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Akademický článek
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A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number of legs we
Externí odkaz:
http://arxiv.org/abs/1609.08710
Autor:
Csorgo, Miklos, Nasari, Masoud M
In this paper we introduce randomized $t$-type statistics that will be referred to as randomized pivots. We show that these randomized pivots yield central limit theorems with a significantly smaller magnitude of error as compared to that of their cl
Externí odkaz:
http://arxiv.org/abs/1404.5671
In this paper we introduce randomized pivots for the means of short and long memory linear processes. We show that, under the same conditions, these pivots converge in distribution to the same limit as that of their classical non-randomized counterpa
Externí odkaz:
http://arxiv.org/abs/1309.4158
Autor:
Csorgo, Miklos, Nasari, Masoud M
In this paper we introduce the concept of bootstrapped pivots for the sample and the population means. This is in contrast to the classical method of constructing bootstrapped confidence intervals for the population mean via estimating the cutoff poi
Externí odkaz:
http://arxiv.org/abs/1307.5476
Autor:
Csorgo, Miklos, Hu, Zhishui
This paper studies the problem of testing the null assumption of no-change in the mean of chronologically ordered independent observations on a random variable $X$ {\it versus} the at most one change in the mean alternative hypothesis. The approach t
Externí odkaz:
http://arxiv.org/abs/1304.1370
Autor:
Csorgo, Miklos, Nasari, Masoud M.
This paper is mainly concerned with asymptotic studies of weighted bootstrap for u- and v-statistics. We derive the consistency of the weighted bootstrap u- and v-statistics, based on i.i.d. and non i.i.d. observations, from some more general results
Externí odkaz:
http://arxiv.org/abs/1210.2757
Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $\mu=E X$. Let ${v_1^{(n)},...,v_n^{(n)}}_{n=1}^\infty$ be vectors of non-negative random variables (weights), independent of the data sequence ${X_1,...,X_n}_{n=1}^\infty$, and pu
Externí odkaz:
http://arxiv.org/abs/1209.4089
Autor:
Csorgo, Miklos, Zitikis, Ricardas
Publikováno v:
The Annals of Statistics, 1996 Aug 01. 24(4), 1717-1739.
Externí odkaz:
https://www.jstor.org/stable/2242746
