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Simple Le Cam optimal inference for the tail weight of multivariate Student $t$ distributions: testing procedures and estimation
local asymptotic normality locally asymptotically maximin tests one-step estimation Student t distribution tail weight
2013/6/14
The multivariate Student $t$ distribution is at the core of classical statistical inference and is also a well-known model for empirical financial data. In the present paper, we propose optimal (in th...
Selection models with monotone weight functions in meta analysis
global constrained optimization meta analysis monotone non-increasing selection bias
2011/3/24
Publication bias, the fact that studies identified for inclusion in a meta analysis do not represent all studies on the topic of interest, is commonly recognized as a threat to the validity of the res...
On Weight Matrix and Free Energy Models for Sequence Motif Detection
asymptotic efficiency discriminant analysis protein-DNA interaction predictive error transcription factor binding site
2010/3/9
The problem of motif detection can be formulated as the construction
of a discriminant function to separate sequences of a specific
pattern from background. In computational biology, motif detection...
Does the effect of micronutrient supplementation on neonatal survival vary with respect to the percentiles of the birth weight distribution?
percentiles counterfactual Bayesian computation
2009/9/22
The methods in this paper are motivated by a double-blind randomized
community trial in rural Nepal (Christian et al 2003a,b). The investigators imple-
mented an intervention program to evaluate ben...
Finite Sample Properties of Estimators for the Optimal Portfolio Weight
mean-variance model simultaneous estimation statistical decision theory portfolio selection
2009/3/9
This paper considers the problem of estimating the optimal portfolio weight to the mean-variance model in finance when parameters are unknown. For this purpose, we consider the following two classes o...