Results 111 to 120 of about 2,319,892 (295)
Canadian Journal of Statistics, EarlyView.Abstract Homogeneous normalized random measures with independent increments represent a broad class of Bayesian nonparametric priors and thus are widely used. In this article, we obtain the strong law of large numbers, the central limit theorem (CLT), and the functional central limit theorem (fCLT) of such measures when the concentration parameter a ...
Junxi Zhang, Shui Feng, Yaozhong Hu
wiley +1 more source
A selection lemma for sequences of measurable sets, and lower semicontinuity of multiple integrals
Manuscripta Mathematica, 1979 In the present paper we show that the integral functional\(I(y,u): = \int\limits_G {f(x,y(x),u(x))dx} \) is lower semicontinuous with respect to the joint convergence of yk to y in measure and the weak convergence of uk to u in L1. The integrand f: G × ℝN × ℝm → ℝ, (x, z, p) → f(x, z, p) is assumed to be measurable in x for all (z,p), continuous in z ...
openaire +2 more sources
, 2017 Invited artist page contribution to Natural Selection magazine, curated by Judy Darragh, Lousie Menzies and Fiona Gilmore.http://librarysearch.auckland.ac.nz/UOA2_A:Combined_Local ...
Jack, FA
core
Extreme conditional quantile estimation for time series
Canadian Journal of Statistics, EarlyView.Abstract We consider the estimation of an extreme conditional quantile QY(1−p|x0)$$ {Q}_Y\left(1-p|{x}_0\right) $$ for a heavy‐tailed distribution in the case of a strictly stationary time series (Xt,Yt)t∈ℤ$$ {\left({X}_t,{Y}_t\right)}_{t\in \mathbb{Z}} $$. Here, QY(·|x0)$$ {Q}_Y\left(\cdotp |{x}_0\right) $$ denotes the conditional quantile function of
Yuri Goegebeur +2 more
wiley +1 more source
Lasso for hierarchical polynomial models
Canadian Journal of Statistics, EarlyView.Abstract The divisibility conditions implicit in a polynomial hierarchy suggest parameter constraints in regression. With this idea, we establish strong and weak hierarchies for both the lasso and relaxed lasso. Our proposal extends prior work on hierarchical lasso, which was mainly concerned with models of degree 2.
H. Maruri‐Aguilar, S. Lunagómez
wiley +1 more source
Quantitative Curve Selection Lemma
, 2018 11 pagesWe prove a quantitative version of the curve selection lemma. Denoting by $s,d,k$ a bound on the number, the degree and the number of variables of the polynomials describing a semi-algebraic set $S$ and a point $x$ in $\bar S$, we find a semi ...
Basu, Saugata, Roy, Marie-Françoise
core
A non-flag arithmetic regularity lemma and counting lemma
, 2022 Green and Tao's arithmetic regularity lemma and counting lemma together apply to systems of linear forms which satisfy a particular algebraic criterion known as the `flag condition'. We give an arithmetic regularity lemma and counting lemma which applies
Altman, Daniel
core
Sparse maximum likelihood estimation of regression models
Canadian Journal of Statistics, EarlyView.Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley +1 more source
Bayesian Averaging, Prediction and Nonnested Model Selection [PDF]
This paper studies the asymptotic relationship between Bayesian model averaging and post-selection frequentist predictors in both nested and nonnested models.
Han Hong, Bruce Preston
core
Mitigating measurement error in misspecified small area models
Canadian Journal of Statistics, EarlyView.Abstract In the framework of Small area estimation, we consider an area‐level model where a subset of covariates is measured with error. The extent of the error is assumed to be constant throughout the areas, and it is expressed by a scalar parameter γ$$ \gamma $$, which multiplies the deterministic covariance matrix of the estimator of the true ...
Diego Battagliese +3 more
wiley +1 more source