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Asymptotic normality and efficiency of two Sobol index estimators
sensitivity analysis Sobol indices asymptotic efficiency asymptotic normality confidence intervals metamodelling surface response methodology
2013/4/28
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variabilit...
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
adaptive estimation asymptotic equivalence asynchronous ob-servations integrated covolatility matrix quadratic covariation semiparametric eciency,microstructure noise spectral estimation
2013/4/28
An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high...
Respondent privacy and estimation efficiency in randomized response surveys for discrete-valued sensitive variables
Jeopardy measure numerical stigmatizing variable revealing probability
2013/4/28
In some socio-economic surveys, data are collected on sensitive or stigmatizing issues such as tax evasion, criminal conviction, drug use, etc. In such surveys, direct questioning of respondents is no...
Conjugate distributions in hierarchical Bayesian ANOVA for computational efficiency and assessments of both practical and statistical significance
ANOVA xed eects random eects variance components hierar-chical Bayes multilevel model constraints
2013/4/27
Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to...