搜索结果: 1-15 共查到“知识库 管理学 observations”相关记录34条 . 查询时间(0.25 秒)
Estimated validity and reliability of on-board diagnostics for older vehicles: comparison with remote sensing observations
air pollution automobiles environmental monitoring vehicle emissions
2014/11/27
Based on requirements under the Clean Air Act Amendments of 1990, most state vehicle inspection and maintenance (I/M) programs have, since 2002, replaced the tailpipe emission testing with the on-boar...
A General Family of Estimators for Estimating Population Mean in Systematic Sampling Using Auxiliary Information in the Presence of Missing Observations
Family of estimators Auxiliary information Mean square error Non-response Systematic sampling
2013/6/14
This paper proposes a general family of estimators for estimating the population mean in systematic sampling in the presence of non-response adapting the family of estimators proposed by Khoshnevisan ...
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
adaptive estimation asymptotic equivalence asynchronous ob-servations integrated covolatility matrix quadratic covariation semiparametric eciency,microstructure noise spectral estimation
2013/4/28
An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high...
On the sphericity test with large-dimensional observations
Large-dimensional data Sphericity test John’stest CLT for linear spectral statistics Large-dimensional sample covariance matrix
2013/4/27
In this paper, we propose corrections to LRT and John's test for sphericity in large-dimension. New formula for the limiting parameters in the CLT for linear spectral statistics of sample covariance m...
Optimal design for linear models with correlated observations
Optimal design correlated observations integral operator,eigenfunctions arcsine distribution logarithmic potential
2013/4/27
In the common linear regression model the problem of determining optimal designs for least squares estimation is considered in the case where the observations are correlated. A necessary condition for...
Likelihood Estimation with Incomplete Array Variate Observations
Likelihood Estimation Incomplete Array Variate Observations
2012/11/22
Missing data estimation is an important challenge with high-dimensional data arranged in the form of an array.In this paper we propose a probability model for partially observed multi-way array data. ...
Learning LiNGAM based on data with more variables than observations
LiNGAM based variables observations
2012/9/17
A very important topic in systems biology is developing statistical methods that automatically find causal relations in gene regulatory net-works with no prior knowledge of causal connectivity. Many m...
Laplace deconvolution with noisy observations
adaptivity kernel estimation minimax rates Volterra equation
2011/7/19
In the present paper we consider Laplace deconvolution on the basis of discrete noisy data observed on the interval which length may increase with a sample size. Although this problem arises in a vari...
Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/7
We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that th...
We consider an adversarial online learning setting where a decision maker can choose an action in every stage of the game. In addition to observing the reward of the chosen action, the decision maker ...
Asymptotic equivalence for inference on the volatility from noisy observations
High-frequency data diffusions with measurement error mi-crostructure noise integrated volatility spot volatility estimation Le Cam deficiency equivalence of experiments Gaussian shift
2011/6/17
We consider discrete-time observations of a continuous martin-
gale under measurement error. This serves as a fundamental model
for high-frequency data in finance, where an efficient price process
...
Modelling time to event with observations made at arbitrary times
Modelling observations RAFT RPH
2011/3/21
We introduce new methods of analysing time to event data via extended versions of the proportional hazards and accelerated failure time (AFT) models. In many time to event studies, the time of first o...
Sparsity considerations for dependent observations
Sparsity considerations dependent observations
2011/3/18
The aim of this paper is to provide a comprehensive introduction for the study of L1-penalized estimators in the context of dependent observations. We define a general $\ell_{1}$-penalized estimator f...
The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
Edgeworth-Cornish-Fisher expansions von Mises derivatives Weighted em-pirical distribution
2010/3/10
This paper extends Edgeworth-Cornish-Fisher expansions for the distribution
and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have
different distributions. Seco...
Assessment of Locally Influential Observations in Bayesian Models
Case sensitivity Kullback-Leibler divergence influence predictive density posterior density quasi-posterior
2009/9/22
In models with conditionally independent observations, it is shown
that the posterior variance of the log-likelihood from observation i is a measure
of that observation local inuence. This result is...
