搜索结果: 1-15 共查到“nonparametric estimation”相关记录24条 . 查询时间(0.071 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Dynamic copula-based nonparametric estimation of rank-tracking probabilities with longitudinal data
动态copula 纵向数据秩 跟踪概率 非参数估计
2023/5/10
The rank-tracking probability (RTP) is a useful statistical index for measuring the ``tracking ability'' of longitudinal disease risk factors in biomedical studies. A flexible nonparametric method for...
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH5 Nonparametric Estimation of Panel Data Models
中山大学岭南学院 高级计量经济学 课件（I：Nonparametric Econometrics） CH5 Nonparametric Estimation of Panel Data Models
2017/6/14
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH5 Nonparametric Estimation of Panel Data Models。
Nonparametric Estimation of Tail Probabilities for the Single-Server Queue
Nonparametric Estimation Tail Probabilities Single-Server Queue
2015/7/8
We consider the estimation of tail probabilities in queues via the nonparametric estimator constructed by simple computing the observed fraction of time that the queue is out in the tail. We show that...
Nonparametric estimation in hidden Markov models
Nonparametric estimation hidden Markov models
2012/11/22
This paper outlines a new procedure to perform nonparametric estimation in hidden Markov models. It is assumed that a Markov chain (Xk) is observed only through a process (Yk), where Yk is a noisy obs...
Nonparametric estimation of a renewal reward process from discrete data
Renewal reward process Continuous time random walk Com-pound Poisson process Discretely observed random process Wavelet density estimation.
2012/9/19
We study the nonparametric estimation of the jump density of a re-newal reward process from one discretely observed sample path over [0;T].We consider the regime when the sampling rate = T !0 asT!1...
Nonparametric estimation of multivariate extreme-value copulas
empirical copula extreme-value copula Pickands dependence function
2011/7/19
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a funct...
Nonparametric Estimation of Second-Order Jump-Diffusion Model
Second-order jump-diffusion N-W estimator Weak consistency
2011/7/6
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the asymptotic normalit...
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
semiparametric dynamic NPGMM consistency asymptotic
2011/4/2
We suggest using a class of semiparametric dynamic panel data models to capture
individual variations in panel data. The model assumes linearity in some
continuous/discrete variables that can be exo...
Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
Bayesian consistency blocked Gibbs sampler discrete choice models mixed multinomial logit random probability measures stick-breaking priors
2011/3/24
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models deriv...
Nonparametric estimation of genewise variance for microarray data
Nonparametric estimation genewise variance microarray data
2010/11/17
Estimation of genewise variance arises from two important applications in microarray data analysis: selecting significantly differentially expressed genes and validation tests for normalization of mi...
Efficient robust nonparametric estimation in a semimartingale regression model
Non-asymptotic estimation Robust risk Model selection
2010/10/19
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unk...
Nonparametric estimation of the local Hurst function of multifractional processes
Nonparametric estimators Hurst function tangent process
2010/10/19
Consistency, almost sure convergence and central limit theorems are provided for two nonparametric estimators of the local Hurst function of Gaussian multifractional processes. In the case of multifr...
Nonparametric estimation of the mixing density using polynomials
Nonparametric estimation mixing density polynomials
2010/3/10
We consider the problem of estimating the mixing density f from n i.i.d. observations distributed according to amixture density with unknown mixing distribution. In contrast with finite mixtures model...
Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density
Bayesian nonparametric rates of convergence mixtures of Betas adaptive estimation kernel
2010/3/9
In this paper, we investigate the asymptotic properties of nonparametric
Bayesian mixtures of Betas for estimating a smooth density
on [0, 1]. We consider a parametrization of Beta distributions in
...
Nonparametric estimation of the distribution function in contingent valuation models
binary choice regression Dirichlet process latent variable mixture model variable selection
2009/9/24
Contingent valuation models are used in Economics to value nonmarket goods and can be expressed as binary choice regression models with one of the regression coe?cients fixed. A ...