Results 21 to 30 of about 303,639 (271)
Temporal moments of a tracer pulse in a perfectly parallel flow system [PDF]
, 2002 Perfectly parallel groundwater transport models partition water flow into isolated one-dimensional stream tubes which maintain total spatial correlation of all properties in the direction of flow.
Bardsley, W. Earl
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Joint Estimation Using Quadratic Estimating Function
Journal of Probability and Statistics, 2011 A class of martingale estimating functions is convenient and plays an important role for inference for nonlinear time series models. However, when the information about the first four conditional moments of the observed process becomes available, the ...
Y. Liang, A. Thavaneswaran, B. Abraham
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Modern Stochastics: Theory and Applications, 2022 The paper presents a characterization of equilibrium in a game-theoretic description of discounting conditional stochastic linear-quadratic (LQ for short) optimal control problem, in which the controlled state process evolves according to a ...
Nour El Houda Bouaicha +3 more
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Bayes Empirical Bayes Estimation for Natural Exponential Families with Quadratic Variance Functions
The Annals of Statistics, 1991 The prior distribution of the parameter of natural exponential families with quadratic variance is estimated by orthogonal polynomials. The proposed approach is based on combinations of Bayesian and nonparametric empirical Bayes methods.
Walter, G. G., Hamedani, G. G.
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A new variance estimation in natural exponential families
Research in StatisticsThis article focuses on improving the estimation of population variances for natural exponential family distributions, drawing inspiration from the innovative idea presented by Stein.
Arampamoorthy Laheetharan +1 more
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Nonparametric regression in exponential families [PDF]
, 2010 Most results in nonparametric regression theory are developed only for the case of additive noise. In such a setting many smoothing techniques including wavelet thresholding methods have been developed and shown to be highly adaptive.
Brown, Lawrence D. +2 more
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Natural Exponential Families with Quadratic Variance Functions
The Annals of Statistics, 1982 The normal, Poisson, gamma, binomial, and negative binomial distributions are univariate natural exponential families with quadratic variance functions (the variance is at most a quadratic function of the mean). Only one other such family exists. Much theory is unified for these six natural exponential families by appeal to their quadratic variance ...
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Diagnostics on the cost-function in variational assimilations for meteorological models [PDF]
Nonlinear Processes in Geophysics, 2014 Several consistency diagnostics have been proposed to evaluate variational assimilation schemes. The "Bennett-Talagrand" criterion in particular shows that the cost-function at the minimum should be close to half the number of assimilated observations ...
Y. Michel
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On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory
, 2013 In the paper, we consider three quadratic optimization problems which are frequently applied in portfolio theory, i.e, the Markowitz mean-variance problem as well as the problems based on the mean-variance utility function and the quadratic utility ...
Basak +35 more
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Precise estimation of shell model energy by second order extrapolation method [PDF]
, 2003 A second order extrapolation method is presented for shell model calculations, where shell model energies of truncated spaces are well described as a function of energy variance by quadratic curves and exact shell model energies can be obtained by the ...
A. Petrovici +20 more
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