搜索结果: 16-22 共查到“统计学 densities”相关记录22条 . 查询时间(0.09 秒)
Confidence bands for densities, logarithmic point of view
Density Kernel estimator Asymptotic logarithmic level Asymptotic almost sure condence regions Moderate deviations principles
2009/6/12
Confidence bands for densities, logarithmic point of view.
Positivity of Brownian Transition Densities
Transition Densities Brownian Motion Eigenvalue Expansion Fine Topology Regular Points
2009/5/8
Let $B$ be a Borel subset of $R^d$ and let $p(t,x,y)$ be the transition densities of Brownian motion killed on leaving $B$. Fix $x$ and $y$ in $B$. If $p(t,x,y)$ is positive for one $t$, it is positiv...
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
wedge sum-of-exponential
2009/4/22
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relyin...
A test of goodness-of-fit for the copula densities
Adaptation Copula Density Minimax Theory of Test GoodnessTest of Fit
2010/3/18
We consider the problem of testing hypotheses on the copula density from n bidimensional
observations. We wish to test the null hypothesis characterized by a
parametric class against a composite non...
A Kiefer--Wolfowitz theorem for convex densities
Brownian bridge convex density distance empirical distribution invelopeprocess monotone density
2010/4/26
Kiefer and Wolfowitz [Z. Wahrsch. Verw. Gebiete 34 (1976) 73–
85] showed that if F is a strictly curved concave distribution function (corresponding
to a strictly monotone density f), then the Maxim...
Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data
Active Set EM Algorithms Log-Concave Densities Complete and Censored Data
2010/4/30
We develop an active set algorithm for the maximum likelihood estimation of a
log–concave density based on complete data. Building on this fast algorithm, we introduce an EM algorithm to treat arbitr...
Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives
Computation Power Loss Likelihood Ratio Tests Probability Densities Lehmann Alternatives
2010/4/27
We compute the loss of power in likelihood ratio tests when we test
the original parameter of a probability density extended by the first
Lehmann alternative.