搜索结果: 1-15 共查到“理论统计学 Empirical”相关记录45条 . 查询时间(0.015 秒)
Marginal empirical likelihood and sure independence screening
Empirical likelihood high dimensional data analysis independence sure screening large deviation
2016/1/25
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data
Generalized empirical likelihood High dimensionality Penalized likelihood
2016/1/20
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the di...
Jackknife Empirical Likelihood for Parametric Copulas
Copulas Empirical likelihood Interval estimation Jackknife
2016/1/19
For fitting a parametric copula to multivariate data, a popular way is to employ the so-called pseudo maximum likelihood estimation proposed by Genest, Ghoudi and Rivest (1995). Although interval esti...
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 ...
Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions
Risk measure Heavy-tailed distribution Distortion risk measure Weighted risk measure Proportional hazards transform Conditional tail expectation Premium calculation principle Index of economic inequality Statistical inference
2011/6/20
Considerable literature has been devoted to developing statistical
inferential results for risk measures, especially for those that are
of the form of L-functionals. However, practical and theoretic...
Sharper lower bounds on the performance of the empirical risk minimization algorithm
empirical risk minimization learning theory lower bound multidimensional central limit theorem uniform central limit theorem
2011/3/24
We present an argument based on the multidimensional and the uniform central limit theorems, proving that, under some geometrical assumptions between the target function $T$ and the learning class $F$...
Empirical process of residuals for regression models with long memory errors
Empirical process of residuals regression models
2011/3/24
We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are different from the rates ...
Regenerative block empirical likelihood for Markov chains
Nummelin splitting technique time series Empirical Likelihood MSC codes: 62G05 62F35 62F40
2011/3/23
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the ...
Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions
Statistics Theory (math.ST)
2010/12/17
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hy...
Adjusted empirical likelihood with high-order precision
Bartlett correction confidence region Edgeworth expansion
2010/10/14
Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying est...
On the covariance of the asymptotic empirical copula process
Asymptotic variance copula dependence parameter empirical process independence left-tail decreasing rank-based inference
2010/3/18
Conditions are given under which the empirical copula process associated with
a random sample from a bivariate continuous distribution has a smaller asymptotic
covariance function than the standard ...
Kernel methods and minimum contrast estimators for empirical deconvolution
bandwidth inverse problems kernel estimators local linearmethods local polynomial methods minimum contrast methods
2010/3/11
We survey classical kernel methods for providing nonparametric solutions
to problems involving measurement error. In particular we outline
kernel-basedmethodology in this setting, and discuss its ba...
The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
Edgeworth-Cornish-Fisher expansions von Mises derivatives Weighted em-pirical distribution
2010/3/10
This paper extends Edgeworth-Cornish-Fisher expansions for the distribution
and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have
different distributions. Seco...
On generalized empirical likelihood methods
Empirical likelihood Generalized Empirical likelihood Minimum divergence Effi-ciency Duality Divergence projection
2010/3/10
We introduce estimation and test procedures through divergence minimization for
models satisfying linear constraints with unknown parameter. These procedures extend the em-
pirical likelihood (EL) m...
The tail empirical process for some long memory sequences
tail empirical process long memory sequences
2010/3/9
This paper describes limiting behaviour of tail empirical process associated with
long memory stochastic volatility models. We show that such process has dichoto-
mous behaviour, according to an int...