8 research outputs found

    The coordinate-free approach to linear models

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    A note on Das's approximation to Mills's ratio

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    This paper gives a sharp bound on the maximum relative error in Das's approximation to Mills's ratio.Mills's ratio normal tail probability Poisson summation formula

    Invariance principles for stochastic area and related stochastic integrals

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    Given an antisymmetric kernel K (K(z, z') = -K(z', z)) and i.i.d. random variates Zn, n[greater-or-equal, slanted]1, such that EK2(Z1, Z2)stochastic integral invariance principle stochastic area antisymmetric kernel
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