搜索结果: 16-30 共查到“统计学 Variance”相关记录66条 . 查询时间(0.081 秒)
On Normal Variance-Mean Mixtures
convex contours distribution theory generalized inverse Gaussian distribution
2011/7/5
Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperbolic, normal inverse...
Testing for homogeneity of variance in the wavelet domain
Testing homogeneity variance wavelet domain
2011/7/5
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors.
Study of Astronomical and Geodetic Series using the Allan Variance
Study Astronomical Geodetic Series Allan Variance
2011/6/21
Recently, the Allan variance (AVAR), suggested more than 40 years ago to describe the
instability of frequency standards, has been used extensively to study various time series in astrometry,
geodes...
Corrected portmanteau tests for VAR models with time-varying variance
VAR model Unconditionally heteroscedastic errors Residual autocorrelations Portmanteau tests
2011/6/20
The problem of test of fit for Vector AutoRegressive (VAR) processes
with unconditionally heteroscedastic errors is studied. The volatility structure is
deterministic but time-varying and allows for...
CLTs and asymptotic variance of time-sampled Markov chains
time-sampled Markov chains Barker’s algo-rithm Metropolis algorithm Central Limit Theorem asymptotic variance variance bounding Markov chains MCMC estimation
2011/3/25
For a Markov transition kernel $P$ and a probability distribution $ \mu$ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel $P_{\mu} = \sum_k \mu(k)P^k.$ I...
Scale invariance versus translation variance in Nash bargaining problem
Scale invariance translation variance Nash bargaining problem
2011/3/18
Nash’s solution in his celebrated article on the bargaining problem calling for
maximization of product of marginal utilities is revisited; a different line of
argument supporting such a solution ...
A general purpose variance reduction technique for Markov chain Monte Carlo estimators based on the zero-variance principle introduced in the physics literature by Assaraf and Caffarel (1999, 2003), i...
Reconsidering the asymptotic null distribution of likelihood ratio tests for genetic linkage in multivariate variance components models
asymptotic null distribution likelihood ratio test mixing probabilities multivariate linkage
2010/4/30
Accurate knowledge of the null distribution of hypothesis tests is important for valid application of the tests. In previous papers and software, the asymptotic null distribution of likelihood ratio t...
Multivariate Granger Causality and Generalized Variance
Granger causality causal inference multivariate statistics generalized variance
2010/3/11
Granger causality analysis is a popular method for inference on directed interactions in complex systems of many variables. A shortcoming of the standard framework for Granger causality is
that it on...
A Multivariate Variance Components Model for Analysis of Covariance in Designed Experiments
Adjusted mean blocking factor conditionalmodel orthogonal design randomized blocks design.itute of Mathematical Statistics
2010/3/9
Traditional methods for covariate adjustment of treatment
means in designed experiments are inherently conditional on the ob-
served covariate values. In order to develop a coherent general method-
...
A functional limit theorem for partial sums of dependent random variables with infinite variance
convergence in distribution functional limit the-orem GARCH mixing moving average partial sum point processes reg-ular variation
2010/3/9
Under an appropriate regular variation condition, the affinely
normalized partial sums of a sequence of independent and identically dis-
tributed random variables converges weakly to a non-Gaussian ...
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...
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 ...
Admissibility of limits of the unique locally best linear estimators with application to variance components models
Admissibility of limits the unique locally best linear estimators
2009/9/23
The paper gives a sufkient condition for the limit of
a sequence of the unique best linear estimators to be admissible. For
commutative variance components models a complete characterization
of hrn...
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)。