搜索结果: 1-15 共查到“统计学 c-index”相关记录29条 . 查询时间(0.117 秒)
Vanilla Lasso for sparse classification under single index models
Vanilla Lasso sparse classification single index models
2016/1/20
This paper study sparse classification problems. We show that under single-index models, vanilla Lasso could give good estimate of unknown parameters. With this result, we see that even if the model i...
Asymptotic normality of a Sobol index estimator in Gaussian process regression framework
Sensitivity analysis Gaussian process regression asymptotic normality stochas-tic simulators Sobol index
2013/6/14
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims t...
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...
Multifidelity variance reduction for pick-freeze Sobol index estimation
Multifidelity variance reduction pick-freeze Sobol index estimation
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...
High-Frequency Tail Index Estimation by Nearly Tight Frames
High-Frequency Tail Index Estimation Nearly Tight Frames
2013/4/27
This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral parameters of Gaussian and i...
Assessing the Health of Richibucto Estuary with the Latent Health Factor Index
AMBI Bayesian statistics hierarchical modelling infaunal trophic index Markov chain Monte Carlo statistical inference
2012/9/17
The ability to quantitatively assess the health of an ecosystem is often of great interest to those tasked with monitoring and conserving ecosystems. For decades, research in this area has relied upon...
The General Poverty Index
asymptotic behavior empirical process hungarian construction poverty indices
2012/9/17
We introduce the General Poverty Index (GPI),which summarizes most of the known and available poverty indices, in the form GPI=δ(A(Qn,n,Z)nB(Q,n)Qn Xj=1 w(µ1n+µ2Qn−µ3j+µ4...
Bias correction for estimators of the extremal index
absolute regularity clustering of extremes extremal index
2011/7/19
We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over different thres...
Independent screening for single-index hazard rate models with ultra-high dimensional features
screening univariate regression models generalized linear models single-index
2011/6/17
In data sets with many more features than observations, independent screening based on all
univariate regression models leads to a computationally convenient variable selection method.
Recent effort...
The linearity condition and adaptive estimation in single-index regressions
linearity condition adaptive estimation single-index regressions
2010/3/9
We show that under a linearity condition on the distribution of the predictors,
the coefficient vector in a single-index regression can be estimated with
the same efficiency as in the case when the ...
Ordering and comparing estimators by means of Gini separation index
Ordering and comparing estimators means of Gini separation index
2009/9/23
The suggested ordering of estimators uses the separation
measure between the population with true and estimated values of
parameter. It allows us ta choose one estimator as better in the cases
wher...
Optimal rates and adaptation in the single-index model using aggregation
Nonparametric regression single-index aggregation adaptation minimax random design oracle inequality
2009/9/16
We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question 2 from Sto...
The Center of Mass of the ISE and the Wiener Index of Trees
ISE, Brownian snake Brownian excursion center of mass Wiener index
2009/4/28
We derive the distribution of the center of mass S of the integrated superBrownian excursion (ISE) from the asymptotic distribution of the Wiener index for simple trees. Equivalently, this is the dist...
Measure Concentration for Stable Laws with Index Close to 2
Concentration of measure stable distribution
2009/4/24
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...
Measure Concentration for Stable Laws with Index Close to 2
Measure Concentration Stable Laws Index
2009/4/7
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...