Results 31 to 40 of about 719 (114)

Dependence measure for length-biased survival data using copulas

Dependence Modeling, 2019
The linear correlation coefficient of Bravais-Pearson is considered a powerful indicator when the dependency relationship is linear and the error variate is normally distributed.
Bentoumi Rachid, Mesfioui Mhamed, Alvo Mayer   +2 more
doaj   +1 more source

Approximating the moments of marginals of high-dimensional distributions

, 2012
For probability distributions on $\mathbb{R}^n$, we study the optimal sample size N = N(n,p) that suffices to uniformly approximate the pth moments of all one-dimensional marginals.
Vershynin, Roman
core   +1 more source

Modified estimator of the contribution rates of population eigenvalues [PDF]

, 2012
Modified estimators for the contribution rates of population eigenvalues are given under an elliptically contoured distribution. These estimators decrease the bias of the classical estimator, i.e. the sample contribution rates.
Sheena, Yo
core   +3 more sources

Estimation for spatial semi-functional partial linear regression model with missing response at random

Demonstratio Mathematica
The aim of this article is to study a semi-functional partial linear regression model (SFPLR) for spatial data with responses missing at random (MAR).
Benchikh Tawfik, Almanjahie Ibrahim M., Fetitah Omar, Attouch Mohammed Kadi   +3 more
doaj   +1 more source

Volatility filtering in estimation of kurtosis (and variance)

Dependence Modeling, 2019
The kurtosis of the distribution of financial returns characterized by high volatility persistence and thick tails is notoriously difficult to estimate precisely.
Anatolyev Stanislav
doaj   +1 more source

Sensitivity of principal Hessian direction analysis

, 2007
We provide sensitivity comparisons for two competing versions of the dimension reduction method principal Hessian directions (pHd). These comparisons consider the effects of small perturbations on the estimation of the dimension reduction subspace via ...
Prendergast, Luke A., Smith, Jodie A.
core   +1 more source

An iterative tomogravity algorithm for the estimation of network traffic

, 2007
This paper introduces an iterative tomogravity algorithm for the estimation of a network traffic matrix based on one snapshot observation of the link loads in the network.
Fang, Jiangang, Vardi, Yehuda, Zhang, Cun-Hui   +2 more
core   +1 more source

A matrix approach to compare BLUEs under a linear regression model and its two competing restricted models with applications

Demonstratio Mathematica
Suppose that a weakly singular linear regression model M{\mathscr{M}} and its two competing restricted models M1{{\mathscr{M}}}_{1} and M2{{\mathscr{M}}}_{2} are given.
Ren Xingwei
doaj   +1 more source

Matrix completion by singular value thresholding: sharp bounds

, 2015
We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed.
Klopp, Olga
core   +2 more sources

A new test procedure of independence in copula models via chi-square-divergence

, 2011
We introduce a new test procedure of independence in the framework of parametric copulas with unknown marginals. The method is based essentially on the dual representation of $\chi^2$-divergence on signed finite measures. The asymptotic properties of the
Amor Keziou, Broniatowski M., Deheuvels P., Deheuvels P., Deheuvels P., Deheuvels P., Galambos J., Salim Bouzebda, Sklar M.   +8 more
core   +1 more source