搜索结果: 1-6 共查到“testing procedures”相关记录6条 . 查询时间(0.265 秒)
Simple Le Cam optimal inference for the tail weight of multivariate Student $t$ distributions: testing procedures and estimation
local asymptotic normality locally asymptotically maximin tests one-step estimation Student t distribution tail weight
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2013/6/14
The multivariate Student $t$ distribution is at the core of classical statistical inference and is also a well-known model for empirical financial data. In the present paper, we propose optimal (in th...
Validation of credit default probabilities via multiple testing procedures
credit default probabilities testing procedures
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2010/10/21
We apply multiple testing procedures to the validation of estimated default probabilities in credit rating systems. The goal is to identify rating classes for which the probability of default is estim...
The Bayes oracle and asymptotic optimality of multiple testing procedures under sparsity
Multiple testing FDR Bayes oracle asymptotic optimality
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2010/3/10
We investigate the asymptotic optimality of a large class of multiple testing rules using the
framework of Bayesian Decision Theory. We consider a parametric setup, in which observations
come from a...
Robustness of the Sequential Testing Procedures for the Feneralized Life Distributions
Robustness the Sequential Testing Procedures the Feneralized Life Distributions
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2009/9/17
Robustness of the Sequential Testing Procedures for the Feneralized Life Distributions。
Robustness of multiple testing procedures against dependence
False-discovery rate family-wise error rate linear process moving average multiplicity significance level
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2010/3/18
An important aspect of multiple hypothesis testing is controlling
the significance level, or the level of Type I error. When the test
statistics are not independent it can be particularly challengin...
2007年第1讲（总第511讲）
[2月28日] On the size of testing procedures
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2007/8/13
主讲人
Patrik GuggenbergerUniversity of California, Los Angeles
题目
On the size of testing procedures
时间
2007年2月28日（星期三）下午14:00-----15:30
地点
北京大学中国经济研究中心万众楼小教室
工作语言
英文
联系电话
62751475
演讲简介
详情请见文件下载