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Critical Properties of $S^{4}$ System Restudied via Generalized Migdal-Kadanoff Bond-moving Renormalization
Critical Properties System Restudied via Generalized Bond-moving Renormalization
2012/9/17
We study the critical properties of the spin-continuousS4 system on the typical translational in-variant triangular lattices by combining the recently developed generalized Migdal-Kadanoff bond-moving...
Mixing Coefficients Between Discrete and Real Random Variables: Computation and Properties
Mixing Coefficients Between Discrete Real Random Variables Computation Properties
2012/9/17
In this paper we study the problem of estimating the mixing coefficients between two random vari-ables. Three different mixing coefficients are studied,namely alpha-mixing, beta-mixing and phi-mixing ...
Some Pitman Closeness Properties Pertinent to Symmetric Populations
Pitman closeness order statistics symmetric random variables estimators sample median more peaked distribution ranked set sampling median ranked set sampling
2012/9/19
In this paper, we focus on Pitman closeness probabilities when the estimators are symmetrically distributed about the unknown parameter θ. We first consider two symmetric estimatorsˆθ1andˆθ2...
A note on global Markov properties for mixed graphs
Graphical models separation global Markov property
2011/7/19
Global Markov properties in mixed graphs are usually formulated in terms of the path-oriented m-separation or by use of augmented graphs (similar to moral graphs in the case of directed acyclic graphs...
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Ornstein-Uhlenbeck processes stable process drift coefficient matrix estimation consistency asymptotic efficiency
2009/9/16
In this paper, we investigate the consistency and asymptotic efficiency of an estimator of the drift matrix, $F$, of Ornstein-Uhlenbeck processes that are not necessarily stable. We consider all the c...
Optimal properties of some Bayesian inferences
relative surprise inferences probability of covering a false value unbiasedness Bayes factors relative belief ratios
2009/9/16
Relative surprise regions are shown to minimize, among Bayesian credible regions, the prior probability of covering a false value from the prior. Such regions are also shown to be unbiased in the sens...
Asymptotic properties of false discovery rate controlling procedures under independence
Multiple hypothesis testing Benjamini-Hochberg procedure FDP FDR
2009/9/16
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate (FDR). The FDR is the expected False Discovery Proportion (FDP), that is, th...
Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
Principal Components Principal Fitted Components random matrix theory regression
2009/9/16
We analyse the properties of the Principal Fitted Components (PFC) algorithm proposed by Cook. We derive theoretical properties of the resulting estimators, including sufficient conditions under which...
On the asymptotic properties of the group lasso estimator for linear models
Least Squares Sparsity Group-Lasso Model Selection Oracle Inequalities Persistence
2009/9/16
We establish estimation and model selection consistency, prediction and estimation bounds and persistence for the group-lasso estimator and model selector proposed by Yuan and Lin (2006) for least squ...