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昆明理工大学理学院概率论与数理统计课件Chapter 7 Estimation Problems--The particular properties of estimators
昆明理工大学理学院 概率论与数理统计 课件 Chapter 7 Estimation Problems The particular properties of estimators
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2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 7 Estimation Problems--The particular properties of estimators.
Nonlinear Estimators and Tail Bounds for Dimension Reduction in l1 Using Cauchy Random Projections
dimension reduction l1 norm Johnson-Lindenstrauss (JL) lemma Cauchy random projections
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2015/8/21
For1 dimension reduction in the l1 norm, the method of Cauchy random projections multiplies the original data matrix A ∈ Rn×D with a random matrix R ∈ RD×k (k D) whose entries are i.i.d. samples of ...
ASYMPTOTIC MINIMAXITY OF WAVELET ESTIMATORS WITH SAMPLED DATA
Besov spaces bounded operators between Besov spaces
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2015/8/20
Donoho and Johnstone (1998) studied a setting where data were obtained
in the continuum white noise model and showed that scalar nonlinearities applied
to wavelet coefficients gave estimators w...
The Sharp Lower Bound of Asymptotic Efficiency of Estimators in the Zone of Moderate Deviation Probabilities
The Sharp Lower Bound Asymptotic Efficiency of Estimators the Zone of Moderate Deviation Probabilities Statistics Theory
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2012/6/27
For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidimensional. The lower...
Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
nonparametric regression long-range dependence kink minimax
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2011/9/22
Abstract: In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar mini...
Functional kernel estimators of large conditional quantiles
Conditional quantiles heavy-tailed distributions functional kernel estimator extreme-value theory
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2011/9/2
Abstract: We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases. In a first time, we inv...
Bias correction for estimators of the extremal index
absolute regularity clustering of extremes extremal index empirical cluster process bias reduction
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2011/9/29
Abstract: We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over diffe...
Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators
Non-Parametric Maximum Likelihood Density Estimation Simulation-Based Minimum Distance Estimators
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2011/2/22
Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a
parametric model that are based on auxiliary non-parametric maximum likelihood density
estimators are shown to...
Ratio Estimators in Simple Random Sampling when Study Variable is an Attribute
Ratio Estimators Simple Random Sampling
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2010/11/9
In this paper we have suggested a family of estimators for the population mean when study variable itself is qualitative in nature. Expressions for the bias and mean square error (MSE) of the suggest...