搜索结果: 31-45 共查到“统计学 Parameter”相关记录75条 . 查询时间(0.114 秒)
Chi-square Intervals for a Poisson Parameter - Bayes, Classical and Structural
Confidence interval coverage probability estimation interval Poisson
2011/3/18
The 'standard' confidence interval for a Poisson parameter is only one of a number of estimation intervals based on the chi-square distribution that may be used in the estimation of the mean or mean r...
Ridge parameter for g-prior distribution in probit mixed models with collinearity
Ridge parameter for g probit mixed models with collinearity g-prior of Zellner
2011/3/18
In the Bayesian variable selection framework, a common prior distribution for the regression coefficients is the g-prior of Zellner (1986). However, there are two standard cases in which the associate...
Asymptotically optimal parameter estimation under quantization constraints
Asymptotically quantization constraints parameter estimation
2011/3/18
The problem of decentralized parameter estimation is considered for diffusion-type processes whose drift coefficients are linear with respect to the unknown parameter. This problem is motivated by app...
Fisher information matrix for three-parameter exponentiated-Weibull distribution under type II censoring
Fisher information three-parameter exponentiated Weibull distribution under type II censoring
2011/3/18
This paper considers the three-parameter exponentiated Weibull family under type II censoring. It first graphically illustrates the shape property of the hazard function. Then, it proposes a simple al...
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...
A General Family of Estimators for Estimating Population Mean Using Known Value of Some Population Parameter(s)
Auxiliary information general family of estimators bias mean-squared error population parameter(s)
2010/4/26
A general family of estimators for estimating the population mean of the variable
under study, which make use of known value of certain population parameter(s), is proposed.
Under Simple Random Samp...
Parameter estimations for SPDEs with multiplicative fractional noise
Asymptotic normality parameter estimation stochastic PDE multiplicative noise singular models
2010/3/11
We study parameter estimation problem for diagonalizable parabolic stochastic partial
differential equations driven by a multiplicative fractional noise with any Hurst parameter H 2
(0, 1). Two clas...
Reconstruction of signals with unknown spectra in information field theory with parameter uncertainty
Reconstruction signals unknown spectra information field theory parameter uncertainty
2010/3/11
The optimal reconstruction of cosmic metric perturbations and other signals requires knowledge
of their power spectra and other parameters. If these are not known a priori, they have to be
measured ...
Manifold-Based Signal Recovery and Parameter Estimation from Compressive Measurements
Manifolds dimensionality reduction random projections Compressive Sensing spar-sity signal recovery parameter estimation
2010/3/10
A field known as Compressive Sensing (CS) has recently emerged to help address the growing
challenges of capturing and processing high-dimensional signals and data sets. CS exploits the
surprising f...
On some Bayesian nonparametric estimators for species richness under two-parameter Poisson-Dirichlet priors
Bayesian nonparametric estimators species richness two-parameter Poisson-Dirichlet priors
2010/3/11
We present an alternative approach to the Bayesian nonparametric analysis of conditional
species richness under two-parameter Poisson Dirichlet priors. We rely on a known characteri-
zation by delet...
Sequential estimation for the spectral density parameter of a stationary Gaussian process
Sequential estimation for the spectral density parameter a stationary Gaussian process
2009/9/24
Sequential estimation for the spectral density parameter of a stationary Gaussian process。
A Bayesian Approach to Estimating the Long Memory Parameter
Bayesian model averaging FEXP hierarchical Bayes long-range dependence Spectral density
2009/9/24
We develop a Bayesian procedure for analyzing stationary long-range
dependent processes.Specically,we consider the fractional exponential model
(FEXP)to estimate the memory parameter of a stationary...
Parameter Estimation in Continuous Time Markov Switching Models: A Semi-Continuous Markov Chain Monte Carlo Approach
Bayesian inference data augmentation hidden Markov model
2009/9/24
In this paper,we combine useful aspects of both approaches.On the one hand,we are inspired by the discretization, where filtering for the state process is possible,on the other hand,we
catch attracti...
The papex deals with the concept of robustness given
by Zielidski (see [17J and [18]). The uniformly most bias-robust
estimates of the scale parameter, based on order statistics and
spacings, for s...
A stochastic Taylor formula for two-parameter stochastic processes
A stochastic Taylor formula two-parameter stochastic processes
2009/9/23
The purpose of the present paper is to prove a stochastic
Taylor formula for two-parameter processes which extends the
results of W. Wagner and E. Platen in the one-parameter case
(6. C51-C71).