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Estimation of a number of errors in case of repetitive quality control
Estimation errors in case of repetitive quality control
2009/9/24
The estimation of a number of defects of a specified
part of a homogeneous product is considered. A natural estimator,
although well justified by a hewistical reasoning, is proved to be
asymptotica...
On minimum bias and variance estimation for parametric models with shrinking contamination
minimum bias and variance estimation parametric models shrinking contamination
2009/9/24
A close relationship is derived between optimal Mestimation
and optimal robust testing for shrinking contaminations.
Explicit formulas are given for solutions when the loss is defined as
convex com...
The Jackknife method and the Gauss-Markov estimation
The Jackknife method the Gauss-Markov estimation
2009/9/24
yI, t is shown that in many cases the Jackknife estimator
is the least squares estimator in a convenient linear model;
moreover, under some light assumptions about the distribution of
the observati...
Estimation of the periodic function in the multiplicative intensity model
Estimation of the periodic function the multiplicative intensity model
2009/9/24
Estimation of the periodic function in the multiplicative intensity model。
Parameter Estimation in Continuous Time Markov Switching Models: A Semi-Continuous Markov Chain Monte Carlo Approach
Bayesian inference data augmentation hidden Markov model
2009/9/24
In this paper,we combine useful aspects of both approaches.On the one hand,we are inspired by the discretization, where filtering for the state process is possible,on the other hand,we
catch attracti...
The paper concerns the estimation of univariabb
(multivariate) linear regression parameters based on the independent
normally distributed random variables (vectors) with unknown variance
(p. d. cov...
The papex deals with the concept of robustness given
by Zielidski (see [17J and [18]). The uniformly most bias-robust
estimates of the scale parameter, based on order statistics and
spacings, for s...
Estimating functions of variance components is
considered. The problem is to find an estimator, the variance of
which changes as little as possible when the kurtosis of the
underlying distribution ...
Sequential estimation in random fields。
A simple construction of polynomial estimators for
densities and distributions on the unit interval is presented. For-
Lipschitz densities the error for the mean square deviation is characterized.
...
Haar system and nonparametric density estimation in several variables
Haar system nonparametric density estimation several variables
2009/9/23
Partial sums of the Fourier-Haar expansion in several
variables are used to esstimate on cubes a probability density
satisfying some Lipschitz conditions.
Variance components admissible estimation from some unbalanced data: formulae for the nested design (1)
Variance components admissible estimation unbalanced data
2009/9/23
Variance components admissible estimation from some unbalanced data: formulae for the nested design (1)。
Minimax sequential estimation based on random fields
Minimax sequential estimation random fields
2009/9/23
Minimax sequential estimation based on random fields。
Asymptotic nonparametric spline density estimation
Asymptotic nonparametric spline density estimation
2009/9/23
In [5] we have announced a h e a r spllne method for
nonparametric density and distribution estimation on the real line. In
this paper, asymptotic properties of a large family of such estimators
a...
Grade estimation of Kullback-Leibler information number
Grade estimation Kullback-Leibler information number
2009/9/23
An estimator of the Kullback-Leibler information
number by using its representation as a functional of the grade density
is introduced. Its strong consistency is proved under the mild
conditions on...