搜索结果: 61-66 共查到“统计学 Variance”相关记录66条 . 查询时间(0.242 秒)
MINIMUM-VARIANCE REDUCED-BIAS TAIL INDEX AND HIGH QUANTILE ESTIMATION
statistics of extremes tail index high quantiles second-order reduced-bias semi-parametric estimation third order framework
2009/2/25
Heavy tailed-models are quite useful in many fields, like insurance, finance, telecom-
munications, internet traffic, among others, and it is often necessary to estimate a
high quantile, i.e., a val...
An alternative analysis of variance
Mean squared error model selection shrinkage estimation synthetic estimation
2009/2/23
The one-way analysis of variance is a staple of elementary statistics courses. The hypothesis test of homogeneity of the means encourages the use of the selected-model based estimators which are usual...
Sampling design variance estimation of small area estimators in the Spanish Labour Force Survey
Labour Force Survey small area estimation linear models mean squared error bootstrap jackknife unemployment totals calibrated weights
2009/2/23
The main goal of this paper is to investigate how to estimate sampling design variances of modelbased and model-assisted small area estimators in a complex survey sampling setup. For this purpose the ...
Variance reduction for particle filters of systems with time-scale separation
particle filter multiscale dimensional reduction variance reduction Rao-Blackwellization stochastic differential equations jump Markov processes
2010/4/29
We present a particle filter construction for a system
that exhibits time scale separation. The separation of time
scales allows two simplifications that we exploit: i) the use
of the averaging pri...
Exact distribution of the sample variance from a gamma parent distribution
Exact distribution of quadratic forms in non–normal random variables Exact distribution of the sample variance Gamma distribution
2010/4/28
Several representations of the exact cdf of the sum of squares of n independent
identically gamma–distributed random variables Xi are given, in particular by a
series of gamma distribution functions...
Fractional constant elasticity of variance model
fractional Black-Scholes model fractional Brownian motion fractionalconstant elasticity of volatility model fractional Ito’s lemma
2010/4/27
This paper develops a European option pricing formula for fractional
market models. Although there exist option pricing results for a fractional
Black-Scholes model, they are established without acc...