搜索结果: 31-45 共查到“管理学 multivariate”相关记录105条 . 查询时间(0.065 秒)
A pseudo-RIP for multivariate regression
Multivariate regression Restricted Isometry Property
2011/7/6
We give a suitable RI-Property under which recent results for trace regression translate into strong risk bounds for multivariate regression. This pseudo-RIP is compatible with the setting $n < p$.
Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
Strictly stationary solutions multivariate ARMA equations i.i.d. noise
2011/6/17
We obtain necessary and sufficient conditions for the existence of strictly stationary
solutions of multivariate ARMA equations with independent and identically
distributed noise. For general ARMA(p...
Iterative bias reduction multivariate smoothing in R: The ibr package
multivariate smoothing L2 boosting thin-plate splines kernel regression R
2011/6/20
In multivariate nonparametric analysis, sparseness of the co-
variates also called curse of dimensionality, forces one to use large smoothing
parameters. This leads to a biased smoother. Instead of ...
Recursive bias estimation for multivariate regression smoothers
nonparametric regression；smoother；kernel；thin-plate splines；stopping rules
2011/6/17
This paper presents a practical and simple fully nonparametric multivariate smooth-
ing procedure that adapts to the underlying smoothness of the true regression function. Our
estimator is easily co...
Optimum allocation in multivariate stratified random sampling: Stochastic matrix optimisation
Multivariate stratified random sampling modified E-model stochastic programming optimum allocation integer programming E-model V -model P-model
2011/6/17
The allocation problem for multivariate stratified random sampling as a problem of
stochastic matrix integer mathematical programming is considered. With these aims
the asymptotic normality of sampl...
Large-sample tests of extreme-value dependence for multivariate copulas
max-stability multiplier central limit theorem pseudo-observations ranks
2011/6/17
Starting from the characterization of extreme-value copulas based on maxstability,
large-sample tests of extreme-value dependence for multivariate copulas
are studied. The two key ingredients of the...
Multivariate convex regression with adaptive partitioning
Nonparametric regression shape constraint convex regression treed linear model
2011/6/17
We propose a new, nonparametric method for multivariate regression subject to convexity or
concavity constraints on the response function. Convexity constraints are common in economics,
statistics, ...
Multivariate stratified sampling by stochastic multiobjective optimisation
Multivariate stratified random sampling multiobjective E-model
2011/7/5
This work considers the allocation problem for multivariate stratified random sampling as a problem of integer non-linear stochastic multiobjective mathematical programming.
Risk,VaR,CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution
VaR CVaR Portfolio Optimization VaR Optimization CVaR Optimization Optimisation
2011/3/25
We show how to reduce the problem of computing VaR and CVaR with Student T return distributions to evaluation of analytical functions of the moments. This allows an analysis of the risk properties of ...
Identification of the Multivariate Fractional Brownian Motion
Self similarity Multivariate process Long-range dependence Discrete variations Parametric estimation
2011/3/21
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p...
Identification of the Multivariate Fractional Brownian Motion
Self similarity Multivariate process Long-range dependence Discrete variations Parametric estimation
2011/3/23
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p...
Multivariate Goodness of Fit Procedures for Unbinned Data: An Annotated Bibliography
Multivariate Goodness An Annotated Bibliography
2011/3/21
Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data...
Robust Retrospective Multiple Change-point Estimation for Multivariate Data
Change-point estimation multivariate data Kruskal-Wallis test robust statistics joint segmentation
2011/3/18
We propose a non-parametric statistical procedure for detecting multiple change-points in multidimensional signals. The method is based on a test statistic that generalizes the well-known Kruskal-Wall...
Smoothed ANOVA with spatial effects as a competitor to MCAR in multivariate spatial smoothing
Analysis of variance Bayesian inference conditionally autore gressive model hierarchical model smoothing
2010/11/8
Rapid developments in geographical information systems (GIS)continue to generate interest in analyzing complex spatial datasets.One area of activity is in creating smoothed disease maps to de-scribe t...
A factor mixture analysis model for multivariate binary data
model based clustering latent trait analysis EM algorithm
2010/10/19
The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gauss...