Page 1 Next

Displaying 1 – 20 of 997

Showing per page

A Bayesian estimate of the risk of tick-borne diseases

Marek Jiruše, Josef Machek, Viktor Beneš, Petr Zeman (2004)

Applications of Mathematics

The paper considers the problem of estimating the risk of a tick-borne disease in a given region. A large set of epidemiological data is evaluated, including the point pattern of collected cases, the population map and covariates, i.e. explanatory variables of geographical nature, obtained from GIS. The methodology covers the choice of those covariates which influence the risk of infection most. Generalized linear models are used and AIC criterion yields the decision. Further, an empirical Bayesian...

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

Michael H. Neumann (2013)

ESAIM: Probability and Statistics

We derive a central limit theorem for triangular arrays of possibly nonstationary random variables satisfying a condition of weak dependence in the sense of Doukhan and Louhichi [Stoch. Proc. Appl. 84 (1999) 313–342]. The proof uses a new variant of the Lindeberg method: the behavior of the partial sums is compared to that of partial sums of dependent Gaussian random variables. We also discuss a few applications in statistics which show that our central limit theorem is tailor-made for statistics...

A class of tests for exponentiality based on a continuum of moment conditions

Simos G. Meintanis (2009)

Kybernetika

The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated via...

A class of unbiased kernel estimates of a probability density function

Tomasz Rychlik (1995)

Applicationes Mathematicae

We propose a class of unbiased and strongly consistent nonparametric kernel estimates of a probability density function, based on a random choice of the sample size and the kernel function. The expected sample size can be arbitrarily small and mild conditions on the local behavior of the density function are imposed.

A comparison of automatic histogram constructions

Laurie Davies, Ursula Gather, Dan Nordman, Henrike Weinert (2009)

ESAIM: Probability and Statistics

Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the taut string...

A graph-based estimator of the number of clusters

Gérard Biau, Benoît Cadre, Bruno Pelletier (2007)

ESAIM: Probability and Statistics

Assessing the number of clusters of a statistical population is one of the essential issues of unsupervised learning. Given n independent observations X1,...,Xn drawn from an unknown multivariate probability density f, we propose a new approach to estimate the number of connected components, or clusters, of the t-level set ( t ) = { x : f ( x ) t } . The basic idea is to form a rough skeleton of the set ( t ) using any preliminary estimator of f, and to count the number of connected components of the resulting graph. Under...

Currently displaying 1 – 20 of 997

Page 1 Next