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SORT 7 registres trobats  La cerca s'ha fet en 0.01 segons. 
1.
8 p, 61.8 KB On-line nonparametric estimation / Khasminskii, Rafail (Wayne State University)
A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic ‘signal plus Gaussian white noise’ model. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 1-8  
2.
18 p, 119.6 KB Asymptotic normality of the integrated square error of a density estimator in the convolution model / Butucea, Cristina (Université de Paris)
In this paper we consider a kernel estimator of a density in a convolution model and give a central limit theorem for its integrated square error (ISE). The kernel estimator is rather classical in minimax theory when the underlying density is recovered from noisy observations. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 9-26  
3.
10 p, 78.9 KB On best affine unbiased covariance-preserving prediction of factor scores / Neudecker, Heinz (University of Amsterdam)
This paper gives a generalization of results presented by ten Berge, Krijnen, Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 27-36  
4.
18 p, 132.8 KB Local superefficiency of data-driven projection density estimators in continuous time / Bosq, Denis (Université Pierre et Marie Curie (Paris)) ; Blanke, Delphine (Université Pierre et Marie Curie (Paris))
We construct a data-driven projection density estimator for continuous time processes. This estimator reaches superoptimal rates over a class F0 of densities that is dense in the family of all possible densities, and a «reasonable» rate elsewhere. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 37-54  
5.
14 p, 484.3 KB Modelling stock returns with AR-GARCH processes / Ferenstein, Elzbieta ; Gasowski, Miroslaw
Financial returns are often modelled as autoregressive time series with random disturbances having conditional heteroscedastic variances, especially with GARCH type processes. GARCH processes have been intensely studying in financial and econometric literature as risk models of many financial time series. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 55-68  
6.
18 p, 256.1 KB Improving both domain and total area estimation by composition / Costa, Alex (Institut d'Estadística de Catalunya) ; Satorra, Albert (Universitat Pompeu Fabra) ; Ventura, Eva (Universitat Pompeu Fabra)
In this article we propose small area estimators for both the small and large area parameters. When the objective is to estimate parameters at both levels, optimality is achieved by a sample design that combines fixed and proportional allocation. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 69-86  
7.
22 p, 201.9 KB Incorporating patients' characteristics in cost-effectiveness studies with clinical trial data : a flexible Bayesian approach / Vázquez Polo, Francisco José ; Negrín Hernández, Miguel Ángel ; Universidad de Las Palmas de Gran Canaria
Most published research on the comparison between medical treatment options merely compares the results (effectiveness and cost) obtained for each treatment group. The present work proposes the incorporation of other patient characteristics into the analysis. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 87-108  

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