搜索结果: 1-15 共查到“管理学 Nonparametric estimation”相关记录16条 . 查询时间(0.196 秒)
Nonparametric Estimation of Tail Probabilities for the Single-Server Queue
Nonparametric Estimation Tail Probabilities Single-Server Queue
2015/7/8
We consider the estimation of tail probabilities in queues via the nonparametric estimator constructed by simple computing the observed fraction of time that the queue is out in the tail. We show that...
Nonparametric estimation of a renewal reward process from discrete data
Renewal reward process Continuous time random walk Com-pound Poisson process Discretely observed random process Wavelet density estimation.
2012/9/19
We study the nonparametric estimation of the jump density of a re-newal reward process from one discretely observed sample path over [0;T].We consider the regime when the sampling rate = T !0 asT!1...
Nonparametric estimation of multivariate extreme-value copulas
empirical copula extreme-value copula Pickands dependence function
2011/7/19
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a funct...
Nonparametric Estimation of Second-Order Jump-Diffusion Model
Second-order jump-diffusion N-W estimator Weak consistency
2011/7/6
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the asymptotic normalit...
Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
Bayesian consistency blocked Gibbs sampler discrete choice models mixed multinomial logit random probability measures stick-breaking priors
2011/3/24
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models deriv...
Efficient robust nonparametric estimation in a semimartingale regression model
Non-asymptotic estimation Robust risk Model selection
2010/10/19
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unk...
Nonparametric estimation of the local Hurst function of multifractional processes
Nonparametric estimators Hurst function tangent process
2010/10/19
Consistency, almost sure convergence and central limit theorems are provided for two nonparametric estimators of the local Hurst function of Gaussian multifractional processes. In the case of multifr...
Nonparametric estimation of the mixing density using polynomials
Nonparametric estimation mixing density polynomials
2010/3/10
We consider the problem of estimating the mixing density f from n i.i.d. observations distributed according to amixture density with unknown mixing distribution. In contrast with finite mixtures model...
Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density
Bayesian nonparametric rates of convergence mixtures of Betas adaptive estimation kernel
2010/3/9
In this paper, we investigate the asymptotic properties of nonparametric
Bayesian mixtures of Betas for estimating a smooth density
on [0, 1]. We consider a parametrization of Beta distributions in
...
Nonparametric estimation of the distribution function in contingent valuation models
binary choice regression Dirichlet process latent variable mixture model variable selection
2009/9/24
Contingent valuation models are used in Economics to value nonmarket goods and can be expressed as binary choice regression models with one of the regression coe?cients fixed. A ...
Nonparametric Estimation of Kullback-Leibler Information Illustrated by Evaluating Goodness of Fit
Goodness of Fit Kullback-Leibler Information Consistency
2009/9/22
We describe a method for quantifying the lack of t in a proposed
family of distributions. The method involves estimating the posterior distribu-
tion of the Kullback-Leibler information between the ...
Bayesian nonparametric estimation of the radiocarbon calibration curve
Gaussian process archaeology chronology building cross-validation
2009/9/21
The process of calibrating radiocarbon determinations onto the cal-
endar scale involves, as a rst stage, the estimation of the relationship between
calendar and radiocarbon ages (the radiocarbon ca...
A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic ‘signal plus Gaussian white ...
Nonparametric estimation in functional linear models with second order stationary regressors
Orthogonal series estimation Spectral cut-o Derivatives estimation Mean squared error of prediction Minimax theory Sobolev space
2010/3/17
We consider the problem of estimating the slope parameter in functional linear regression,
where scalar responses Y1; : : : ; Yn are modeled in dependence of second order
stationary random functions...
Nonparametric estimation for dependent data with an application to panel time series
Density estimation nonparametric regression 2-mixing,nonlinear processes panel time series
2010/4/29
In this paper we consider nonparametric estimation for dependent data, where the
observations do not necessarily come from a linear process. We study density estimation
and also discuss associated p...