搜索结果: 1-15 共查到“统计学 N-measure”相关记录33条 . 查询时间(0.253 秒)
Law of large numbers for branching symmetric Hunt processes with measure-valued branching rates
Law of large numbers branching Hunt processes spine approach h-transform spectral gap
2016/1/26
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the ...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Reinsurance pre- mium principle Wang’s premium principle VaR TVaR
2016/1/25
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
High Dimensional Influence Measure
Cook’s distance High dimensional diagnosis Influential obser- vation Lasso Marginal correlations Variable Screening
2016/1/20
Influence diagnosis is important since presence of influential ob-servations could lead to distorted analysis and misleading interpreta-tions. For high dimensional data, it is particularly so, as the ...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Wang’s premium principle VaR TVaR
2016/1/20
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
Direct coupling information measure from non-uniform embedding
Direct coupling information measure non-uniform embedding
2013/6/17
A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional Mutual Information from Mi...
Risk Measure Estimation On Fiegarch Processes
Long Memory Models Volatility Risk Measure Estimation FIEGARCH Processes
2013/6/17
We consider the Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedasticity process, denoted by FIEGARCH(p,d,q), introduced by Bollerslev and Mikkelsen (1996). We pre...
We propose one-class support measure machines (OCSMMs) for group anomaly detection which aims at recognizing anomalous aggregate behaviors of data points. The OCSMMs generalize well-known one-class su...
Clustering function: a measure of social influence
clustering coecient power law social network intersection graph
2012/9/19
A commonly used characteristic of statistical dependence of adjacency relations in real networks, the clustering coecient, evaluates chances that two neighbours of a given vertex are adjacent. Anothe...
A measure of statistical complexity based on predictive information
Statistics Theory (math.ST) Information Theory (cs.IT) Data Analysis Statistics and Probability (physics.data-an)
2010/12/17
We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including e...
A Note on an R^2 Measure for Fixed Effects in the Generalized Linear Mixed Model
Goodness-of-fit Correlated data Model selection Multiple correlation Maximum likelihood Nonnormal distribution
2010/11/8
Using the LRT statistic, a model V# is proposed for the generalized linear mixed model for
assessing the association between the correlated outcomes and fixed effects. The V# compares
the full model...
Random measure of non-compactness in PM-spaces and applications
Random measure non-compactness PM-spaces
2009/9/23
Random measure of non-compactness in PM-spaces and applications。
On harmonic measure for Lévy processes
L6vy processes harmonic measure Lipschitz domains L6vy measure
2009/9/22
Let (X,} be a Lkvy process in Rd, d k 2, with infinite
L6vy measure. If {X,) has no Gaussian component, then the process
docs not hit the boundary of Lipschitz domain S c Rd at the first exit
time ...
On the Measure of the Information in a Statistical Experiment
Convex ordering design of experiments divergence measure mutual information optimal design posterior to prior ratio
2009/9/22
In this article we explicitly state a minimal set of
requirements that must be satisfied by all such measures. Under that framework,
the measure of the information in an experiment is equivalent to ...
Zonoids induced by Gauss measure with an application to risk aversion
Random set Majorizing measure Risk aversion
2009/6/15
Zonoids induced by Gauss measure with an application to risk aversion.
On the scaling limit of simple random walk excursion measure in the plane
Brownian excursion measure Brownian motion simple random walk excursion measure excursion Poisson kernel strong approximation scaling limit
2009/6/12
The Brownian excursion measure is a conformally invariant innite measure on curves. It gured prominently in one of rst major applications of SLE, namely the explicit calculations of the planar Brownia...