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中山大学岭南学院高级计量经济学课件（I）CH4 Large Sample Distribution Theory and Large Sample Properties of the Classical Regression Model
中山大学岭南学院 高级计量经济学 课件（I） CH4 Large Sample Distribution Theory and Large Sample Properties of the Classical Regression Model
2017/6/14
中山大学岭南学院高级计量经济学课件（I）CH4 Large Sample Distribution Theory and Large Sample Properties of the Classical Regression Model。
昆明理工大学理学院概率论与数理统计课件Chapter 7 Estimation Problems--The particular properties of estimators
昆明理工大学理学院 概率论与数理统计 课件 Chapter 7 Estimation Problems The particular properties of estimators
2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 7 Estimation Problems--The particular properties of estimators.
Estimation of Variance and Its Properties in Measurement Error Model
Measurement error model independence unbiased estimator non-negative estimator.
2011/11/11
This paper introduces variance estimators of Y in measurement error model X=Y+E with known Var(E). An unbiased estimator and an adjust non-negative estimator of Var(Y) are given. Meanwhile, some prope...
Scaling properties of first-passage time probabilities in financial markets
financial markets first-passage time probability Statistical Finance
2011/9/29
Abstract: Financial markets provide an ideal frame for the study of first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six...
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simp...
Concentration Properties of a Gaussian Field Given that its $L^2$-Norm is Large
Concentration Properties Gaussian Field Given $L^2$-Norm is Large
2010/12/14
The realizations of a Gaussian field are investigated in the limit where its L2-norm is large.
Concentration onto the eigenspace associated with the largest eigenvalue of the covariance of the field ...
Minimal models, formality and hard Lefschetz properties of solvmanifolds with local systems
solvmanifold Sullivan’s minimal model formality Hard Lefschetz property
2010/12/3
For a simply connected solvable Lie group G with a cocompact discrete subgroup , we consider the space of differential forms on the solvmanifold G/with values in certain flat bundl...