搜索结果: 1-14 共查到“统计学 k-out-of-n property”相关记录14条 . 查询时间(0.124 秒)
It is shown that for every sequence (x,) of elements of
1'; the following two properties are equivalent:
(4 bJk1 12 UTI.
(b) (lS,/nllz, FJ is a quasimartingale, where S, = E,x,,
(4 being a sequenc...
We prove that for a Radernacher sequence (r,) and any
sequence of real numbers [ad the inequality
holds true.
On the Kolmogorov quasimartingale property
the Kolmogorov quasimartingale property the interpretation of condition (i)
2009/9/22
This paper is devoted to the interpretation of condition (i). For
instance, it is shown that if the r.v. X, are weighted Rademacher r.v.,
then (i) is equivalent to the fact that ((S,/n)', %A is a qu...
On a uniqueness property of alpha-spherical distributions
a uniqueness property alpha-spherical distributions
2009/9/22
A distribution of an a-spherical random vector is
shown to be uniquely determined by a distribution of quotients
A Bernstein property of measures on groups and symmetric spaces
Bernstein property of measures probability measures on non-commutative groups
2009/9/22
In this paper we consider a Bernstein property of
probability measures on groups introduced by Neuenschwander. We
discuss this property for discrete groups, compact groups, nilpotent
groups and som...
A WARNING ABOUT AN INDEPENDENCE PROPERTY RELATED TO RANDOM BROVCTNIAN SCALING
Standard Brownian motion Brownian scaling excursion last zero first zero Brownian meander
2009/9/18
In this note, which develops a part of our paper [2], we
consider independence properties between Brownian motion, after
Brownian scaling on a random interval (a, b), and the length (b-a) of
the in...
TWO TYPES OF MARKOV PROPERTY
Markov chains in the strict sense and in the wide sense linear prediction covariance function cyclostationary distribution
2009/9/18
The paper gives some insight into the relations between two
types of Markov processes – in the strict sense and in the wide sense – as
well as into two aspects of periodicity. It concerns Markov pro...
Kullback Leibler property of kernel mixture priors in Bayesian density estimation
Bayesian density estimation Dirichlet process, kernel mixture KullbackLeibler property posterior consistency
2009/9/16
Positivity of the prior probability of Kullback-Leibler neighborhood around the true density, commonly known as the Kullback-Leibler property, plays a fundamental role in posterior consistency. A popu...
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Linear model Lasso Dantzig Sparsity Model selection Sign consistency
2009/9/16
We derive the l∞ convergence rate simultaneously for Lasso and Dantzig estimators in a high-dimensional linear regression model under a mutual coherence assumption on the Gram matrix of the design and...
Fractional Brownian Motion and the Markov Property
Gaussian processes Markov Processes Numerical Approximation Ergodic Theorem
2009/5/8
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This leads naturally to:
1. A...
A Universality Property for Last-Passage Percolation Paths Close to the Axis
Last-passage percolation universality Brownian directed percolation
2009/4/24
We consider a last-passage directed percolation model in $Z_+^2$, with i.i.d. weights whose common distribution has a finite $(2+p)$th moment. We study the fluctuations of the passage time from the or...
A Universality Property for Last-Passage Percolation Paths Close to the Axis
Universality Property Percolation the Axis
2009/4/7
We consider a last-passage directed percolation model in $Z_+^2$, with i.i.d. weights whose common distribution has a finite $(2+p)$th moment. We study the fluctuations of the passage time from the or...
LAMN property for hidden processes：the case of integrated diffusions
Diffusion processes parametric estimation LAMN property Malliavin calculus non-Markovian data
2010/4/30
In this paper we prove the Local Asymptotic Mixed Normality
(LAMN) property for the statistical model given by the observation of
local means of a diffusion process X. Our data are given by
R 10 Xs...
Sparse Estimators and the Oracle Property，or the Return of Hodges' Estimator
oracle property sparsity penalized maximum likelihood penalizedleast squares Hodges’ estimator SCAD
2010/4/28
We point out some pitfalls related to the concept of an oracle property as used in Fan
and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges’
estimator. The or...