymptotic Nonnull Distributions for Likelihood Ratio Statistics in the Multivariate Normal Patterned Mean and Covariance Matrix Testing Problem

This is a preview. Log in through your library . Abstract The multivariate normal patterned mean and covariance matrix testing problem is studied for general one and k-population hypotheses. T. W.
JSTOR Daily

ASYMPTOTIC DISTRIBUTIONS OF THE BUCKLEY-JAMES ESTIMATOR UNDER NONSTANDARD CONDITIONS

The Buckley-James estimator (BJE) is the most appropriate extension of the least squares estimator (LSE) to the right-censored linear regression model. Lai and Ying (1991) established asymptotic ...
Risk

Operational risk models and asymptotic normality of maximum likelihood estimation

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Nature

An application of bootstrap resampling method to obtain confidence interval for percentile fatness cutoff points in childhood and adolescence overweight diagnoses

To present a resampling approach to obtain confidence intervals (CIs) and the empirical distributions for the studentized regression residuals percentiles when used as cutoff points for overweight and ...
Investopedia

Understanding Log-Normal Distribution: Definition, Uses, and Calculations

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...