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Inferring Particle Distribution in a Proton Accelerator Experiment
computer simulator inverse problem exponentially-dampened cosine correlation
2009/9/21
A beam of protons is produced by a linear charged particle accelerator,
then focused through the use of successive quadrupoles. The initial state of the
beamis unknown, interms of particle position ...
Explaining Species Distribution Patterns through Hierarchical Modeling
adaptive rejection method Markov random eld spatial logistic regression species range species richness
2009/9/21
Understanding spatial patterns of species diversity and the distri-
butions of individual species is a consuming problem in biogeography and con-
servation. The Cape Floristic Region (CFR) of South ...
DATA-DRIVEN SCORE TEST OF FIT FOR CONDITIONAL DISTRIBUTION IN THE GARCH(l,l) MODEL
GARCH(1,l) model noise distribution efficient score vector score test BIC Schwarz selection rule
2009/9/18
A data-driven score test for a conditional distribution
in the GARCH(1,l) model is proposed. Conditional distribution assumption
is verified by a score test, obtained from nesting the null
density ...
PROBABILITY OF FAILURE WITH DISCRETE CLAIM DISTRIBUTION
Failure probability ruin probability finite time
2009/9/18
A concept 01 the probability of failure is introduced.
Some popular methods of exact computation of ruin probability are
adopted to compute failure probability. Based on the f o d a presented
in [5...
ASYMPTOTIC DISTRIBUTION OF UNBIASED LINEAR ESTIMATORS IN THE PRESENCE OF HEAVY-TAILED STOCHASTIC REGRESSORS AND RESIDUALS
Asymptotic distribution rate of convergence stochastic regressor stable non-Gaussian
2009/9/18
Under the symmetric a-stable distributional assumption
for the disturbances, Blattberg and Sargent [3] consider unbiased linear
estimators for a regression model with non-stochastic regressors.
We ...
THE MODIFIED TEMPERED STABLE DISTRIBUTION, GARCH MODELS AND OPTION PRICING
Option pricing GARCH process tempered stable distribution volatility clustering
2009/9/18
We introduce a new variant of the tempered stable distribution,
named the modified tempered stable (MTS) distribution and we develop
a GARCH option pricing model with MTS innovations. This model
al...
Characterization of the NPMPLE of the Disease Onset Distribution Function for a Survival-Sacrifice Model
Characterization of the NPMPLE Disease Onset Distribution Function a Survival-Sacrifice Model
2009/9/18
Characterization of the NPMPLE of the Disease Onset Distribution Function for a Survival-Sacrifice Model。
Optimal Conditional Confidence Interval for the Shape Parameter of a Weibull Distribution
Optimal Conditional Confidence Interval the Shape Parameter a Weibull Distribution
2009/9/17
Optimal Conditional Confidence Interval for the Shape Parameter of a Weibull Distribution。
The Extended Generalized Inverse Gaussian Distribution for Log-Linear and Stochastic Volatility Models
Inverse Gaussian Distribution Log-Linear Stochastic Volatility Models
2009/9/17
The Extended Generalized Inverse Gaussian Distribution for Log-Linear and Stochastic Volatility Models。
Noncentral, Nonsingular Matrix Variate Beta Distribution
Noncentral Nonsingular Matrix Variate Beta Distribution
2009/9/17
Noncentral, Nonsingular Matrix Variate Beta Distribution。
Bayesian Inference for the Skewness Parameter of the Scalar Skew-Normal Distribution
Bayesian Inference the Skewness Parameter Skew-Normal Distribution
2009/9/17
Bayesian Inference for the Skewness Parameter of the Scalar Skew-Normal Distribution。
Adaptivity in convolution models with partially known noise distribution
Adaptive nonparametric tests convolution model goodness-of-fit tests infinitely differentiable functions partially known noise
2009/9/16
We consider a semiparametric convolution model. We observe random variables having a distribution given by the convolution of some unknown density $f$ and some partially known noise density $g$. In th...
Deconvolution for an atomic distribution
Asymptotic normality atomic distribution deconvolution kernel density estimator
2009/9/16
Let $X_1,ldots, X_n$ be i.i.d. observations, where $X_i=Y_i+sigma Z_i $ and $Y_i$ and $Z_i$ are independent. Assume that unobservable $Y$'s are distributed as a random variable $UV$, where $U$ and $V$...
Cumulative distribution function estimation under interval censoring case 1
Adaptive estimation Current status data Minimax rate Interval censoring Nonparametric estimator Penalized contrast
2009/9/16
We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only in...