搜索结果: 1-15 共查到“理论统计学 M-estimates”相关记录30条 . 查询时间(0.026 秒)
Boundary Harnack principle and gradient estimates for fractional Laplacian perturbed by non-local operators
Harmonic function boundary Harnack principle gradient estimate non-local operator Green function Poisson kernel
2016/1/26
Boundary Harnack principle and gradient estimates for fractional Laplacian perturbed by non-local operators.
Relative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates
Relative Performance Expected and Observed Fisher Information Covariance Estimation Maximum Likelihood Estimates
2013/6/13
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the...
Asymptotic Normality of Estimates in Flexible Seasonal Time Series Model with Weak Dependent Error Terms
seasonal time series model local linear estimates consistency and asymptotic
2013/5/2
In this paper we considered a general seasonal time series model with K-dependent and \rambda-dependent errors, which are new concepts of dependence. In this model we derived consistency and asymptoti...
Monte-Carlo utility estimates for Bayesian reinforcement learning
Monte-Carlo estimates Bayesian reinforcement learning
2013/5/2
This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct ...
General bootstrap for dual phi-divergences estimates
Bootstrap consistency weighted bootstrap Kaplan-Meier
2011/7/5
A general notion of bootstrapped $\phi$-divergences estimates constructed by exchangeably weighting sample is introduced.
Smooth and non-smooth estimates of a monotone hazard
failure rate isotonic regression asymptotics penalized estimators smooth-ing
2011/3/24
We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the ...
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
compound Poisson approximation coupling inequality law of small numbers
2010/10/19
Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the...
A Random Matrix--Theoretic Approach to Handling Singular Covariance Estimates
Random Matrix--Theoretic Approach Handling Singular Covariance Estimates
2010/10/19
In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identica...
Coarse-grained modeling of multiscale diffusions：the p-variation estimates
parameter estimation multiscale diffusions p-variation Ornstein-Uhlenbeck
2010/3/10
We study the problem of estimating parameters of the limiting equation
of a multiscale diffusion in the case of averaging and homogenization, given
data from the corresponding multiscale system. Fir...
On estimates of mean quadratic risk (in Russian)。
Bahadur's representation of sample quantiles based on smoothed estimates of a distribution function
Bahadur's representation of sample quantiles smoothed estimates of a distribution function
2009/9/24
Bahadur's representation of sample quantiles based on smoothed estimates of a distribution function。
On Levy's and Dudley's type estimates of the rate convergence in the central limit theorem for functions of the average of independent random variables
Levy's and Dudley's type estimates the rate convergence the central limit theorem
2009/9/23
The Levy and the Dudley metrics are used to give
estimates of the rate convergence in the centrat- limit theorem for
some functions of the average of independent random variables.
Estimates for tail probabilities of quadratic and bilinear forms in subgaussian random variables with applications to the law of the iterated logarithm
Estimates for tail probabilities quadratic and bilinear forms
2009/9/23
We prove upper estimates for the tail prebabibties: of
quadratic and bilinear forms in independent subgaussian randarn
vslriabb. These inequalities are used to get upper esthatcs in thc law
diterat...
On spectral density estimates for a Gaussian periodically correlated random field
spectral density estimates a Gaussian periodically correlated random field
2009/9/23
On spectral density estimates for a Gaussian periodically correlated random field。
On integrated square errors of recursive nonparametric estimates of nonstationary Markov processes
integrated square errors recursive nonparametric estimates nonstationary Markov processes
2009/9/23
The integrated square error (ISE) and the mean
integrated squark error (MISE) for a class of recursive estimators of
the transition density function of a vector-valued nonstationary
Markov process ...