All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 7 Next

Displaying 121 – 140 of 383

Showing per page

Estimación no paramétrica de la función de riesgo: aplicaciones a sismología.

Graciela Estévez Pérez, Alejandro Quintela del Río (2001)

Qüestiió

Se estudia la estimación de tipo no paramétrico de la función de riesgo o razón de fallo de una variable aleatoria real. A partir de una muestra X1, X2, ..., Xn de datos no censurados y no necesariamente independientes, se considera un estimador cociente entre el estimador núcleo de la función de densidad y un estimador núcleo de la función de supervivencia, sobre el que se estudia el problema de selección del parámetro ventana. Por medio de un estudio de simulación se observa la ventaja de utilizar...

Estimación paramétrica bayesiana no paramétrica de funciones de supervivencia con observaciones parcialmente censuradas.

Domingo Morales, Vicente Quesada, Leandro Pardo (1986)

Trabajos de Estadística

The problem of nonparametric estimation of a survival function based on a partially censored on the right sample is established in a Bayesian context, using parametric Bayesian techniques. Estimates are obtained considering neutral to the right processes, they are particularized to some of them, and their asymptotic properties are studied from a Bayesian point of view. Finally, an application to a Dirichlet process is simulated.

Estimates of reliability for the normal distribution

Jan Hurt (1980)

Aplikace matematiky

The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of the reliability function of a normal distribution are studied. Their asymptotic normality is proved and asymptotic expansions for both the expectation and the mean squared error are derived. The estimates are then compared using the concept of deficiency. In the end an extensive Monte Carlo study of the estimates in small samples is given.

Estimates of the covariance matrix of vectors of u-statistics and confidence regions for vectors of Kendall's tau

František Rublík (2016)

Kybernetika

Consistent estimators of the asymptotic covariance matrix of vectors of U -statistics are used in constructing asymptotic confidence regions for vectors of Kendall’s correlation coefficients corresponding to various pairs of components of a random vector. The regions are products of intervals computed by means of a critical value from multivariate normal distribution. The regularity of the asymptotic covariance matrix of the vector of Kendall’s sample coefficients is proved in the case of sampling...

Estimating a discrete distribution via histogram selection

Nathalie Akakpo (2011)

ESAIM: Probability and Statistics

Our aim is to estimate the joint distribution of a finite sequence of independent categorical variables. We consider the collection of partitions into dyadic intervals and the associated histograms, and we select from the data the best histogram by minimizing a penalized least-squares criterion. The choice of the collection of partitions is inspired from approximation results due to DeVore and Yu. Our estimator satisfies a nonasymptotic oracle-type inequality and adaptivity properties in the minimax...

Estimating a discrete distribution via histogram selection

Nathalie Akakpo (2011)

ESAIM: Probability and Statistics

Our aim is to estimate the joint distribution of a finite sequence of independent categorical variables. We consider the collection of partitions into dyadic intervals and the associated histograms, and we select from the data the best histogram by minimizing a penalized least-squares criterion. The choice of the collection of partitions is inspired from approximation results due to DeVore and Yu. Our estimator satisfies a nonasymptotic oracle-type inequality and adaptivity properties in the minimax...

Estimating an even spherical measure from its sine transform

Lars Michael Hoffmann (2009)

Applications of Mathematics

To reconstruct an even Borel measure on the unit sphere from finitely many values of its sine transform a least square estimator is proposed. Applying results by Gardner, Kiderlen and Milanfar we estimate its rate of convergence and prove strong consistency. We close this paper by giving an estimator for the directional distribution of certain three-dimensional stationary Poisson processes of convex cylinders which have applications in material science.

Estimating composite functions by model selection

Yannick Baraud, Lucien Birgé (2014)

Annales de l'I.H.P. Probabilités et statistiques

We consider the problem of estimating a function s on [ - 1 , 1 ] k for large values of k by looking for some best approximation of s by composite functions of the form g ∘ u . Our solution is based on model selection and leads to a very general approach to solve this problem with respect to many different types of functions g , u and statistical frameworks. In particular, we handle the problems of approximating s by additive functions, single and multiple index models, artificial neural networks, mixtures of Gaussian...

Currently displaying 121 – 140 of 383