搜索结果: 1-13 共查到“统计调查分析理论 I.I.D Models”相关记录13条 . 查询时间(0.156 秒)
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
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2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Approximate group context tree: applications to dynamic programming and dynamic choice models
categorical time series group context tree
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2011/7/19
The paper considers a variable length Markov chain model associated with a group of stationary processes that share the same context tree but potentially different conditional probabilities.
Posterior Consistency of Nonparametric Conditional Moment Restricted Models
identified region limited information likelihood sieve approximation nonparametric instrumental variable ill-posed problem partial identification Bayesian inference
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2011/6/20
This paper addresses the estimation of the nonparametric conditional moment
restricted model that involves an infinite dimensional parameter g0. We
estimate it in a quasi-Bayesian way based on the l...
Relational models for contingency tables
Contingency tables curved exponential family expo-nential family generalized odds ratios maximum likelihood estimate multiplicative model
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2011/3/24
The paper considers general multiplicative models for complete and incomplete contingency tables that generalize log-linear and several other models and are entirely coordinate free. Sufficient condit...
Compatibility of Prior Specifications Across Linear Models
Bayes factor,compatible prior,conjugateprior,g-prior,hypothesis testing,Kullback–Leibler projection,nested model,variable selection
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2011/3/21
Bayesian model comparison requires the specification of a prior distribution on the parameter space of each candidate model. In this connection two concerns arise: on the one hand the elicitation task...
Some covariance models based on normal scale mixtures
cross covariance function Gneiting's class rainfall model spatio-temporal model
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2011/3/24
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance ...
Asymptotic properties of maximum likelihood estimators in models with multiple change points
change-point fraction common parameter consistency convergence rate Kullback–Leibler distance within-segment parameter
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2011/3/24
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of t...
Standard imsets for undirected and chain graphical models
conditional independence decomposable graph max-imal prime subgraph triangulation
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2011/3/21
We derive standard imsets for undirected graphical models and chain graphical models. Standard imsets for undirected graphical models are described in terms of minimal triangulations for maximal prime...
Genetic Genealogical Models in Rare Event Analysis
Genetic Genealogical Models Event Analysis
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2009/6/12
Genetic Genealogical Models in Rare Event Analysis.
Ruin models with investment income
Ruin probability Risk theory Compounding assets
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2009/5/18
This survey treats the problem of ruin in a risk model when assets earn investment income. In addition to a general presentation of the problem, topics covered are a presentation of the relevant integ...
On Constrained Annealed Bounds for Pinning and Wetting Models
Disordered Systems Quenched Disorder Annealed Models Polymer Models
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2009/4/24
The free energy of quenched disordered systems is bounded above by the free energy of the corresponding annealed system. This bound may be improved by applying the annealing procedure, which is just J...
Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models
forest-fires self-organized criticality forest-fire model unique adapted
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2009/4/23
In a forest-fire model, each site of the square lattice is either vacant or occupied by a tree. Vacant sites get occupied according to independent rate 1 Poisson processes. Independently at each site ...
The time constant and critical probabilities in percolation models
Percolation time constant critical probabilities Delaunay triangulations
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2009/4/22
We consider a first-passage percolation (FPP) model on a Delaunay triangulation D of the plane. In this model each edge e of D is independently equipped with a nonnegative random variable, with distri...