搜索结果: 16-30 共查到“统计学 U-statistics”相关记录107条 . 查询时间(0.035 秒)
Depth statistics
Depth statistics
2012/9/19
In 1975 John Tukey proposed a multivariate median which is the ‘deepest’ point in a given data cloud in Rd(Tukey, 1975). In measuring the depth of an arbitrary pointzwith respect to the data, he consi...
New semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics
Gaussian fractionally integrated processes Adaptive semiparametric estimators of the meme-ory parameter test of long-memory stationarity test unit root test.
2012/9/19
In this paper, we show that the adaptive multidimensional increment ratio estimator of the long range memory parameter defined in Bardet and Dola (2012) satisfies acentral limit theorem (CLT in the se...
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Random Matrix Spectral measure Stieltjes Transform
2011/7/19
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
Special section on statistics in neuroscience
Functional magnetic resonance imaging (fMRI) brain imaging exploratory analysis
2011/7/19
This article provides a brief introduction to seven papers that are included in this special section on Statistics in Neuroscience: (1) Xiaoyan Shi, Joseph G. Ibrahim, Jeffrey Lieberman, Martin Styner...
A simple variance inequality for U-statistics of a Markov chain with applications
U-statistics Markov chains Inequalities Limit theorems
2011/7/19
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain.
Riemannian statistics geometry: A counterpart approach of inference geometry
Geometrical Methods in Statistics
2011/7/19
Riemannian statistics geometry is proposed in this work as a counterpart approach of inference geometry.
Homogeneity and change-point detection tests for multivariate data using rank statistics
Homogeneity change-point detection tests multivariate data
2011/7/19
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametri...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Change point analysis of an exponential model based on Phi-divergence test-statistics: simulated critical points case
Change poin Exponential model Likelihood ratio test
2011/7/19
Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations.
Simulation in Statistics
Simulation standard tool probabilistic models ddress statistical MCMC ABC SMC sampling
2011/6/20
Simulation has become a standard tool in statistics because it may be the only tool available for analysing
some classes of probabilistic models. We review in this paper simulation tools that have be...
Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials
Hoeffding’s information bound Internal pilot Kullback-Leibler information Modified Haybittle-Peto test Multiparameter exponential family Sample size re-estimation
2011/6/20
A new approach to adaptive design of clinical trials is proposed in a general multi-
parameter exponential family setting, based on generalized likelihood ratio statistics and optimal
sequential tes...
Missing Data Imputation and Corrected Statistics for Large-Scale Behavioral Databases
missing data imputation statistics corrected for missing data item performance behavioral databases model goodness of fit
2011/3/22
This paper presents a new methodology to solve problems resulting from missing data in large-scale item performance behavioral databases. Useful statistics corrected for missing data are described, an...
Statistics of statisticians: Critical mass of statistics and operational research groups in the UK
Critical mass of statistics operational research groups statisticians
2011/3/24
Using a recently developed model, inspired by mean field theory in statistical physics, and data from the UK's Research Assessment Exercise, we analyse the relationship between the quality of statisti...
Missing Data Imputation and Corrected Statistics for Large-Scale Behavioral Databases
missing data imputation statistics corrected for missing data item performance behavioral databases model goodness of fit
2011/3/23
This paper presents a new methodology to solve problems resulting from missing data in large-scale item performance behavioral databases. Useful statistics corrected for missing data are described, an...
Compressible Priors for High-dimensional Statistics
linear inverse problem LASSO sparsity sparse regression ridge regression com-pressible prior compressive sensing instance optimality maximum a posteriori high-dimensional statistics order statistics
2011/3/18
We develop a principled way of identifying probability distributions whose independent and identically distributed (iid) realizations are compressible, i.e., can be approximated as sparse. We focus on...