搜索结果: 1-15 共查到“数理统计学 density”相关记录15条 . 查询时间(0.046 秒)
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH1 Density Estimation
中山大学岭南学院 高级计量经济学 课件（I：Nonparametric Econometrics） CH1 Density Estimation
2017/6/14
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH1 Density Estimation。
昆明理工大学理学院概率论与数理统计课件Chapter 3 Multionariate Random Variables--Probability mass/density functions
昆明理工大学理学院 概率论与数理统计 课件 Chapter 3 Multionariate Random Variables Probability mass/density functions
2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 3 Multionariate Random Variables--Probability mass/density functions.
Asymptotic Equivalence of Spectral Density Estimation and Gaussian White Noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence Whittle likelihood log-periodogram regression nonparametric Gaussian scale model signal in Gaussian white noise
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam’s...
ASYMPTOTIC EQUIVALENCE OF SPECTRAL DENSITY ESTIMATION AND GAUSSIAN WHITE NOISE
ASYMPTOTIC EQUIVALENCE SPECTRAL DENSITY ESTIMATION GAUSSIAN WHITE NOISE
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f . Asymptotic equivalence, in the sense of Le Cam’...
The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation
Density estimation exact constant optimal recovery uniform norm risk white noise
2015/8/25
We develop the exact constant of the risk asymptotics in the uniform norm for density estimation. This constant has first been found for nonparametric regression and for signal estimation in Gaussian ...
ASYMPTOTIC EQUIVALENCE OF DENSITY ESTIMATION AND GAUSSIAN WHITE NOISE
ASYMPTOTIC EQUIVALENCE DENSITY ESTIMATION GAUSSIAN WHITE NOISE
2015/8/25
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Asymptotic Equivalence of Density Estimation and Gaussian White Noise
Asymptotic Equivalence Density Estimation Gaussian White Noise
2015/8/25
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Kernel density estimation via diffusion and the complex exponentials approximation problem
condensed density random matrices parabolic PDE
2012/6/21
A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentica...
SEMIPARAMETRIC DENSITY ESTIMATION FOR TIME SERIES WITH
semiparametric density estimation time series multiplicative adjustment
2011/11/11
In this paper, we extend a class of semiparametric density estimators to time series context. The asymptotic theory and simulation study are discussed. Theoretical results and numerical comparison sho...
Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators
Non-Parametric Maximum Likelihood Density Estimation Simulation-Based Minimum Distance Estimators
2011/2/22
Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a
parametric model that are based on auxiliary non-parametric maximum likelihood density
estimators are shown to...
Marginal density estimation for linear processes with seasonal long memory
Marginal density estimation linear processes seasonal long memory
2011/1/4
Some convergence results on the kernel density estimator are proven for a class of linear processes with seasonal effects. In particular we extend the results of Ho and Hsing (1996a) and Mielniczuk (1...
Lattice Boltzmann study on Kelvin-Helmholtz instability: the roles of velocity and density gradients
Soft Condensed Matter (cond-mat.soft) Cellular Automata and Lattice Gases (nlin.CG) Computational Physics (physics.comp-ph) Plasma Physics (physics.plasm-ph)
2010/11/10
A two-dimensional lattice Boltzmann model with 19 discrete velocities for compressible Euler equations is proposed (D2V19-LBM). The fifth-order Weighted Essentially Non-Oscillatory (5th-WENO) finite d...
Sensitivity to noise and ergodicity of an assembly line of cellular automata that classifies density
Statistical Mechanics (cond-mat.stat-mech) Disordered Systems and Neural Networks (cond-mat.dis-nn) Cellular Automata and Lattice Gases (nlin.CG)
2010/11/10
We investigate the sensitivity of the composite cellular automaton of H. Fuk\'{s} (Phys. Rev. E 55, R2081 (1997)) to noise and assess the density classification performance of the resulting probabilis...
The Integrated Density of States for the Wilson Dirac Operator
Integrated Density of States Wilson Dirac Operator
2010/12/3
It is shown that gauge field-dependent fermion Dirac operators from lattice QCD form an ergodic operator family in the probabilistic sense, provided the gauge field is an ergodic random field. As a co...
We show that a surface group contained in a reductive real algebraic group can be deformed to become Zariski dense, unless its Zariski closure acts transitively on a Hermitian symmetric space of tube ...