Results 61 to 70 of about 272,137 (196)
Unsupervised empirical Bayesian multiple testing with external covariates
, 2008 In an empirical Bayesian setting, we provide a new multiple testing method, useful when an additional covariate is available, that influences the probability of each null hypothesis being true.
Ferkingstad, Egil +4 more
core +2 more sources
Adjusted empirical likelihood with high-order precision [PDF]
, 2010 Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying estimating function is high, the application of the ...
Chen, Jiahua, Liu, Yukun
core +2 more sources
A Corrected Criterion for Selecting the Optimum Number of Principal Components
Austrian Journal of Statistics, 2016 Determining the optimum number of components to be retained is a key problem in principal component analysis (PCA). Besides the rule of thumb estimates there exist several sophisticated methods for automatically selecting the dimensionality of the data ...
Hannes Kazianka, Jürgen Pilz
doaj +1 more source
Inference for the limiting cluster size distribution of extreme values
, 2009 Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically exceedances appear in clusters.
Robert, Christian Y.
core +1 more source
Double Kernel Method Using Line Transect Sampling
Austrian Journal of Statistics, 2016 A double kernel method as an alternative to the classical kernel method is proposed to estimate the population abundance by using line transect sampling.
Omar Eidous, M.K. Shakhatreh
doaj +1 more source
Connecting Statistics, Probability, Algebra and Discrete Mathematics
, 2021 21 pages.
López-Blázquez, Fernando +3 more
openaire +3 more sources
Asymptotically optimal multistage tests of simple hypotheses
, 2007 A family of variable stage size multistage tests of simple hypotheses is described, based on efficient multistage sampling procedures. Using a loss function that is a linear combination of sampling costs and error probabilities, these tests are shown to ...
Bartroff, Jay
core +1 more source
Profile Statistics for Sparse Contingency Tables under Poisson Sampling
Austrian Journal of Statistics, 2016 Simple conditions for the inconsistency of classical likelihood ratio (LR) test in case of very sparse categorical data are given. The LR type test based on profile statistics is proposed as an alternative.
Marijus Radavičius, Pavel Samusenko
doaj +1 more source
Efficient Monte Carlo for high excursions of Gaussian random fields
, 2012 Our focus is on the design and analysis of efficient Monte Carlo methods for computing tail probabilities for the suprema of Gaussian random fields, along with conditional expectations of functionals of the fields given the existence of excursions above ...
Adler, Robert J. +2 more
core +1 more source
Scatter Matrices and Independent Component Analysis
Austrian Journal of Statistics, 2016 In the independent component analysis (ICA) it is assumed that the components of the multivariate independent and identically distributed observations are linear transformations of latent independent components.
Hannu Oja, Seija Sirkiä, Jan Eriksson
doaj +1 more source