搜索结果: 1-15 共查到“理论统计学 M-estimator”相关记录24条 . 查询时间(0.11 秒)
Asymptotic normality of a Sobol index estimator in Gaussian process regression framework
Sensitivity analysis Gaussian process regression asymptotic normality stochas-tic simulators Sobol index
2013/6/14
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims t...
A Semiparametric Estimator for Long-Range Dependent Multivariate Processes
Multivariate processes Long-range dependence Semiparametric estimation VARFIMA processes Asymptotic theory
2013/6/14
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generali...
Moderate deviations for a nonparametric estimator of sample coverage
Sample coverage moderate deviations Good’s estimator
2013/6/14
In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are es...
Variance estimation and asymptotic confidence bands for the mean estimator of sampled functional data with high entropy unequal probability sampling designs
covariance function finite population Hajek approximation Horvitz-Thompso estimator Kullback-Leibler divergence rejective sampling unequal probability sampling without replacement
2012/11/23
For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the H\'ajek formula. The interest of this asymptotic varia...
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
Density estimation Kullback–Leibler divergence
2011/7/6
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model.
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Statistics Theory (math.ST)
2010/12/17
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet {\it et al...
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...
An alternative marginal likelihood estimator for phylogenetic models
Bayes factor harmonic mean importance sampling marginal likelihood phylogenetic models
2010/3/9
Bayesian phylogenetic methods are generating noticeable enthusiasm in
the eld of molecular systematics. Several phylogenetic models are often at
stake and di erent approaches are used to compare th...
Uniqueness of the maximum likelihood estimator for k-monotone densities
uniqueness k–monotone density mixture mod-els density estimation maximum likelihood nonparametric estimation shape constraints
2010/3/9
We prove uniqueness of the maximum likelihood estimator for
the class of k?monotone densities.
AMS 2000 subject classifications: Primary 62G07.
Sieve-based maximum likelihood estimator for almost periodic stochastic process models
Sieve-based maximum likelihood estimator almost periodic stochastic process models
2009/9/23
Sieve-based maximum likelihood estimator for almost periodic stochastic process models。
On admissibility in estimating the mean squared error of a linear estimator
admissibility in estimating the mean squared error a linear estimator
2009/9/22
Consider a linear estimator of a parametric vector C@
in the normal Oauss-Markov model Y - N(X/3, aV). The Mean
Squared Error of such an estimator may be presented in the form
ka + #l'XfKXP and may...
Note on asymptotic normality of kernel density estimator for linear process under short-range dependence
asymptotic normality kernel density estimator linear process short-range dependence
2009/9/21
Wc mnf;i&r the paablem of density estimation for
m a one-sided linear prosees X, = zt _ , a, Z, , with i.id square iategra-
Me kovatims - We prove that under weak contritions on
(ai)&, which imply ...
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models
Maximum Likelihood Estimator One-Parameter Exponential Family Models
2009/9/18
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models。
Role of Regression Estimator Involving Measurement Errors
Role Regression Estimator Involving Measurement Errors
2009/9/17
Role of Regression Estimator Involving Measurement Errors。
Note on the Autoregressive Spectral Estimator。