Results 21 to 30 of about 992,707 (136)
Approximations to distribution of median in stratified samples
Lietuvos Matematikos Rinkinys, 2011 We consider an Edgeworth type approximation to the distribution function of sample median in the case of stratified samples drawn without replacement. We give explicit expression of this approximation, and also its empirical version based on bootstrap ...
Andrius Čiginas, Tomas Rudys
doaj +1 more source
Sparse Network Asymptotics for Logistic Regression [PDF]
Social Science Research Network, 2020 Consider a bipartite network where N consumers choose to buy or not to buy M different products. This paper considers the properties of the logistic regression of the N × M array of “i-buys-j” purchase decisions, [Y ij ] 1≤i≤N,≤j≤M , onto known functions
B. Graham
semanticscholar +1 more source
Bootstrap, jackknife and Edgeworth approximations for finite population L-statistics
Lietuvos Matematikos Rinkinys, 2010 In this paper we give exact bootstrap estimators for the parameters defining one-term Edgeworth expansion of distribution function of finite population L-statistic and compare these estimators with corresponding jackknife estimators. We also compare `````
Andrius Čiginas
doaj +1 more source
Concentration inequalities for sampling without replacement [PDF]
, 2015 Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of sampling ...
Bardenet, Rémi +1 more
core +5 more sources
The consistency of bootstrap and jackknife variance estimators for finite population L-statistics
Lietuvos Matematikos Rinkinys, 2012 For the linear combinations of order statistics (L-statistics), we present conditions sufficient for the consistency of their finite-population bootstrap variance estimator and the classical jackknife variance estimator.
Andrius Čiginas
doaj +1 more source
Metamodel construction for sensitivity analysis
ESAIM: Proceedings and Surveys, 2017 We propose to estimate a metamodel and the sensitivity indices of a complex model m in the Gaussian regression framework. Our approach combines methods for sensitivity analysis of complex models and statistical tools for sparse non-parametric estimation ...
Huet Sylvie, Taupin Marie-Luce
doaj +1 more source
Journal of Multivariate Analysis, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Omar El-Dakkak +2 more
openaire +2 more sources
Quantitative Robust Uncertainty Principles and Optimally Sparse Decompositions [PDF]
, 2004 We develop a robust uncertainty principle for finite signals in C^N which states that for almost all subsets T,W of {0,...,N-1} such that |T|+|W| ~ (log N)^(-1/2) N, there is no sigal f supported on T whose discrete Fourier transform is supported on W ...
Candes, Emmanuel, Romberg, Justin
core +5 more sources
Generalized Sobol sensitivity indices for dependent variables: numerical methods [PDF]
, 2013 The hierarchically orthogonal functional decomposition of any measurable function η of a random vector X=(X1, … , Xp) consists in decomposing η(X) into a sum of increasing dimension functions depending only on a subvector of X.
Gaelle Chastaing +2 more
semanticscholar +1 more source
Hoeffding decompositions and two-colour urn sequences
, 2006 13 pages; some minor typographical ...
El-Dakkak, Omar, Peccati, Giovanni
openaire +2 more sources