搜索结果: 76-90 共查到“统计学 Approach”相关记录123条 . 查询时间(0.23 秒)
Stable probability distributions and their domains of attraction: A direct approach
Domain of attraction [generalised) regular variation characteristic function
2009/9/22
The theory of stable probability distributions and their
domains of attraction is derived in a direct way (avoiding the usual
route via infinitely divisible distributions) using Fourier transforms.
...
Identifying outliers in Bayesian hierarchical models: a simulation-based approach
Hierarchical models diagnostics outliers distributional assumptions
2009/9/22
A variety of simulation-based techniques have been proposed for detec-
tion of divergent behaviour at each level of a hierarchical model. We investigate a
diagnostic test based on measuring the coni...
First passage times for discrete-time stochastic prooess-
. es are studied from a global point of view, in terms of a mapping that
takes a numerical sequence to its first passage time function. The ...
Princing European options on instruments with a constant dividend yield:The randomized discrete-time approach
Option pricing dividends randomization alternative models
2009/9/21
Due to the well-known fact that market returns are not
normally distributed, we use generalized hyperbolic distributions for
pricing options in a randomized discrete-time setup. The obtained
formul...
Wavelet block thresholding for samples with random design: A minimax approach under the Lp risk
Regression with random design wavelets block thresholding
2009/9/18
We consider the regression model with (known) random design. We investigate the minimax performances of an adaptive wavelet block thresholding estimator under the Lp risk with p >2 over Besov balls. W...
A KINGMAN CONVOLUTION APPROACH TO BESSEL PROCESSES
Kingman convolution radial characteristic function independent increment-type processes
2009/9/18
In this paper we study Bessel processes in terms of the Kingman
convolution method. In particular, we propose a higher dimensional
model of the Kingman convolution algebras.We show that every Bessel...
A Unified Bayesian Approach for Analyzing Correlated Ordinal Response Data
A Unified Bayesian Approach Correlated Ordinal Response Data
2009/9/18
A Unified Bayesian Approach for Analyzing Correlated Ordinal Response Data。
On the Bayesian Approach for Frequentist Computations
the Bayesian Approach Frequentist Computations
2009/9/18
On the Bayesian Approach for Frequentist Computations。
Meta Analysis: A Bayesian Approach。
A Spline Approach to Nonparametric Test of Hypothesis
A Spline Approach Nonparametric Test Hypothesis
2009/9/17
A Spline Approach to Nonparametric Test of Hypothesis。
Binary Data in the Presence of Covariates and Misclassifications: A Bayesian Approach
Binary Data the Presence of Covariates Misclassifications A Bayesian Approach
2009/9/17
Binary Data in the Presence of Covariates and Misclassifications: A Bayesian Approach。
A Hierarchical Bayes Approach to Estimation and Prediction for Time Series of Counts
A Hierarchical Bayes Approach Estimation Prediction Time Series of Counts
2009/9/17
A Hierarchical Bayes Approach to Estimation and Prediction for Time Series of Counts。
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...
On multidimensional item response theory - a coordinate free approach
geometric methods statistical modeling
2009/9/16
A coordinate system free definition of complex structure multidimensional item response theory (MIRT) for dichotomously scored items is presented. The point of view taken emphasizes the possibilities ...
SiZer for time series: A new approach to the analysis of trends
Autocovariance function estimation Local linear fit Scale-space method SiZer Time series
2009/9/16
Smoothing methods and SiZer are a useful statistical tool for discovering statistically significant structure in data. Based on scale space ideas originally developed in the computer vision literature...