搜索结果: 1-15 共查到“理论统计学 Measure”相关记录19条 . 查询时间(0.125 秒)
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...
A measure of statistical complexity based on predictive information
Statistics Theory (math.ST) Information Theory (cs.IT) Data Analysis Statistics and Probability (physics.data-an)
2010/12/17
We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including e...
A Note on an R^2 Measure for Fixed Effects in the Generalized Linear Mixed Model
Goodness-of-fit Correlated data Model selection Multiple correlation Maximum likelihood Nonnormal distribution
2010/11/8
Using the LRT statistic, a model V# is proposed for the generalized linear mixed model for
assessing the association between the correlated outcomes and fixed effects. The V# compares
the full model...
Random measure of non-compactness in PM-spaces and applications
Random measure non-compactness PM-spaces
2009/9/23
Random measure of non-compactness in PM-spaces and applications。
On harmonic measure for Lévy processes
L6vy processes harmonic measure Lipschitz domains L6vy measure
2009/9/22
Let (X,} be a Lkvy process in Rd, d k 2, with infinite
L6vy measure. If {X,) has no Gaussian component, then the process
docs not hit the boundary of Lipschitz domain S c Rd at the first exit
time ...
On the Measure of the Information in a Statistical Experiment
Convex ordering design of experiments divergence measure mutual information optimal design posterior to prior ratio
2009/9/22
In this article we explicitly state a minimal set of
requirements that must be satisfied by all such measures. Under that framework,
the measure of the information in an experiment is equivalent to ...
On the scaling limit of simple random walk excursion measure in the plane
Brownian excursion measure Brownian motion simple random walk excursion measure excursion Poisson kernel strong approximation scaling limit
2009/6/12
The Brownian excursion measure is a conformally invariant innite measure on curves. It gured prominently in one of rst major applications of SLE, namely the explicit calculations of the planar Brownia...
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
positive random variables continuous transformations Wiener space
2009/5/18
Let $mu$ be a Gaussian measure on some measurable space ${W = {w}, calB (W)}$ and let $nu$ be a measure on the same space which is absolutely continuous with respect to $nu$. The paper surveys results...
P. Hitczenko, S.Kwapien, W.N.Li, G.Schechtman, T.Schlumprecht and J.Zinn stated the following conjecture. Let $mu$ be a symmetric $alpha$-stable measure on a separable Banach space and $B$ a centered ...
Concentration of the Spectral Measure for Large Matrices
Random Matrices concentration inequalities non-commutative functionals
2009/5/4
We derive concentration inequalities for functions of the empirical measure of eigenvalues for large, random, self adjoint matrices, with not necessarily Gaussian entries. The results presented apply ...
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
random walk in a random environment mixingmeasure
2009/4/29
Consider a random walk in an irreducible random environment on the positive integers. We prove that the annealed law of the random walk determines uniquely the law of the random environment. An applic...
Measure Concentration for Stable Laws with Index Close to 2
Concentration of measure stable distribution
2009/4/24
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...
On the occupation measure of super-Brownian motion
super-Brownian motion,occupation measure limit distribution
2009/4/23
We derive the asymptotic behavior of the total occupation measure of the unit ball for super-Brownian motion started from the Dirac measure at a distant point and conditioned to hit the unit ball. In ...
Measure Concentration for Compound Poisson Distributions
Compound Poissonmeasure measurec oncentration entropy method
2009/4/22
We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified l...
Measure Concentration for Stable Laws with Index Close to 2
Measure Concentration Stable Laws Index
2009/4/7
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...
