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Detecting atypical data in air pollution studies by using shorth intervals for regression

Cécile Durot, Karelle Thiébot (2005)

ESAIM: Probability and Statistics

To validate pollution data, subject-matter experts in Airpl (an organization that maintains a network of air pollution monitoring stations in western France) daily perform visual examinations of the data and check their consistency. In this paper, we describe these visual examinations and propose a formalization for this problem. The examinations consist in comparisons of so-called shorth intervals so we build a statistical test that compares such intervals in a nonparametric regression model. This...

Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models

S. Valère Bitseki Penda, Hacène Djellout (2014)

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

The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general p th-order asymmetric bifurcating autoregressive processes, under suitable assumptions on the driven noise of the process. Our investigation relies on the moderate deviation principle for martingales.

Distribucion of range and quasi-range from double truncated exponential distribution.

P. C. Joshi, Narayanaswamy Balakrishnan (1984)

Trabajos de Estadística e Investigación Operativa

For a doubly truncated exponential distribution, the probability density function of a quasi-range is derived. From this the density of sample range is obtained as a special case. Expressions for the mean and variance of the range are also obtained.

Distribuciones neutras, propensas y resistentes a datos atípicos.

Paloma Main Yaque (1987)

Trabajos de Estadística

Se analizan los conceptos de función de distribución propensa, neutra y resistente a producir datos atípicos dependiendo del comportamiento asintótico de la diferencia y la razón de los dos extremos superiores.Posteriormente se caracterizan las primeras definiciones con propiedades de la cola derecha de la función de distribución.

Efficient bootstrap simulation: an overview.

Alex Sánchez (1990)

Qüestiió

Two basic sources of error are associated to the use of bootstrap methods: one is derived from the fact that the true distribution is substituted by a suitable estimate, and the other is simulation errors. Some techniques to reduce or quantify these errors are discussed in this work. Some of them such as importance sampling or antithetic variates are adapted from classical Monte Carlo swindles, whereas others such as the centered and the balanced bootstrap, are more specific. The existence of common...

Efficient estimation of functionals of the spectral density of stationary Gaussian fields

Carenne Ludeña (2010)

ESAIM: Probability and Statistics

Minimax bounds for the risk function of estimators of functionals of the spectral density of Gaussian fields are obtained. This result is a generalization of a previous result of Khas'minskii and Ibragimov on Gaussian processes. Efficient estimators are then constructed for these functionals. In the case of linear functionals these estimators are given for all dimensions. For non-linear integral functionals, these estimators are constructed for the two and three dimensional problems.

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