Search Results

Convergence rate of Krasulina estimator,
Jiangning Chen, in Statistics & Probability Letters (2019)
Keywords: PCA; Incremental; Online updating; Covariance matrix; Rate of convergence; Adaptive estimation;

Rates of convergence of quadratic rank statistics,
Marie Husková, in Journal of Multivariate Analysis (1977)
Keywords: rate of convergence quadratic rank statistics hypothesis of randomness

Convergence rates of monotone conditional quantile estimators,
Hari Mukerjee, in Statistics & Probability Letters (1992)
Keywords: Monotone conditional quantile convergence rate

Some results concerning the rates of convergence of random walks on finite group,
Jack J. Dai, in Statistics & Probability Letters (1998)
Keywords: Random walk Rate of convergence

Non-linear convergence in Asian interest rates and inflation rates,
Khalid Kisswani and Salah Nusair, from University Library of Munich, Germany (2011)
Keywords: interest rates convergence; inflation convergence; nonlinear unit root tests

The exponential rates of convergence of posterior distributions,
James Fu and Robert Kass, in Annals of the Institute of Statistical Mathematics (1988)
Keywords: Bayesian, posterior probability, exponential rate, f-uniform convergence, Q-uniform convergence,

On Convergence Rates of Some Limits,
Edward Omey and Meitner Cadena, in Mathematics (2020)
Keywords: slowly varying; monotony in the Zygmund sense; class Γ a ( g ); self-neglecting function; convergence rates

On the rate of convergence of the ECME algorithm,
Abdallah Mkhadri, in Statistics & Probability Letters (1998)
Keywords: Incomplete data Missing data EM algorithm ECM algorithm ECME algorithm Rate of convergence

Convergence Rates for Logspline Tomography,
Ja-Yong Koo, in Journal of Multivariate Analysis (1998)
Keywords: logspline models, tensor product B-splines, positron emission tomography, projection-slice theorem, Besov space, rate of convergence

Rate of convergence of bootstrapped empirical measures,
Yongzhao Shao, in Statistics & Probability Letters (2001)
Keywords: Bi-partite matching Bootstrap Empirical measure Rate of convergence

Convergence rates for critical point regularization,
Daniel Obmann and Markus Haltmeier, in Applied Mathematics and Computation (2024)
Keywords: Inverse problems; Regularization; Critical points; Convergence rates; Variational methods;

Rates in the complete convergence of bootstrap means,
Sándor Csörgo, in Statistics & Probability Letters (2003)
Keywords: Bootstrap means Almost sure conditional complete convergence Rates Asymptotics

Did the unemployment rates converge in the EU?,
László Kónya, in Empirical Economics (2020)
Keywords: European Union, Unemployment rate, Convergence, Structural break, Unit root

Rate of Convergence of Intermediate Order Statistics,
Shihong Cheng, Laurens de Haan and Xin Huang, in Journal of Theoretical Probability (1997)
Keywords: Rate of convergence, intermediate order statistics, uniform metric, total variation metric

Rates of Convergence of Means of Euclidean Functionals,
Yooyoung Koo and Sungchul Lee, in Journal of Theoretical Probability (2007)
Keywords: Rate of convergence, Minimal matching, Minimal spanning tree, Traveling salesman problem

Rates of Convergence to Stationarity for Reflected Brownian Motion,
Jose Blanchet and Xinyun Chen, in Mathematics of Operations Research (2020)
Keywords: reflected Brownian motion; rate of convergence; mixing time

Effects of heterogeneous convergence rate on consensus in opinion dynamics,
Changwei Huang, Qionglin Dai, Wenchen Han, Yuee Feng, Hongyan Cheng and Haihong Li, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Opinion dynamics; Bounded confidence; Heterogeneous convergence rate;

On convergence rates and the expectation of sums of random variables,
R. A. Maller, in Stochastic Processes and their Applications (1978)
Keywords: Convergence rates optimal stopping law of the iterated logarithm

On convergence rates of averages of weakly dependent random variables,
Gwo Dong Lin, in Statistics & Probability Letters (1993)
Keywords: Convergence rate cr-inequality weakly dependent sequence

Rate of convergence of the spline estimates for Markov chains,
Prabir Burman, in Statistics & Probability Letters (1989)
Keywords: Markov chain B-spline rate of convergence

Convergence rates of kernel density estimates in particle filtering,
David Coufal, in Statistics & Probability Letters (2019)
Keywords: Particle filtering; Kernel density estimates; Convergence rates;

Rates of convergence in the free central limit theorem,
Makoto Maejima and Noriyoshi Sakuma, in Statistics & Probability Letters (2023)
Keywords: Free probability; Central limit theorem; Rate of convergence;

Conditioned rates of convergence in the CLT for sums and maximum sums,
Ibrahim A. Ahmad, in Journal of Multivariate Analysis (1981)
Keywords: Conditional approximation rates of converge maximum partial sum

Assessment of the exchange rate convergence in Euro-candidate countries,
Daniel Stavarek, in The AMFITEATRU ECONOMIC journal (2009)
Keywords: exchange rate, convergence, correlation, GARCH, euro-candidates

Exchange Rates, Policy Convergence and the European Monetary System,
Ronald MacDonald and Mark Taylor, from C.E.P.R. Discussion Papers (1990)
Keywords: European Monetary System; Exchange Rates; Policy Convergence

Convergence of Discrete Time Options Pricing Models under Stochastic Rates,
J.P. Lesne, Jean-Luc Prigent and Olivier Scaillet, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1997)
Keywords: PRICES ; INTEREST RATE ; ECONOMETRICS ; CONVERGENCE

Rates of superlinear convergence for classical quasi-Newton methods,
Anton, Rodomanov and Yurii, Nesterov, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2020)
Keywords: quasi-Newton methods, convex Broyden class, DFP, BFGS, superlinear convergence, local convergence, rate of convergence

Rates of superlinear convergence for classical quasi-Newton methods,
Anton, Rodomanov and Yurii, Nesterov, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2020)
Keywords: quasi-Newton methods, convex Broyden class, DFP, BFGS, superlinear convergence, local convergence, rate of convergence

Rates of superlinear convergence for classical quasi-Newton methods,
Anton Rodomanov and Yurii Nesterov, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2023)
Keywords: Quasi-Newton methods ; Convex Broyden class ; DFP ; BFGS ; Superlinear convergence ; Local convergence ; Rate of convergence

Convergence Rates for the Relaxed Peaceman-Rachford Splitting Method on a Monotone Inclusion Problem,
Chee-Khian Sim, in Journal of Optimization Theory and Applications (2023)
Keywords: Relaxed Peaceman–Rachford splitting method, Maximal strong monotonicity, Convergence, Pointwise convergence rate, R-linear convergence rate

Quenched convergence rates for a supercritical branching process in a random environment,
Xiaoyue Zhang and Wenming Hong, in Statistics & Probability Letters (2022)
Keywords: Branching process; Random environment; Martingale; Convergence rates; Almost sure convergence;

Trade and the rate of income convergence,
Dan Ben-David and Ayal Kimhi, in The Journal of International Trade & Economic Development (2001)
Keywords: Trade, convergence,

Rates of convergence of some estimators in a class of deconvolution problems,
Leonard A. Stefanski, in Statistics & Probability Letters (1990)
Keywords: Deconvolution density estimation mean squared error measurement error rates of convergence uniform convergence

Polynomial Convergence Rates of Piecewise Deterministic Markov Processes,
Gareth O. Roberts and Jeffrey S. Rosenthal, in Methodology and Computing in Applied Probability (2023)
Keywords: PDMP, MCMC, Bouncy Particle sampler, Zig Zag algorithm, Convergence rate, Polynomial convergence, Infinitesimal generator, Drift condition

Convergence rate for a class of supercritical superprocesses,
Rongli Liu, Yan-Xia Ren and Renming Song, in Stochastic Processes and their Applications (2022)
Keywords: Supercritical superprocess; Convergence rate; Infinite variance; Spine decomposition; Principal eigenvalue; Eigenfunction;

Exchange Rate Risk and Convergence to the Euro,
Lucjan Orlowski, from University Library of Munich, Germany (2005)
Keywords: exchange rate risk, inflation targeting, monetary convergence, euro area, new EU Member States

Exchange rate risk and convergence to the Euro,
Lucjan Orlowski, from University of Bonn, ZEI - Center for European Integration Studies (2004)
Keywords: exchange rate risk, inflation targeting, monetary convergence, euro area, new EU Member States

On a Gradient Flow with Exponential Rate of Convergence,
Hadi Khatibzadeh, in Journal of Optimization Theory and Applications (2013)
Keywords: Rate of convergence, Convex function, Subdifferential, Convex minimization problem, Evolution equation, Gradient flow

ECM-algorithms that converge at the rate of EM,
Joe Sexton and Anders Rygh Swensen, from Statistics Norway, Research Department (1999)
Keywords: EM algorithm; ECM algorithm; ECME algorithm; missing data; conjugate directions algorithm; orthogonal parameters; rate of convergence.

Convergence rates in strong ergodicity for Markov processes,
Yong-Hua Mao, in Stochastic Processes and their Applications (2006)
Keywords: Markov process Strong ergodicity Coupling Convergence rate Spectral gap

On optimal convergence rate of empirical Bayes tests,
T.C.Ta Chen Liang, in Statistics & Probability Letters (2004)
Keywords: Asymptotically optimal Empirical Bayes Minimax regret Optimal convergence rate

Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes,
Serge Guillas, in Statistics & Probability Letters (2001)
Keywords: Hilbert space Autoregressive processes Estimation Rate of convergence Functional data

Rates of convergence for the pre-asymptotic substitution bandwidth selector,
Jianqing Fan and Li-Shan Huang, in Statistics & Probability Letters (1999)
Keywords: Bandwidth selection Convergence rate Local polynomial regression Kernel density estimation

Rate-of-convergence in the multivariate max-stable limit theorem,
Makoto Maejima and Svetlozar T. Rachev, in Statistics & Probability Letters (1997)
Keywords: Multivariate max-stable distribution Rate of convergence Probability metrics

Distributional convergence of M-estimators under unusual rates,
Miguel A. Arcones, in Statistics & Probability Letters (1994)
Keywords: M-estimator Empirical process Rate of convergence Lp-median

Rates of convergence of extremes from skew-normal samples,
Xin Liao, Zuoxiang Peng, Saralees Nadarajah and Xiaoqian Wang, in Statistics & Probability Letters (2014)
Keywords: Extreme value distribution; Maximum; Rate of convergence; Skew-normal distribution;

Bounds on the rate of convergence for Markovian queuing models with catastrophes,
Alexander Zeifman, in Statistics & Probability Letters (2021)
Keywords: Continuous-time Markov chains; Catastrophes; Queueing models; Rate of convergence;

Rates of Convergence for Spline Estimates of Additive Principal Components,
Nour Eddin El Faouzi and Pascal Sarda, in Journal of Multivariate Analysis (1999)
Keywords: additive principal components nonlinear transformations additive splines rate of convergence

Rates of convergence in multivariate extreme value theory,
E. Omey and S. T. Rachev, in Journal of Multivariate Analysis (1991)
Keywords: multivariate extreme values uniform rates of convergence regular variation dependence functions

The rate of convergence to perfect competition of matching and bargaining mechanisms,
Artyom Shneyerov and Chi Leung Wong, in Journal of Economic Theory (2010)
Keywords: Matching and bargaining Search Double auctions Foundations for perfect competition Rate of convergence

Convergence rate for the longest T-contaminated runs of heads,
István Fazekas, Borbála Fazekas and Michael Ochieng Suja, in Statistics & Probability Letters (2024)
Keywords: Asymptotic distribution; Rate of convergence; Coin tossing; Longest run;

Rates of convergence of extremes for mixed exponential distributions,
Peng Zuoxiang, Zhichao Weng and Saralees Nadarajah, in Mathematics and Computers in Simulation (MATCOM) (2010)
Keywords: Exponential distribution; Extreme value distribution; Finite mixture; Rate of convergence;

Do overweight and obesity prevalence rates converge in Europe?,
Roberto Duncan and Patricia Toledo, in Research in Economics (2018)
Keywords: Obesity prevalence rates; Overweight; Dietary convergence; European Union;

Convergence rate of estimators of clustered panel models with misclassification,
Andreas Dzemski and Ryo Okui, in Economics Letters (2021)
Keywords: Panel data; Latent grouped structure; Clustering; kmeans; Convergence rate; Misclassification;

Uniform and individual convergence rates for convex density classes,
Meister Alexander, in Statistics & Risk Modeling (2008)
Keywords: deconvolution, density estimation, minimax rates, nonparametric estimation, speed of convergence

Improving the convergence rate of the DIRECT global optimization algorithm,
Qunfeng Liu, Guang Yang, Zhongzhi Zhang and Jinping Zeng, in Journal of Global Optimization (2017)
Keywords: Global optimization, Multilevel algorithm, DIRECT algorithm, MrDIRECT algorithm, Convergence rate

Convergence Rates of Attractive-Repulsive MCMC Algorithms,
Yu Hang Jiang, Tong Liu, Zhiya Lou, Jeffrey S. Rosenthal, Shanshan Shangguan, Fei Wang and Zixuan Wu, in Methodology and Computing in Applied Probability (2022)
Keywords: Markov chain Monte Carlo, Convergence rate, Particle system, Shift coupling

Convergence Rate of the Augmented Lagrangian SQP Method,
D. Kleis and E. W. Sachs, in Journal of Optimization Theory and Applications (1997)
Keywords: SQP methods, infinite-dimensional optimization, convergence rate, parameter identification

Rates of Convergence and Law of the Iterated Logarithm for U-Processes,
Kaoukeb Turki-Moalla, in Journal of Theoretical Probability (1998)
Keywords: Degenerate U-processes, metric entropy, rates of convergence, U -processes

Remarks on the Convergence Rate of the Spectral Distributions of Wigner Matrices,
Z. D. Bai, Baiqi Miao and Jhishen Tsay, in Journal of Theoretical Probability (1999)
Keywords: Convergence rate, random matrices, semicircular law, Wigner matrix, spectral distribution

Convergence Rates of Solutions for Elliptic Reiterated Homogenization Problems,
Juan Wang and Jie Zhao, in Indian Journal of Pure and Applied Mathematics (2020)
Keywords: Reiterated homogenization, convergence rates, Neumann functions, regularity estimate

Long-run interest rate convergence in Poland and the EMU,
Lukasz Goczek and Dagmara Mycielska, from Faculty of Economic Sciences, University of Warsaw (2013)
Keywords: empirical analysis, Eurozone, interest rate convergence, monetary union

Interest rates and convergence across Italian regions,
Sheila Dow, Alberto Montagnoli and Oreste Napolitano, from University of Stirling, Division of Economics (2009)
Keywords: interest rates; unit root; panel data; convergence; Italy

On rates of convergence for posterior distributions in infinite–dimensional models,
Antonio Lijoi, Igor Prünster and Stephen G. Walker, from ICER - International Centre for Economic Research (2004)
Keywords: Hellinger consistency; mixture of Dirichlet process; posterior distribution; rates of convergence

Convergence rate of estimators of clustered panel models with misclassication,
Andreas Dzemski and Ryo Okui, from University of Gothenburg, Department of Economics (2020)
Keywords: Panel data; latent grouped structure; clustering; kmeans; convergence rate; misclassication

The Rate of Convergence to Perfect Competition of Matching and Bargaining Mechanisms,
Artyom Shneyerov and Adam Chi Leung Won, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (2008)
Keywords: Matching and Bargaining, Search, Double Auctions, Foundations for Perfect Competition, Rate of Convergence

On the Convergence Rate of Quasi-Newton Methods on Strongly Convex Functions with Lipschitz Gradient,
Vladimir Krutikov, Elena Tovbis, Predrag Stanimirović and Lev Kazakovtsev, in Mathematics (2023)
Keywords: minimization; quasi-Newton method; convergence rate

Rates of convergence for the change-point estimator for long-range dependent sequences,
Samir Ben Hariz and Jonathan J. Wylie, in Statistics & Probability Letters (2005)
Keywords: Long-range dependence Change point Rates of convergence

The rate of convergence in the functional limit theorem for increments of a Brownian motion,
Fuqing Gao and Qinghua Wang, in Statistics & Probability Letters (2005)
Keywords: Brownian motion Functional limit Rate of convergence

Weak convergence and the exponential rate of concentration for posterior density functions,
John L. Maryak and James C. Spall, in Statistics & Probability Letters (1990)
Keywords: Bayesian exponential family rate of convergence posterior density

Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions,
Vigirdas Mackevičius, in Mathematics and Computers in Simulation (MATCOM) (1997)
Keywords: Stochastic differential equations; Euler scheme; Convergence rate;

Interest rate convergence in the EMS prior to European Monetary Union,
Michael Frömmel and Robinson Kruse, in Journal of Policy Modeling (2015)
Keywords: Interest rates; Convergence; Changing persistence; EMS; EMU;

Interest rate convergence in the EMS prior to European Monetary Union,
Michael Frömmel and Robinson Kruse, from Department of Economics and Business Economics, Aarhus University (2009)
Keywords: Interest rates, convergence, changing persistence, EMS, EMU

Interest rate convergence in the EMS prior to European Monetary Union,
Michael Frömmel and Robinson Kruse, from Ghent University, Faculty of Economics and Business Administration (2009)
Keywords: Interest rates, convergence, changing persistence, EMS, EMU

On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors,
B. L. S. Prakasa Rao, in Statistics & Probability Letters (1984)
Keywords: nonlinear regression exponential rate of convergence

Trade And The Rate Of Income Convergence,
Dan Ben-David and Ayal Kimhi, from C.E.P.R. Discussion Papers (2000)
Keywords: Convergence; Growth; Trade

On the convergence in female participation rates,
Yukiko Abe, from European Regional Science Association (2016)
Keywords: convergence; region; female participation

Convergence rates in the law of large numbers for arrays of Banach space valued random elements,
Tibor Tómács, in Statistics & Probability Letters (2005)
Keywords: Convergence rates Complete convergence Arrays of Banach space valued random variables

Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates,
Dohyeong Ki and Byeong U. Park, in Statistics & Probability Letters (2021)
Keywords: Nonparametric density estimation; Convergence rates; Riemannian manifolds; Lp-convergence;

General theorems on rates of convergence in distribution of random variables I. General limit theorems,
P. L. Butzer and L. Hahn, in Journal of Multivariate Analysis (1978)
Keywords: General limit theorems convergence in distribution higher order rates of convergence

Nominal and Real Convergence in Alternative Exchange Rate Regimes in Transition Countries: Implications for the EMU Accession,
Przemyslaw Kowalski, from CASE-Center for Social and Economic Research (2003)
Keywords: exchange rate regimes, nominal convergence, real convergence, EMU accession, CEECs

Convergence rate for consensus with delays,
Angelia Nedić and Asuman Ozdaglar, in Journal of Global Optimization (2010)
Keywords: Distributed consensus, Asynchronous, Convergence, Delays,

Bounds for the Rate of Convergence in the Generalized Rényi Theorem,
Victor Korolev, in Mathematics (2022)
Keywords: Rényi theorem; law of large numbers; convergence rate; Zolotarev zeta-metric; geometric random sum; mixed Poisson random sum; convergence rate bound; mixed exponential distribution; geometric stability

Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema,
Vladislav B. Tadić, in Stochastic Processes and their Applications (2015)
Keywords: Stochastic gradient search; Single limit-point convergence; Convergence rate; Lojasiewicz gradient inequality;

Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries,
Khalid Kisswani and Salah Nusair, in Economic Change and Restructuring (2014)
Keywords: Interest rates convergence, Inflation convergence, Nonlinear unit root tests, F15, F36, F41, F42,

Mixing Limit Theorems of Maximum of Absolute Sums and their Convergence Rates,
Ibrahim A. Ahmad, in Journal of Theoretical Probability (2005)
Keywords: Invariance principle, mixing limit theorems, rates of convergence, L p -convergence, absolute maximum sum.

Convergence of VAT Rates Between 1995 and 2010,
Květa Kubátová and Pavla Holešovská, in European Financial and Accounting Journal (2014)
Keywords: Convergence of VAT rates, F-test, The European Union, Value added tax, VAT harmonization

On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process,
Alexander Zeifman, Yacov Satin, Ksenia Kiseleva and Victor Korolev, in Mathematics (2019)
Keywords: multidimensional birth-death process; inhomogeneous continuous-time Markov chain; rate of convergence; one dimensional projection

On the Rate of Convergence and Limiting Characteristics for a Nonstationary Queueing Model,
Yacov Satin, Alexander Zeifman and Anastasia Kryukova, in Mathematics (2019)
Keywords: queueing systems; rate of convergence; non-stationary; Markovian queueing models; limiting characteristics

A note on strong convergence rates in nonparametric regression,
Philip E. Cheng, in Statistics & Probability Letters (1995)
Keywords: Strong convergence rates Kernel regression Nearest neighbor regression Random and constant regressors