搜索结果: 1-15 共查到“理论统计学 densities”相关记录15条 . 查询时间(0.093 秒)
Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities
Complete mixability Monotone density Sum of dependent risks Value-at- Risk
2016/1/25
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Determinantal probability densities at two-qubit separability-entanglement boundary and associated Fisher information
Determinantal probability densities two-qubit separability-entanglement boundary associated Fisher information
2013/4/28
The determinants (|rho^{PT}|) of the partial transposes of 4 x 4 density matrices (rho) have possible values in the interval [-1/16, 1/256], and are nonnegative if and only if rho is separable. In arX...
Free energy methods for efficient exploration of mixture posterior densities
Adaptive Biasing Force Adaptive Biasing Potential Adaptive Markov chainMonte Carlo Importance sampling Mixture models
2010/3/11
Because of their multimodality, mixture posterior densities are difficult to sample with
standard Markov chain Monte Carlo (MCMC) methods. We propose a strategy to enhance
the sampling of MCMC in th...
Bayesian predictive densities for linear regression models under alpha-divergence loss：some results and open problems
shrinkage prior Bayesian predictive density alpha-divergence Stein effect
2010/3/10
This paper considers estimation of the predictive density for
a normal linear model with unknown variance under -divergence loss for
−1 1. We first give a general canonical form for the...
On the approximation of mean densities of random closed sets
mean densities random measures stochastic geometry
2010/3/9
Many real phenomena may be modelled as random closed sets in Rd, of different Hausdorff dimensions.
In many real applications, such as fiber processes and n-facets of random tessellations
of dimensi...
Uniqueness of the maximum likelihood estimator for k-monotone densities
uniqueness k–monotone density mixture mod-els density estimation maximum likelihood nonparametric estimation shape constraints
2010/3/9
We prove uniqueness of the maximum likelihood estimator for
the class of k?monotone densities.
AMS 2000 subject classifications: Primary 62G07.
Testability of minimum balanced multiway cut densities
Weighted graphs Testable graph parameters Minimum balancedmultiway cuts Quadratic programming
2010/3/9
Testable weighted graph parameters and equivalent notions of testability are investi-
gated based on [4]. We prove that certain balanced minimum multiway cut densities
are testable. Using this fact,...
Remarks on the positivity of densities of stable laws
Remarks the positivity of densities stable laws
2009/9/23
Remarks on the positivity of densities of stable laws。
On the definition of probability densities and sufficiency of the likelihood map
the definition of probability densities sufficiency of the likelihood map
2009/9/22
The defiition and sufficiency of the likelihood map are
discussed in detail. It is shown that the likelihood map is sdlicient
without any restriction on the family of probability measures and that
...
Size-and-Shape Cone, Shape Disk and Configuration Densities for the Elliptical Models
Size-and-Shape Cone Shape Disk Configuration Densities the Elliptical Models
2009/9/17
Size-and-Shape Cone, Shape Disk and Configuration Densities for the Elliptical Models。
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
wedge sum-of-exponential
2009/4/22
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relyin...
A test of goodness-of-fit for the copula densities
Adaptation Copula Density Minimax Theory of Test GoodnessTest of Fit
2010/3/18
We consider the problem of testing hypotheses on the copula density from n bidimensional
observations. We wish to test the null hypothesis characterized by a
parametric class against a composite non...
A Kiefer--Wolfowitz theorem for convex densities
Brownian bridge convex density distance empirical distribution invelopeprocess monotone density
2010/4/26
Kiefer and Wolfowitz [Z. Wahrsch. Verw. Gebiete 34 (1976) 73–
85] showed that if F is a strictly curved concave distribution function (corresponding
to a strictly monotone density f), then the Maxim...
Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data
Active Set EM Algorithms Log-Concave Densities Complete and Censored Data
2010/4/30
We develop an active set algorithm for the maximum likelihood estimation of a
log–concave density based on complete data. Building on this fast algorithm, we introduce an EM algorithm to treat arbitr...
Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives
Computation Power Loss Likelihood Ratio Tests Probability Densities Lehmann Alternatives
2010/4/27
We compute the loss of power in likelihood ratio tests when we test
the original parameter of a probability density extended by the first
Lehmann alternative.