Results 11 to 20 of about 272,931 (273)
A sequential Monte Carlo approach to computing tail probabilities in stochastic models [PDF]
, 2011 Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events.
Chan, Hock Peng, Lai, Tze Leung
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The local quantization behavior of absolutely continuous probabilities [PDF]
, 2012 For a large class of absolutely continuous probabilities $P$ it is shown that, for $r>0$, for $n$-optimal $L^r(P)$-codebooks $\alpha_n$, and any Voronoi partition $V_{n,a}$ with respect to $\alpha_n$ the local probabilities $P(V_{n,a})$ satisfy $P(V_{a,n}
Graf, Siegfried +2 more
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Forecasting of Daily PM10 Concentrations in Brno and Graz by Different Regression Approaches
Austrian Journal of Statistics, 2016 Brno and Graz, the second largest cities of their countries, observe in each winter season PM10 concentrations of daily means which regularly exceed the limit value of 50 ?g/m3. This is mainly caused by unfavorable dissemination conditions of the ambient
Ernst Stadlober +3 more
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Delta method in large deviations and moderate deviations for estimators [PDF]
, 2011 The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail probabilities.
Gao, Fuqing, Zhao, Xingqiu
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Austrian Journal of Statistics, 2018 In this article, estimation of stress-strength reliability $\delta=P\left ...
Hare Krishna, Madhulika Dube, Renu Garg
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Bayesian Analysis of Topp-Leone Generalized Exponential Distribution
Austrian Journal of Statistics, 2018 The Topp-Leone distribution was introduced by Topp-Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized Exponential distribution. Since, Topp-Leone distribution contains only one parameter and its support set is restricted
Najrullah Khan, Athar Ali Khan
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A Estimation of Stochastic Volatility Models Using Optimized Filtering Algorithms
Austrian Journal of Statistics, 2019 In this paper, we describe and implement two recursive filtering algorithms, the optimized particle filter, and the Viterbi algorithm, which allow the joint estimation of states and parameters of continuous-time stochastic volatility models, such as the ...
Saba Infante +3 more
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A stochastic space-time model for intermittent precipitation occurrences [PDF]
, 2015 Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time $t$ random field (tRF)
Stein, Michael L., Sun, Ying
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Robust Bayesian Analysis of Lifetime Data from Maxwell Distribution
Austrian Journal of Statistics, 2018 In this paper, we consider robust Bayesian analysis of lifetime data from the Maxwell distribution assuming an $\varepsilon$-contamination class of prior distributions for the parameter. We obtain robust Bayes estimates of the parameter and mean lifetime
M. S. Panwar, Sanjeev K Tomer
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Comment: Lancaster Probabilities and Gibbs Sampling
, 2008 Comment on ``Lancaster Probabilities and Gibbs Sampling'' [arXiv:0808.3852]Comment: Published in at http://dx.doi.org/10.1214/08-STS252A the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www ...
Letac, Gérard
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