搜索结果: 16-30 共查到“理论统计学 M-dependent”相关记录45条 . 查询时间(0.35 秒)
Functional data often arise from measurements on fine time grids and are obtained by separating an almost continuous time record into natural consecutive intervals, for example, days. The functions th...
Kink estimation in stochastic regression with dependent errors and predictors
Change point Kink High-order kernel Zero-crossing technique Long-range dependence Random Design Separationrate lemma
2010/3/11
In this article we study the estimation of the location of jump
points in the first derivative (referred to as kinks) of a regression function
μ in two random design models with different long-range...
Rate of convergence of predictive distributions for dependent data
Bayesian predictive inference central limit theorem conditional identity indistribution empirical distribution exchangeability
2010/3/9
This paper deals with empirical processes of the type
Cn(B) =pn{μn(B)− P(Xn+1 2 B |X1, . . . ,Xn)},
where (Xn) is a sequence of random variables and μn = (1/n)Pn
i=1 Xi the empirical measure...
Optimal Sequential Kernel Detection for Dependent Processes
Enzyme kinetics financial econometrics nonparametric regression statis-tical genetics quality control
2010/3/9
In many applications one is interested to detect certain (known) patterns in
the mean of a process with smallest delay. Using an asymptotic framework which allows
to capture that feature, we study a...
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 ...
Graphically dependent and spatially varying Dirichlet process mixtures
local clustering global clustering mixture models nonparametric Bayes Dirichletprocess Gaussian process graphical model spatial dependence
2010/3/9
We consider the problem of clustering grouped and functional data, which are indexed by
a covariate, and assessing the dependency of the clustered groups on the covariate. We assume
that each observ...
Dynamics of Bayesian Updating with Dependent Data and Misspecified Models
Dynamics Bayesian Updating Dependent Data Misspecified Models
2010/3/17
Much is now known about the consistency of Bayesian updat-
ing on infinite-dimensional parameter spaces with independent or Marko-
vian data. Necessary conditions for consistency include the prior p...
Central limit theorem for some dependent random elements of D [0,1]
Central limit theorem some dependent random elements
2009/9/24
Central limit theorem for some dependent random elements of D [0,1]。
On weak convergence of one-dimensional diffusions with time-dependent coefficients
weak convergence of one-dimensional diffusions time-dependent coefficients
2009/9/22
We investigate stability, with respect to convergence of
coefficients, of one-dimensional It6 diRussions as well as one-dimensionat
diffusions wrresponding to second order divergence form operators....
Time dependent Malliavin calculus on manifolds and application to nonlinear filtering
Time dependent Malliavin calculus application to nonlinear filtering
2009/9/22
In this paper, we prove, using Malliavin calculus, that
under a global Hormander condition the law of a Riemannian manifold
valued stochastic process, a solution of a stochastic differential
equati...
Bayesian Hierarchical Multiresolution Hazard Model for the Study of Time-Dependent Failure Patterns in Early Stage Breast Cancer
Multiresolution models Bayesian survival analysis hazard estimation
2009/9/22
In this paper, we extend the previously proposed MRH methods(Bouman et al.2005, 2007) into the hierarchical multiresolution hazard setting (HMRH), to accommodate the case of separate hazard rate funct...
An Empirical Functional Central Limit Theorem for weakly dependent sequences
Stationary sequences Rosenthal inequality empirical process Marcinkiewicz-Zygmund Strong Law
2009/9/21
In this paper we obtain a Functional Central Limit
Theorem for the empirical process of a stationary sequence under
a new weak dependence condition introduced by Doukhan and Louhichi
[5]. This resu...
Heavy-tailed dependent queues in heavy traffic
Levy process stable distribution stationary process heavy trafic queueing systems
2009/9/21
The paper studies G/G/l queues with heavy-tailed probability
distributions of the service times and/or the interarrival times.
It relies on the fact that the heavy traffic limiting distribution of t...
A note on some inequalities for certain classes of positively dependent random variables
Positive dependence copula covariance
2009/9/21
We prove an inequality for the difference between
a joint distribution and the product of its marginals for certtlln classes
of positively dependent random variables. Some multivariate extensions
a...
Dependent noise for stochastic algorithms
Stochastic approximation ordinary differential equations dependent noise linear regression
2009/9/21
We introduce dzerent ways of being dependent for the
input noise of stochastic algorithms. We are aimed to prove that such
innovations allow to use the ODE (ordinary differential equation)
method. ...