Exact Bahadur Slope for combining independent tests in the case of the Pareto distribution
HeliyonIn this paper, we compared the Exact Bahadur Slope (EBS) and the asymptotic relative efficiency of four combination methods for testing a single hypothesis against a one-sided alternative in the case of Pareto distribution when the number of tests tends ...
Marwan Al-Momani +2 more
doaj +1 more source
Optimal Probabilistic Forecasts for Counts [PDF]
Optimal probabilistic forecasts of integer-valued random variables are derived. The optimality is achieved by estimating the forecast distribution nonparametrically over a given broad model class and proving asymptotic efficiency in that setting.
Brendan P.M. McCabe +2 more
core
Low‐Power Control Of Resistance Switching Transitions in First‐Order Memristors
Advanced Electronic Materials, EarlyView.Joule losses are a serious concern in modern integrated circuit design. In this regard, minimizing the energy necessary for programming memristors should be handled with care. This manuscript presents an optimal control framework, allowing to derive energy‐efficient programming voltage protocols for resistance switching devices. Following this approach,
Valeriy A. Slipko +3 more
wiley +1 more source
Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE [PDF]
Macroeconomic or financial data are often modelled with cointegration and GARCH. Noticeable examples include those studies of price discovery, in which stock prices of the same underlying asset are cointegrated and they exhibit multivariate GARCH ...
Chor-yiu SIN
core +3 more sources
Karhunen-loève basis in goodness-of-fit tests decomposition: an evaluation [PDF]
, 2006 In a previous paper (Grané and Fortiana 2006) we studied a flexible class of goodness-of-fit tests associated with an orthogonal sequence, the Karhunen-Loève decomposition of a stochastic process derived from the null hypothesis.
Fortiana, Josep, Grané, Aurea
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A loss function approach to model specification testing and its relative efficiency
, 2013 The generalized likelihood ratio (GLR) test proposed by Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] and Fan and Yao [Nonlinear Time Series: Nonparametric and Parametric Methods (2003) Springer] is a generally applicable nonparametric inference
Hong, Yongmiao, Lee, Yoon-Jin
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Advanced Energy Materials, EarlyView.Machine learning interatomic potentials bridge quantum accuracy and computational efficiency for materials discovery. Architectures from Gaussian process regression to equivariant graph neural networks, training strategies including active learning and foundation models, and applications in solid‐state electrolytes, batteries, electrocatalysts ...
In Kee Park +19 more
wiley +1 more source
Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency, [PDF]
The purpose of this paper is to use Bahadur's asymptotic relative efficiency measure to compare the performance of various tests of autoregressive (AR) versus moving average (MA) error processes in regression models.
C. R. McKenzie, Michael McAleer
core
Rare-event Simulation and Efficient Discretization for the Supremum of Gaussian Random Fields [PDF]
, 2013 In this paper, we consider a classic problem concerning the high excursion probabilities of a Gaussian random field $f$ living on a compact set $T$.
Li, Xiaoou, Liu, Jingchen
core
On the Asymptotic Relative Efficiencies of Certain Location Parameter Estimates
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1970 Summary If, by analogy with means and medians, one computes that value such that the sum of the absolute pth powers of the sample deviations about that point takes on its minimum, one obtains an estimate of the central value of a symmetric distribution.
openaire +2 more sources