搜索结果: 46-60 共查到“统计学 Estimation”相关记录446条 . 查询时间(0.071 秒)
Estimation of an Origin/Destination matrix: Application to a ferry transport data
constraint maximum likelihood estimation eigenvectors counts estimation
2013/6/14
The estimation of the number of passengers with the identical journey is a common problem for public transport authorities. This problem is also known as the Origin- Destination estimation (OD) proble...
Estimation of False Discovery Proportion with Unknown Dependence
Approximate factor model large-scale multiple testing dependent test statistics un-known covariance matrix false discovery proportion
2013/6/14
Large-scale multiple testing with highly correlated test statistics arises frequently in many scienti?c research. Incorporating correlation information in estimating false discovery proportion has att...
Two-stage Benchmarking as Applied to Small Area Estimation
Two-stage Benchmarking as Applied to Small Area Estimation
2013/6/14
There has been recent growth in small area estimation due to the need for more precise estimation of small geographic areas, which has led to groups such as the U.S. Census Bureau, Google, and the RAN...
Adaptive estimation in nonparametric regression with one-sided errors
adaptive convergence rates non-regular regression frontier estimation bandwidth selection Lepski's method minimax optimality Pickands estimator
2013/6/14
We consider the model of non-regular nonparametric regression where smoothness constraints are imposed on the regression function and the regression errors are assumed to decay with some sharpness lev...
A general approach of least squares estimation and optimal filtering
Least squares Optimal filtering Matched filter Noise Optimization Power Spectrum Density
2013/6/17
The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a fo...
Local Privacy and Minimax Bounds: Sharp Rates for Probability Estimation
Local Privacy Minimax Bounds Sharp Rates Probability Estimation
2013/6/14
We provide a detailed study of the estimation of probability distributions---discrete and continuous---in a stringent setting in which data is kept private even from the statistician. We give sharp mi...
A proportional hazard model for the estimation of ionosphere storm occurrence risk
proportional hazard model the estimation ionosphere storm occurrence risk
2013/6/14
Severe Ionosphere magnetic storms are feared events for integrity and continuity of navigation systems such as EGNOS, the European SBAS (Satellite-Based Augmentation System) complementing GPS and an a...
Narrowing the gap on heritability of common disease by direct estimation in case-control GWAS
Narrowing the gap heritability common disease direct estimation case-control GWAS
2013/6/17
One of the major developments in recent years in the search for missing heritability of human phenotypes is the adoption of linear mixed-effects models (LMMs) to estimate heritability due to genetic v...
Risk Measure Estimation On Fiegarch Processes
Long Memory Models Volatility Risk Measure Estimation FIEGARCH Processes
2013/6/17
We consider the Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedasticity process, denoted by FIEGARCH(p,d,q), introduced by Bollerslev and Mikkelsen (1996). We pre...
Simple Le Cam optimal inference for the tail weight of multivariate Student $t$ distributions: testing procedures and estimation
local asymptotic normality locally asymptotically maximin tests one-step estimation Student t distribution tail weight
2013/6/14
The multivariate Student $t$ distribution is at the core of classical statistical inference and is also a well-known model for empirical financial data. In the present paper, we propose optimal (in th...
Penalized importance sampling for parameter estimation in stochastic differential equations
Chronic wasting disease Euler-Maruyama scheme Maximum likelihood estimation Partially observed discrete sparse data Penalized importance sampling Stochastic di
2013/6/14
We consider the problem of estimating parameters of stochastic differential equations with discrete-time observations that are either completely or partially observed. The transition density between t...
Estimation in Systems of Ordinary Differential Equations Linear in the Parameters
local polynomials Lotka-Volterra nonparamet-ric regression ordinary differential equation plug-in estimators
2013/6/14
Many phenomena in biology, chemistry, physics, and engineering are modeled by a system of possibly nonlinear ordinary differential equations that are linear in their unknown constants. Current methods...
Efficient Density Estimation via Piecewise Polynomial Approximation
Efficient Density Estimation Piecewise Polynomial Approximation
2013/6/14
We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary dis...
Stable Estimation of a Covariance Matrix Guided by Nuclear Norm Penalties
Covariance estimation Regularization Condition number Canonical correlation analysis Discriminant analysis Clustering
2013/6/14
Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-c...
Optimal Estimation and Rank Detection for Sparse Spiked Covariance Matrices
Covariance matrix group sparsity low-rank matrix minimax rate of convergence sparse principal component analysis principal subspace,rank detection
2013/6/14
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minima...