搜索结果: 1-15 共查到“统计学 Efficiency”相关记录17条 . 查询时间(0.157 秒)
Matching on-the-fly in Sequential Experiments for Higher Power and Efficiency
Matching on-the-fly in Sequential Experiments Higher Power Efficiency
2013/6/14
We propose a dynamic allocation procedure that increases power and efficiency when measuring an average treatment effect in sequential randomized trials. Subjects arrive iteratively and are either ran...
Asymptotic normality and efficiency of two Sobol index estimators
sensitivity analysis Sobol indices asymptotic efficiency asymptotic normality confidence intervals metamodelling surface response methodology
2013/4/28
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variabilit...
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
adaptive estimation asymptotic equivalence asynchronous ob-servations integrated covolatility matrix quadratic covariation semiparametric eciency,microstructure noise spectral estimation
2013/4/28
An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high...
Respondent privacy and estimation efficiency in randomized response surveys for discrete-valued sensitive variables
Jeopardy measure numerical stigmatizing variable revealing probability
2013/4/28
In some socio-economic surveys, data are collected on sensitive or stigmatizing issues such as tax evasion, criminal conviction, drug use, etc. In such surveys, direct questioning of respondents is no...
Conjugate distributions in hierarchical Bayesian ANOVA for computational efficiency and assessments of both practical and statistical significance
ANOVA xed eects random eects variance components hierar-chical Bayes multilevel model constraints
2013/4/27
Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to...
A uniform central limit theorem and efficiency for deconvolution estimators
Deconvolution Donsker theorem Efficiency Distribution function Smoothed empirical processes Fourier multiplier
2012/9/17
We estimate linear functionals in the classical deconvolution problem by kernel esti-mators. We obtain a uniform central limit theorem with √n–rate on the assumption that the smoothness of the functio...
Asymptotic Efficiency of Goodness-of-fit Tests for the Power Function Distribution Based on Puri--Rubin Characterization
Power function distribution,U-statistics characterizations Bahadur efficiency
2012/9/18
We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of U−empirical processes and are based on the classi...
On Bahadur Efficiency of Power Divergence Statistics
Bahadur efficiency consistency power divergence Renyi divergence
2010/3/10
It is proved that the information divergence statistic
is infinitely more Bahadur efficient than the power divergence
statistics of the orders > 1 as long as the sequence of
alternatives is conti...
Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
Ordinary differential equations parameters estimation profiling procedure consistency asymptotic normality
2010/3/18
Ordinary differential equations (ODEs) are commonly used to
model dynamic behavior of a system. Because many parameters are
unknown and have to be estimated from the observed data, there
is growing...
A cautionary tale on the efficiency of some adaptive Monte Carlo Schemes
Monte Carlo methods Adaptive MCMC Equi-Energy sampler Martingale approximation Central limit theorems Importance resampling
2010/3/17
There is a growing interest in the literature for adaptive Markov Chain Monte
Carlo methods based on sequences of random transition kernels {Pn} where the kernel Pn
is allowed to have an invariant d...
The asymptotic consistency and efficiency of fixed-size sequential confidence sets
The asymptotic consistency and efficiency fixed-size sequential confidence sets
2009/9/22
In the paper, a sequential confidence set based on an
estimation process of a multivariate parameter is constructed. Under
the assumption that the estimation process scaled by an increasing
positiv...
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models
Asymptotic Efficiency Null Intercept Measurement Error Regression Models
2009/9/17
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models。
On the efficiency of adaptive MCMC algorithms
MCMC process asymptotic properties MCMC algorithms
2009/3/30
We study a class of adaptive Markov Chain Monte Carlo (MCMC) processes which aim at behaving as an ``optimal'' target process via a learning procedure. We show, under appropriate conditions, that the ...
A Paradoxical Effect of Nuisance Parameters on Efficiency of Estimators
asymptotic variance estimating function nuisance parameter optimality orthogonal decomposition semiparametric model
2009/3/9
This paper is concerned with parameter estimation in the presence of nuisance parameters. Usually, an estimator with known nuisance parameters is better than that with unknown nuisance parameters in r...
The Asymptotic Efficiency of Improved Prediction Intervals
Asymptotic efficiency estimative prediction limit improvedprediction limit
2010/3/17
Barndorff-Nielsen and Cox (1994, p.319) modify an estimative
prediction limit to obtain an improved prediction limit with better coverage properties.
Kabaila and Syuhada (2008) present a simulation-...