搜索结果: 1-6 共查到“理论统计学 Confidence Bands”相关记录6条 . 查询时间(0.078 秒)
Variance estimation and asymptotic confidence bands for the mean estimator of sampled functional data with high entropy unequal probability sampling designs
covariance function finite population Hajek approximation Horvitz-Thompso estimator Kullback-Leibler divergence rejective sampling unequal probability sampling without replacement
2012/11/23
For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the H\'ajek formula. The interest of this asymptotic varia...
Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds
Concentration Inequalities Confidence Bands Density Estimators
2011/3/21
Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge 1$. Consider a 'needlet frame' $\{\phi_{j \eta}...
Confidence bands in density estimation
Adaptive estimation limit theorem density estimation extremes Gaussian processes wavelet estimators kernel estimators
2010/3/11
we construct adaptive confidence bands that are honest for all densities
in a “generic” subset of the union of t-H¨older balls, 0 < t r,
where r is a fixed but arbitrary integer. The exceptional (...
On Confidence Bands for Time Series Problems in the Time and Frequency Domains
Confidence Bands Time Series Problems Frequency Domains
2009/9/17
On Confidence Bands for Time Series Problems in the Time and Frequency Domains。
Confidence bands in nonparametric time series regression
Long-range dependence model validation moderate deviation nonlinear time series nonparametric regression short-range dependence
2010/4/30
We consider nonparametric estimation of mean regression and
conditional variance (or volatility) functions in nonlinear stochastic
regression models. Simultaneous confidence bands are constructed
a...
We show that there do not exist adaptive confidence bands for
curve estimation except under very restrictive assumptions. We propose
instead to construct adaptive bands that cover a surrogate functi...