搜索结果: 1-14 共查到“管理学 Compound”相关记录14条 . 查询时间(0.046 秒)
Smoothing effect of Compound Poisson approximation to distribution of weighted sums
characteristic function concentration function compound Poisson distribution Kolmogorov norm weighted random variables.
2013/4/27
The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated.
Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights...
Statistical inference in compound functional models
Compound functional model minimax estimation sparse additive structure dimen-sion reduction structure adaptation
2012/9/18
We consider a general nonparametric regression model called the compound model. It includes,as special cases, sparse additive regression and nonparametric (or linear) regression with many covariates b...
Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation
Operational Risk Loss Distributional Approach Doubly stochastic Poisson Process -Stable Basel II Solvency II
2011/3/25
Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach is not prescriptive regarding the class of statistical model utilised to undertake capital estimation. It has ...
Compound decision in the presence of proxies with an application to spatio-temporal data
Statistics Theory (math.ST) Methodology (stat.ME)
2010/12/17
We study the problem of incorporating covariates in a compound decision setup. It is desired to estimate the means of $n$ response variables, which are independent and normally distributed, and each i...
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...
Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
continuous time counting Markov process birth-death process environmental stochasticity infinitesimal over-dispersion
2010/3/11
We propose an infinitesimal dispersion index for Markov counting processes. We show that, under standard moment
existence conditions, a process is infinitesimally (over-) equi-dispersed if, and only ...
We prove that Le Cam's theorem for compound Poisson
can be extended to a much larger set of compound distributions.
Signed compound negative binomial measure is introduced. Relations
between compou...
Large deviation theorems for weighted compound Poisson sums
Large deviation expansions compound process weighted sums saddlepoint method
2009/9/21
In this paper we present two large deviation results for
weighted compound sums L:, aiXi, where Xis are i.i.d. (possibly
lattice) random variables, a;s are non-negative real numbers, and N is
a Poi...
Large Deviation Results for Compound Markov Renewal Processes
Large Deviation Results Markov Renewal Processes
2009/9/17
Large Deviation Results for Compound Markov Renewal Processes。
Measure Concentration for Compound Poisson Distributions
Compound Poissonmeasure measurec oncentration entropy method
2009/4/22
We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified l...
Measure Concentration for Compound Poisson Distributions
Concentration Compound Poisson Measure
2009/4/1
We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified l...
Compound and scale mixture of vector and spherical matrix variate elliptical distributions
Matricvariate matrix variate scale mixture compound distribution elliptical distribution matrix variate hypergeometric distributions
2010/3/18
Several matrix variate hypergeometric type distributions are derived. The compound
distributions of left-spherical matrix variate elliptical distributions and inverted
hypergeometric type distributi...
Joint Distributions Associated with Compound Patterns in a Sequence of Markov Dependent Multistate Trials and Estimation Problems
Chen-Stein approximations Markov chain maximum likelihood estimate multistate trials non-overlap counting overlap counting parameter estimation patterns probability generating function runs
2009/3/5
Let Λi, 1 ≤ i ≤ l be simple patterns, i.e., finite sequences of outcomes from a set Γ = {b1, b2, ..., bm} and let Λ be a compound pattern (a set ofl distinct simple patterns). In this paper, we study ...
JUSTIFICATION OF THE COMPOUND REPUBLIC：THE CALCULUS IN RETROSPECT
utility-maximizing behavior political choice economist’s model
2008/12/4
Elsewhere I have stated that the public choice perspective combines
two distinct elements: the extension of the economist’s model of
utility-maximizing behavior to political choice and the conceptua...