搜索结果: 1-15 共查到“理论统计学 H-function”相关记录44条 . 查询时间(0.401 秒)
Copula function’s concentration set and its concentrated partition
Copula function local correlation structure concentration set concentration measure
2016/1/25
The research on the local correlation structure of copula function is an attractive topic.This paper investigates bivariate copula function’s local correlation structure by defining its concentration ...
On a notion of maps between orbifolds I. Function spaces
Mapping spatial topology maps banach
2014/12/25
This is the first of a series of papers which is devoted to a comprehensive theory of maps between orbifolds. In this paper, we define the maps in the more general context of orbispaces, and establish...
Fourier methods for smooth distribution function estimation
Fourier analysis kernel distribution estimation mean integrated squared error optimal bandwidth sinc kernel
2013/6/14
In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in ter...
Fourier analysis of stationary time series in function space
Cumulants discrete Fourier transform functional data analy-sis functional time series periodogram operator spectral density operator weak depen-dence
2013/6/14
We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in su...
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 ...
Penalized Likelihood and Bayesian Function Selection in Regression Models
generalized additive model regularization smoothing spike and slab priors
2013/4/27
Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonl...
Penalized Likelihood and Bayesian Function Selection in Regression Models
generalized additive model regularization smoothing spike and slab priors
2013/4/27
Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonl...
Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data
Bivariate current status data constrained maximum likelihood estimation empirical process sieve maximum likelihood estimation tensor spline basis functions
2012/11/23
The analysis of the joint cumulative distribution function (CDF) with bivariate event time data is a challenging problem both theoretically and numerically. This paper develops a tensor spline-based s...
Iteration Complexity of Randomized Block-Coordinate Descent Methods for Minimizing a Composite Function
Block coordinate descent iteration complexity composite minimization
2011/7/19
In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-...
Classification Loss Function for Parameter Ensembles in Bayesian Hierarchical Models
Classification Loss Function Parameter Ensembles Bayesian Hierarchical Models
2011/6/20
Our perspective in this paper follows the framework adopted by Lin et al. (2006), who intro-
duced several loss functions for the identi cation of the elements of a parameter ensemble that
represent...
On Log-concavity of the Generalized Marcum Q Function
increasing failure rate log-concavity modified Bessel function noncentral chi square
2011/6/20
It is shown that, if 1/2 then the generalized
Marcum Q function Q(a, b) is log-concave in b 2 [0,1). This
proves a conjecture of Sun, Baricz and Zhou (2010). We also
point out relevant results...
Monte Carlo Algorithms for the Partition Function and Information Rates of Two-Dimensional Channels
Two-dimensional channels constrained channels partition function Gibbs sampling importance sampling factor graphs sum-product message passing capacity information rate
2011/6/21
The paper proposes Monte Carlo algorithms for
the computation of the information rate of two-dimensional
source / channel models. The focus of the paper is on binary-input
channels with constraints...
A two-stage hybrid procedure for estimating an inverse regression function
Two-stage estimator bootstrap adaptive design asymptotic properties
2011/6/17
We consider a two-stage procedure (TSP) for estimating an inverse
regression function at a given point, where isotonic regression
is used at stage one to obtain an initial estimate and a local linea...
The LASSO for generic design matrices as a function of the relaxation parameter
linear regression LASSO relaxation parameter
2011/6/16
The LASSO is a variable subset selection procedure in statistical
linear regression based on ℓ1 penalization of the least-squares
operator. Its behavior crucially depends, both in practice and...
Estimating the scaling function of multifractal measures and multifractal random walks using ratios
namely mutiplicative cascades structure function
2011/3/24
In this paper we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, mult...