搜索结果: 1-15 共查到“知识库 统计学 U-statistics”相关记录81条 . 查询时间(0.157 秒)
Estimating Tail Probabilities in Queues via Extremal Statistics
Extreme values queues regenerative processes rare events estimation asymptotics
2015/7/8
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
A general approach to the joint asymptotic analysis of statistics from sub-samples
Empirical processes sub-sampling,self-normalization change point weak con-vergence Time series compact differentiability
2013/6/14
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint...
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector...
CLT for linear spectral statistics of random matrix $S^{-1}T$
CLT linear spectral statistics random matrix $S^{-1}T$
2013/6/13
This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.
A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix
Linear spectral statistics central limit theorem centralized sample covari-ance matrix centralizedF-matrix simplified sample covariance matrix simplified F-matrix
2013/6/13
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with the...
The Estimation of Transport Logistic Processes Models on the Base of Intensive Computer Methods of Statistics
Transport Logistic Processes Models Intensive Computer Methods of Statistics
2013/6/13
The promotion work 'The Estimation of Transport Logistic Processes Models on the Base of Intensive Computer Methods of Statistics' has been worked out by Helen Afanasyeva to obtain the scientific degr...
Bell’s (1964) theorem is popularly supposed to establish the non-locality of quantum physics as a mathematical-physical theory. Building from this, observed violation of Bell’s inequality in experimen...
Depth statistics
Depth statistics
2012/9/19
In 1975 John Tukey proposed a multivariate median which is the ‘deepest’ point in a given data cloud in Rd(Tukey, 1975). In measuring the depth of an arbitrary pointzwith respect to the data, he consi...
New semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics
Gaussian fractionally integrated processes Adaptive semiparametric estimators of the meme-ory parameter test of long-memory stationarity test unit root test.
2012/9/19
In this paper, we show that the adaptive multidimensional increment ratio estimator of the long range memory parameter defined in Bardet and Dola (2012) satisfies acentral limit theorem (CLT in the se...
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Random Matrix Spectral measure Stieltjes Transform
2011/7/19
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
Special section on statistics in neuroscience
Functional magnetic resonance imaging (fMRI) brain imaging exploratory analysis
2011/7/19
This article provides a brief introduction to seven papers that are included in this special section on Statistics in Neuroscience: (1) Xiaoyan Shi, Joseph G. Ibrahim, Jeffrey Lieberman, Martin Styner...
A simple variance inequality for U-statistics of a Markov chain with applications
U-statistics Markov chains Inequalities Limit theorems
2011/7/19
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain.
Riemannian statistics geometry: A counterpart approach of inference geometry
Geometrical Methods in Statistics
2011/7/19
Riemannian statistics geometry is proposed in this work as a counterpart approach of inference geometry.
Homogeneity and change-point detection tests for multivariate data using rank statistics
Homogeneity change-point detection tests multivariate data
2011/7/19
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametri...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.