搜索结果: 61-75 共查到“统计学 U-functions”相关记录76条 . 查询时间(0.097 秒)
Two-sided exit problem for a Spectrally Negative α-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions
Ornstein-Uhlenbeck Process deduce generalized hypergeometric functions
2009/3/27
The Laplace transform of the first exit time from a finite interval by a regular spectrally negative α-stable Ornstein-Uhlenbeck process is provided in terms of the Wright's generalized hypergeometric...
Two-sided exit problem for a Spectrally Negative α-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions
Laplace transform Spectrally Negative hypergeometric functions
2009/3/23
The Laplace transform of the first exit time from a finite interval by a regular spectrally negative α-stable Ornstein-Uhlenbeck process is provided in terms of the Wright's generalized hypergeometric...
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Metric entropy class of distribution functions
2009/3/19
Metric entropy of the class of probability distribution functions on [0,1] with a k-monotone density is studied through its connection with the small ball probability of k-times integrated Brownian mo...
Weighted Loss Functions for Set Estimation and Testing Hypotheses
Bayes testing procedure loss function Neyman-Pearson test p-value risk
2009/3/10
From the decision-theoretic viewpoint, using a weighted loss we compare the risks of testing procedures in the location and scale parameter cases. We also get numerically the minimax solution of Bayes...
Expectations of Random Sets and Their Boundaries Using Oriented Distance Functions
Random Sets Boundaries Oriented Distance Functions
2010/3/18
Shape estimation and object reconstruction are common problems in image analysis. Mathematically,viewing objects in the image plane as random sets reduces the problem of shape estimation to inference ...
Estimation of Linear Functions of Ordered Scale Parameters of Two Gamma Distributions under Entropy Loss
Admissible estimator entropy loss MLE reciprocal of scale parameter unbiased estimator
2009/3/5
The problem of estimating linear functions of ordered scale parameters of two Gamma distributions is considered under entropy loss. A necessary and sufficient condition for the maximum likelihood esti...
ESTIMATING SPECTRAL DENSITY FUNCTIONS ROBUSTLY
robustness spectral density function AO-model
2009/2/25
We consider in the following the problem of robust spectral density estimation.Unfortunately, conventional spectral density estimators are not robust in the presence of additive outliers (cf. [18]). I...
SOME THOUGHTS ABOUT THE DESIGN OF LOSS FUNCTIONS
prediction estimation decision theory M-estimator MM-estimator linear regression
2009/2/25
The choice and design of loss functions is discussed. Particularly when computational
methods like cross-validation are applied, there is no need to stick to “standard”
loss functions such as the L2...
Aggregation functions are generally defined and used to combine several numerical
values into a single one, so that the final result of the aggregation takes into account
all the individual values i...
Zonal polynomials and hypergeometric functions of quaternion matrix argument
Zonal polynomial Hypergeometric function quaternion matrix Wishart matrix 2000 Mathematics Subject Classification
2010/3/17
We define zonal polynomials of quaternion matrix argument and deduce
some important formulae of zonal polynomials and hypergeometric functions
of quaternion matrix argument. As an application, we gi...
The Dagum family of isotropic correlation functions
Bernstein function completely monotonic function Dagum family isotropy logarithmically completely monotonic function Stieltjes transform
2010/4/29
A function : [0,∞)→(0, 1] is a completely monotonic function if and only if (kxk2) is positive definite on Rd for all d and thus it represents the correlation function of a weakly stationary and is...
Spatial medians，depth functions and multivariate Jensen's inequality
Spatial medians depth functions multivariate Jensen's inequality
2010/4/26
Spatial medians，depth functions and multivariate Jensen's inequality。
Fast computation by block permanents of cumulative distribution functions of order statistics from several populations
block matrix computational complexity multiple comparison
2010/4/29
The joint cumulative distribution function for order statistics arising
from several different populations is given in terms of the distribution
function of the populations. The computational cost o...
Improving Estimates of Monotone Functions by Rearrangement
Monotone function improved approximation multivariate rearrangement univariate rearrangement growth chart
2010/4/28
Suppose that a target function f0 : Rd → R is monotonic, namely, weakly
increasing, and an original estimate ˆ f of the target function is available, which is not
weakly increasing. Many common...
A Closed-Form Approximation of Likelihood Functions for Discretely Sampled Diffusions：the Exponent Expansion
Closed-Form Approximation Likelihood Functions Discretely Sampled Diffusions Exponent Expansion
2010/4/27
In this paper we discuss a closed-form approximation of the likelihood functions of
an arbitrary diffusion process. The approximation is based on an exponential ansatz
of the transition probability ...