搜索结果: 1-15 共查到“统计学 Dependence”相关记录36条 . 查询时间(0.1 秒)
Tests atternative to higher criticism for high dimensional means under sparsity and column-wise dependence
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/20
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
Estimation of False Discovery Proportion with Unknown Dependence
Approximate factor model large-scale multiple testing dependent test statistics un-known covariance matrix false discovery proportion
2013/6/14
Large-scale multiple testing with highly correlated test statistics arises frequently in many scienti?c research. Incorporating correlation information in estimating false discovery proportion has att...
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
bootstrap copula epigraph hypograph stable tail dependence function minimum distance estimation weak convergence
2013/6/14
For copulas whose partial derivatives are not continuous everywhere on the interior of the unit cube, the empirical copula process does not converge weakly with respect to the supremum distance. This ...
Multichannel Deconvolution with Long-Range Dependence: A Minimax Study
adaptivity Besov spaces block thresholding deconvolu-tion Fourier analysis functional data long-range dependence,Meyer wavelets mini-max estimators multichannel deconvolution partial differential equations stationary sequences wavelet analysis
2013/6/13
We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our consideration to a specific t...
Criticisms of modelling packet traffic using long-range dependence (extended version)
Criticisms modelling packet traffic long-range dependence
2013/5/2
This paper criticises the notion that long-range dependence is an important contributor to the queuing behaviour of real Internet traffic. The idea is questioned in two different ways. Firstly, a clas...
Measures of serial extremal dependence and their estimation
Measures serial extremal dependence their estimation
2013/4/28
The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We discuss recent conc...
Weighted estimation of the dependence function for an extreme-value distribution
bivariate extreme dependence function jackknife empirical likelihood method
2013/4/28
Bivariate extreme-value distributions have been used in modeling extremes in environmental sciences and risk management. An important issue is estimating the dependence function, such as the Pickands ...
Dependence Structure of Spatial Extremes Using Threshold Approach
Dependence Structure Spatial Extremes Threshold Approach
2012/11/23
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable...
Censored quantile regression processes under dependence and penalization
quantile regression Bahadur representation variable selection weak convergence censored data dependent data
2012/9/18
We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension...
Nonparametric Inference for Max-Stable Dependence
Nonparametric Inference Max-Stable Dependence
2012/9/17
The choice for parametric techniques in the dis-cussion article is motivated by the claim that for multivariate extreme-value distributions, “owing to
the curse of dimensionality, nonparametric estim...
The Dependence of Routine Bayesian Model Selection Methods on Irrelevant Alternatives
Bayesian Model Selection Methods Alternatives
2012/9/17
Bayesian methods - either based on Bayes Factors or BIC - are now widely used for model selection. One property that might reasonably be demanded of any model
selection method is that if a modelM1 is...
Bayesian inference on dependence in multivariate longitudinal data
Cholesky decomposition covariance matrix moment-matching oxidative stress random effects shrinkage prior.
2012/9/17
In many applications, it is of interest to assess the dependence structure in multivariate longitudinal data. Discovering such dependence is challenging
due to the dimensionality involved. By concate...
Optimality of the Westfall-Young permutation procedure for multiple testing under dependence
Optimality Westfall-Young permutation procedure
2011/7/5
Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss...
Large-sample tests of extreme-value dependence for multivariate copulas
max-stability multiplier central limit theorem pseudo-observations ranks
2011/6/17
Starting from the characterization of extreme-value copulas based on maxstability,
large-sample tests of extreme-value dependence for multivariate copulas
are studied. The two key ingredients of the...
Reduced long-range dependence combining Poisson bursts with on--off sources
Teletraffic fractional Brownian motion on–off process
2011/7/5
A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed...