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Adaptive Bayes test for monotonicity
Bayesian Nonparametric Nonparametric regression Nonparamet-ric hypothesis testing Asymptotic properties
2013/4/28
We study the asymptotic behaviour of a Bayesian nonparametric test of qualitative hypotheses. More precisely, we focus on the problem of testing monotonicity of a regression function. Even if some res...
Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs
D-optimality experimental design multiplicative algorithm
2010/3/9
We study a class of multiplicative algorithms introduced by Silvey et al. (1978) for com-
puting D-optimal designs. Strict monotonicity is established for a variant considered by
Titterington (1978)...
MONOTONICITY AND NON-MONOTONICITY OF DOMAINS OF STOCHASTIC INTEGRAL OPERATORS
Improper stochastic integral infinitely divisible distribution Levy process
2009/9/18
A Lkvy process on Rd with distribution p at time 1 is
denoted by X") = {xi'")]I.T the improper stochastic integral
f (s] d ~ : f io)f f with respect to Xtd is definable, its distribulion is
denote...