搜索结果: 46-59 共查到“理论统计学 Statistics”相关记录59条 . 查询时间(0.143 秒)
On exchangeable random variables and the statistics of large graphs and hypergraphs
random variables large graphs large hypergraphs
2009/5/18
In this survey we recall the basic results of the theory of exchangeable laws, and then explain the probabilistic versions of various interesting questions from graph and hypergraph theory that their ...
The Law of Large Numbers for U-statistics Under Absolute Regularity
Law of large numbers U-statistics absolute regularity
2009/5/8
We prove the law of large numbers for U-statistics whose underlying sequence of random variables satisfies an absolute regularity condition ($beta$-mixing condition) under suboptimal conditions.
Asymptotics for Products of Sums and U-statistics
central limit theorem lognormal distribution products of sums records U-statistics
2009/4/29
The product of subsequent partial sums of independent, identically distributed, square integrable, positive random variables is asymptotically lognormal. The result extends in a rather routine way to ...
Large and Moderate Deviations for Hotelling's T^2-Statistics
largedeviation moderate deviation self-normalized partial sums law of the iterated logarithm
2009/4/22
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.
Special section on statistics in the atmospheric sciences
Meteorology precipitation forecasting Markov models dataassimilation air pollution climate change
2010/3/17
With the possible exception of gambling, meteorology, particularly precipitation
forecasting, may be the area with which the general public is most
familiar with probabilistic assessments of uncerta...
Statistics of extremes by oracle estimation
Nonparametric adaptive estimation extreme values Hill estimator probabilities of rare events high quantiles
2010/4/30
We use the fitted Pareto law to construct an accompanying approximation
of the excess distribution function. A selection rule of
the location of the excess distribution function is proposed based on...
Divergences Test Statistics for Discretely Observed Diffusion Processes
diffusion processes empirical level hypotheses testing divergences -divergences
2010/4/30
In this paper we propose the use of -divergences as test statistics to verify
simple hypotheses about a one-dimensional parametric diffusion process
dXt = b(Xt, )dt + (Xt, )dWt, from discrete ob...
Open Problems in Algebraic Statistics
Algebraic statistics contingency tables hidden variables Schur modules maximum likelihood conditional independence
2010/4/30
Algebraic statistics is concerned with the study of probabilistic models
and techniques for statistical inference using methods from algebra and geometry. This
article presents a list of open mathem...
On probabilities for separating sets of order statistics
Benjamini and Hochberg procedure block matrix permanent multiple comparison
2010/4/29
Consider a set of order statistics that arise from sorting samples from two different
populations, each with their own, possibly different distribution function. The
probability that these order sta...
Fast computation by block permanents of cumulative distribution functions of order statistics from several populations
block matrix computational complexity multiple comparison
2010/4/29
The joint cumulative distribution function for order statistics arising
from several different populations is given in terms of the distribution
function of the populations. The computational cost o...
U-max-Statistics
random diameter triameter spherical distance extremevalue U-statistics Poisson approximation
2010/4/28
In 1948, W. Hoeffding introduced a large class of unbiased estimators
called U-statistics, defined as the average value of a real-valued
k-variate function h calculated at all possible sets of k poi...
The Department of Statistics at Iowa State University has a rich tradition of developing quantitative methods for researchers in a broad range of scientific and engineering disciplines. The first step...
Uniform in bandwidth consistency of conditional U-statistics
conditional U–statistics empirical process kernel estimation Nadaraya–Watson regression function uniform in bandwidth consistency
2010/4/27
In 1991 Stute introduced a class of estimators called conditional U–statistics. They can be seen as a generalization of the Nadaraya-Watson estimator for the regression function, and he proved their s...
Distances between time-series and their autocorrelation statistics
Distances time-series autocorrelation statistics
2010/4/26
This paper is dedicated to Giorgio Picci on the occasion of his sixty-fifth birthday
Summary. We begin with an interpretation of the L1-distance between two power
spectral densities and then, follow...