搜索结果: 91-105 共查到“统计学 Approach”相关记录123条 . 查询时间(0.418 秒)
Timescale effect estimation in time-series studies of air pollution and health: A Singular Spectrum Analysis approach
Airborne particulate matter PM10 Singular Spectrum Analysis - SSA Generalized additive models - GAM
2009/9/16
A wealth of epidemiological data suggests an association between mortality/morbidity from pulmonary and cardiovascular adverse events and air pollution, but uncertainty remains as to the extent implie...
A scale-based approach to finding effective dimensionality in manifold learning
Primary manifold learning intrinsic dimension scale space secondary hypothesis test multivariate analysis
2009/9/16
The discovering of low-dimensional manifolds in high-dimensional data is one of the main goals in manifold learning. We propose a new approach to identify the effective dimension (intrinsic dimension)...
One more approach to the convergence of the empirical process to the Brownian bridge
Empirical process Donsker Theorem Brownian bridge
2009/9/16
A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.
A Unified Approach for Predicting Long- and Short-Term Capability Indices with Dependence on Manufacturing Target Bias
Manufacturing statistics
2009/9/3
It is shown that the exact solution for the capability index (CPI) for Gaussian-distributed process with target bias can be expressed in terms of an unbiased CPI and a normalized target bias. The prin...
A fixed point approach to model random fields
Random elds Limit theorems for vector-valued random variables Interacting random processes statistical mechanics type models
2009/6/12
A fixed point approach to model random fields.
Transportation Approach to Some Concentration Inequalities in Product Spaces
Concentration Inequalities Product Spaces Transportation
2009/5/12
Let P be any product (Borel) probability measure on product (Polish) space E and for vectors x,y,z in E let f(x,y,z) be the number of coordinates k for which x_k neither equals y_k nor z_k. Using a tr...
State Tameness: A New Approach for Credit Constrains
arbitrage pricing of contingent claims continuous-time nancial markets tameness
2009/4/29
We propose a new definition for tameness within the model of security prices as Itô processes that is risk-aware. We give a new definition for arbitrage and characterize it. We then prove a t...
State Tameness: A New Approach for Credit Constrains
arbitrage pricing of contingent claims continuous-time nancial markets tame-ness
2009/4/28
We propose a new definition for tameness within the model of security prices as Itô processes that is risk-aware. We give a new definition for arbitrage and characterize it. We then prove a t...
Statistical minimax approach of the Hausdorff moment problem
Minimax estimation Statistical inverse problems Problemof the moments Legendre polynomials Kullback-Leibler information
2010/4/29
The purpose of this paper is to study the problem of estimating a compactly
supported function from noisy observations of its moments in an ill-posed
inverse problem framework. We provide a statisti...
The pseudo-marginal approach for efficient Monte Carlo computations
Markov chain Monte Carlo auxiliary variable marginal convergence
2010/3/19
We introduce a powerful and flexibleMCMC algorithm for stochastic
simulation. The method builds on a pseudo-marginal method originally
introduced in [Genetics 164 (2003) 1139–1160], showing how
alg...
A data-driven block thresholding approach to wavelet estimation
Adaptivity Besov body block thresholding James–Stein estimator nonparametric regression Stein’s unbiased risk estimate
2010/3/19
A data-driven block thresholding procedure for wavelet regression
is proposed and its theoretical and numerical properties are investigated.
The procedure empirically chooses the block size and thre...
A Mixture-Based Approach to Regional Adaptation for MCMC
Adaptive MCMC regional adaptation online EM mixture model
2010/3/19
Recent advances in adaptive Markov chain Monte Carlo (AMCMC) include
the need for regional adaptation in situations when the optimal transition kernel
is different across different regions of the sa...
An extension of the inductive approach to the lace expansion
lace expansion critical dimension asymptotic behaviour
2009/3/20
We extend the inductive approach to the lace expansion, previously developed to study models with critical dimension 4, to be applicable more generally. In particular, the result of this note has rece...
A CHARACTERIZATION OF MODEL APPROACH FOR GENERATING BIVARIATE LIFE DISTRIBUTIONS USING REVERSED HAZARD RATES
Characterized model Distribution function Life distribution class property Parallel combination Reversed hazard rates
2009/3/11
This paper aims at balancing between characterization and modeling approaches for bivariate extensions of univariate life distributions using reversed hazard rates. The proposed model, a characterized...
ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES：THE SIMULTANEOUS SWITCHING ARIMA APPROACH
Asymmetrical Volatility Stock Prices Simultaneous Switching AR Model Conditional Heteroskedasticity Daily Effect
2009/3/11
Asymmetrical movements between the downward and upward phases of sample paths of many financial time series have been noted by economists. By incorporating the conditional heteroskedasticity aspect in...