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A simple construction of polynomial estimators for
densities and distributions on the unit interval is presented. For-
Lipschitz densities the error for the mean square deviation is characterized.
...
Haar system and nonparametric density estimation in several variables
Haar system nonparametric density estimation several variables
2009/9/23
Partial sums of the Fourier-Haar expansion in several
variables are used to esstimate on cubes a probability density
satisfying some Lipschitz conditions.
Cumulants for stationary mixing random sequences and applications to empirical spectral density
stationary mixing random sequences applications to empirical spectral density
2009/9/23
Cumulants for stationary mixing random sequences and applications to empirical spectral density。
A roumula for the density of the norm of stable random vectors in Hilbert spaces
the density of the norm stable random vectors Hilbert spaces
2009/9/23
A roumula for the density of the norm of stable random vectors in Hilbert spaces。
On density of a stable uniformly convex norm。
On spectral density estimates for a Gaussian periodically correlated random field
spectral density estimates a Gaussian periodically correlated random field
2009/9/23
On spectral density estimates for a Gaussian periodically correlated random field。
Asymptotic nonparametric spline density estimation
Asymptotic nonparametric spline density estimation
2009/9/23
In [5] we have announced a h e a r spllne method for
nonparametric density and distribution estimation on the real line. In
this paper, asymptotic properties of a large family of such estimators
a...
Equivalent conditions for the consistency of nonparametric spline density estimators
Equivalent conditions the consistency of nonparametric spline density estimators
2009/9/23
We study the nonparametric spline density estimators of
probability density. The equivalence of weak convergence for L,-consistency
of one density and completely for L,-consistency of all
densities...
Minimum L(1)-penalized distance estimators of a density and its derivatives
Minimum L(1)-penalized distance estimators a density derivatives
2009/9/23
Minimum L(1)-penalized distance estimators of a density and its derivatives。
Bayesian Dynamic Density Estimation
Dependent Dirichlet process Nonparametric Bayes Random probability measure Travel Costs Insurance Claim Distributions
2009/9/22
Empirical distributions in nance and economics might show heavy
tails, volatility clustering, varying mean returns and multimodality as part of their
features. However, most statistical models avail...
Point regularity of p-stable density in R(d) and Fisher information
Point regularity of p-stable density R(d) and Fisher information
2009/9/22
In the paper we prove that the n-th directional derivative
of a pstable density f (x) in the direction a can be estimated by
where 0 < u < 1, and C depends also on geometrical properties of the
Lkv...
Note on asymptotic normality of kernel density estimator for linear process under short-range dependence
asymptotic normality kernel density estimator linear process short-range dependence
2009/9/21
Wc mnf;i&r the paablem of density estimation for
m a one-sided linear prosees X, = zt _ , a, Z, , with i.id square iategra-
Me kovatims - We prove that under weak contritions on
(ai)&, which imply ...
The use of variable kernel mass in density estimation
variable kernel mass density estimation
2009/9/21
The use of variable kernel mass in density estimation。
Probability Density Functions of the Empirical Wavelet Coefficients of a Wavelet Estimator of Multidimensional Poisson Intensities
Probability Density Functions Empirical Wavelet Coefficients Wavelet Estimator Poisson Intensities
2009/9/17
Probability Density Functions of the Empirical Wavelet Coefficients of a Wavelet Estimator of Multidimensional Poisson Intensities。
Functional approach for excess mass estimation in the density model
exceexcess mass functional estimation multivariate probability density rates of convergence upper bounds of the risk error
2009/9/16
We consider a multivariate density model where we estimate the excess mass of the unknown probability density $f$ at a given level $nu>0$ from $n$ i.i.d. observed random variables. This problem has se...