SORT

SORT Encontrados 7 registros  La búsqueda tardó 0.01 segundos. 
1.
14 p, 96.4 KB On invariant density estimation for ergodic diffusion processes / Kutoyants, Yuri A. (Université du Maine)
We present a review of several results concerning invariant density estimation by observations of ergodic diffusion process and some related problems. In every problem we propose a lower minimax bound on the risks of all estimators and then we construct an asymptotically efficient estimator.
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 111-124  
2.
36 p, 586.0 KB Robust estimation and forecasting for beta-mixed hierarchical models of grouped binary data / Pashkevich, Maxim ; Kharin, Yurij S. ; Belarusian State University
The paper focuses on robust estimation and forecasting techniques for grouped binary data with misclassified responses. It is assumed that the data are described by the beta-mixed hierarchical model (the beta-binomial or the beta-logistic), while the misclassifications are caused by the stochastic additive distortions of binary observations. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 125-160  
3.
16 p, 102.5 KB Extremes of periodic moving averages of random variables with regularly varying tail probabilities / Martins, Ana Paula ; Ferreira, Helena
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 161-176  
4.
14 p, 93.6 KB Asymptotically optimal filtering in linear systems with fractional Brownian noises / Breton, Alain Le (Université J. Fourier) ; Kleptsyna, Marina L. (Université du Maine) ; Viot, Michel (Université J. Fourier)
In this paper, the filtering problem is revisited in the basic Gaussian homogeneous linear system driven by fractional Brownian motions. We exhibit a simple approximate filter which is asymptotically optimal in the sense that, when the observation time tends to infinity, the variance of the corresponding filtering error converges to the same limit as for the exact optimal filter.
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 177-190  
5.
10 p, 60.1 KB Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result / Neudecker, Heinz
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung's but generalized to a matrix loss function. Parallelly Leung's scalar noncentral Wishart identity is generalized to become a matrix identity. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 191-200  
6.
14 p, 107.2 KB Some discrete exponential dispersion models : poisson-tweedie and hinde-demétrio classes / Kokonendji, Célestin C. (University of Pau-LMA) ; Dossou-Gbété, Simplice (University of Pau-LMA) ; Demétrio, Clarice G. B. (University of S˜ao Paulo)
In this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 201-214  
7.
16 p, 145.0 KB A comparative study of small area estimators / Molina, Isabel (Universidad Carlos III de Madrid) ; Santamaría, Laureano (Universidad Miguel Hernández de Elche) ; Morales, Domingo (Universidad Miguel Hernández de Elche)
It is known that direct-survey estimators of small area parameters, calculated with the data from the given small area, often present large mean squared errors because of small sample sizes in the small areas. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 215-229  

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