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arXiv (411,768 recursos)
This is one of the most extensive subject based repositories in the world in the field of physics, mathematics, astronomy, computer sciences and quantitative biology. This is the principal site with almost 20 mirror versions around the globe. The site is supported by an extensive collection of information and background documentation. An RSS feed is available for anyone interested in keeping up-to-date with newly added materials.

Mostrando recursos 41 - 60 de 110

41. Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator - Leeb, Hannes; Poetscher, Benedikt M.
We point out some pitfalls related to the concept of an oracle property as used in Fan and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges' estimator.

42. Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators? - Leeb, Hannes; Poetscher, Benedikt M.
We consider the problem of estimating the unconditional distribution of a post-model-selection estimator.

43. Theoretical Aspects of the SOM Algorithm - Cottrell, Marie; Fort, Jean-Claude; Pagès, Gilles
On the one hand, it is very simple to write down and to simulate, its practical properties are clear and easy to observe.

44. Traitement Des Donnees Manquantes Au Moyen De L'Algorithme De Kohonen - Cottrell, Marie; Ibbou, Smail; Letrémy, Patrick
Nous montrons comment il est possible d'utiliser l'algorithme d'auto organisation de Kohonen pour traiter des donn\'ees avec valeurs manquantes et estimer ces derni\`eres.

45. Information-Based Asset Pricing - Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea
A new framework for asset price dynamics is introduced in which the concept of noisy information about future cash flows is used to derive the price processes.

46. On the Computational Complexity of MCMC-based Estimators in Large Samples - Belloni, Alexandre; Chernozhukov, Victor
In this paper we examine the implications of the statistical large sample theory for the computational complexity of Bayesian and quasi-Bayesian estimation carried out using Metropolis random walks.

47. Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues - Sheena, Yo; Takemura, Akimichi
In this paper we derive some new and practical results on testing and interval estimation problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory for block-wise infinite dispersion of the population eigenvalues.

48. Structural adaptation via $L_p$-norm oracle inequalities - Goldenhsluger, A.; Lepski, O.
In this paper we study the problem of adaptive estimation of a multivariate function satisfying some structural assumption.

49. A universal procedure for aggregating estimators - Goldenshluger, A.
In this paper we study the aggregation problem that can be formulated as follows.

50. Analytic crossing probabilities for certain barriers by Brownian motion - Kahale, Nabil
We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval [0,T] via Schwartz distributions.

51. On bounds and algorithms for frequency synchronization for collaborative communication systems - Parker, Peter A.; Mitran, Patrick; Bliss, Daniel W.; Tarokh, Vahid
In this paper, we derive the estimation bounds and associated maximum likelihood estimators for frequency offset estimation in a cooperative communication system.

52. Multiple pattern matching: A Markov chain approach - Lladser, Manuel; Betterton, M. D.; Knight, Rob
RNA motifs typically consist of short, modular patterns that include base pairs formed within and between modules.

53. Density Estimation of Censored Data with Infinite-Order Kernels - Berg, Arthur; Politis, Dimitris N.
Higher-order accurate density estimation under random right censorship is achieved using kernel estimators from a family of infinite-order kernels.

54. On the Marginal Distributions of Stationary AR(1) Sequences - Satheesh, S; Sandhya, E
In this note we correct an omission in our paper (Satheesh and Sandhya, 2005) in defining semi-selfdecomposable laws and also show with examples that the marginal distributions of a stationary AR(1) process need not even be infinitely divisible.

55. Quantile and Probability Curves Without Crossing - Chernozhukov, Victor; Fernandez-Val, Ivan; Galichon, Alfred
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, pointwise for each quantile.

56. Improving Estimates of Monotone Functions by Rearrangement - Chernozhukov, Victor; Fernandez-Val, Ivan; Galichon, Alfred
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing.

57. Recovery of edges from spectral data with noise -- a new perspective - Engelberg, Shlomo; Tadmor, Eitan
There are three scales involved: the "smoothness" scale of order 1/N, the noise scale of order $\eta$ and the O(1) scale of the jump discontinuities.

58. Semiparametric efficiency in GMM models with auxiliary data - Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro
We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data.

59. Support vector machine for functional data classification - Rossi, Fabrice; Villa, Nathalie
In many applications, input data are sampled functions taking their values in infinite dimensional spaces rather than standard vectors.

60. Un r\'esultat de consistance pour des SVM fonctionnels par interpolation spline - Villa, Nathalie; Rossi, Fabrice
Rather than relying on projection on a truncated Hilbert basis as in our previous work, we use an implicit spline interpolation that allows us to compute SVM on the derivatives of the studied functions.

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