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Test MaxEnt in Social Strategy Transitions with Experimental Two-Person Constant Sum 2$\times$2 Games
maximum entropy principle social strategy transitions constant sum game experimental eco-nomics
2012/9/18
Using laboratory experimental data, we test the uncertainty of social state transitions in various competing environments of fixed paired two-person constantsum 2×2 games. It firstly shows that,the di...
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Banded covariance matrix bandwidth estimation high data dimension largep, small n nonparametric.
2012/9/17
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σbeing banded with possible diverging bandwidth. The test is adaptive to th...
Modification of Tukey's Additivity Test
two-way ANOVA additivity tests Tukey additivity test
2012/9/19
In this paper we discuss testing for an interaction in the two–way ANOVA with just one observation per cell. The known results are reviewed anda simulation study is performed to evaluate type I and ty...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Change point analysis of an exponential model based on Phi-divergence test-statistics: simulated critical points case
Change poin Exponential model Likelihood ratio test
2011/7/19
Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations.
Some notes on biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test
notes biasedness unbiasedness two-sample Kolmogorov-Smirnov test
2011/7/6
This paper deals with two-sample Kolmogorov-Smirnov test and its biasedness. This test is not unbiased in general in case of different sample sizes.
Test function: A new approach for covering the central subspace
Sufficient dimension reduction Central subspace Inverse regression
2011/7/5
In this paper we offer a complete methodology for sufficient dimension reduction called the test function (TF). TF provides a new family of methods for the estimation of the central subspace (CS) base...
Black swans or dragon kings? A simple test for deviations from the power law
Black swans or dragon kings the power law A simple test for deviations
2011/3/25
We develop a simple test for deviations from power law tails, which is based on the asymptotic properties of the empirical distribution function. We use this test to answer the question whether great ...
A goodness-of-fit test for bivariate extreme-value copulas
extreme-value copula goodness of fi t parametric bootstrap Pickands dependence function rank-based inference
2011/3/21
It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by their Pickands depe...
New estimators of the Pickands dependence function and a test for extreme-value dependence
Pickands dependence function a test for extreme-value dependence
2011/3/18
We propose a new class of estimators for Pickands dependence function which is based on the concept of minimum distance estimation. An explicit integral representation of the function A^*(t), which mi...
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Statistics Theory (math.ST)
2010/12/17
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet {\it et al...
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...
The Impact of Levene's Test of Equality of Variances on Statistical Theory and Practice
ANOVA equality of variances Levene’s test trend tests effect of dependence applied statistics
2010/10/14
In many applications, the underlying scientific question concerns whether the variances of $k$ samples are equal. There are a substantial number of tests for this problem. Many of them rely on the as...
Validated Intraclass Correlation Statistics to Test Item Performance Models
Model test misfit detection intraclass correlation item performance databases
2010/10/14
A new method, with an application program in Matlab code, is proposed for testing item performance models on empirical databases. This method uses data intraclass correlation statistics as expected co...
A two-sample test for high-dimensional data with applications to gene-set testing
High dimension gene-set testing large p small n martingale central limit theorem multiple comparison
2010/3/10
We propose a two-sample test for the means of high-dimensional
data when the data dimension is much larger than the sample size.
Hotelling’s classical T 2 test does not work for this “large p, small...