Results 1 to 10 of about 2,076 (18)
On Selberg-Type Square Matrices Integrals [PDF]
, 2013 In this paper we consider Selberg-type square matrices integrals with focus on Kummer-beta types I & II integrals. For generality of the results for real normed division algebras, the generalized matrix variate Kummer-beta types I & II are defined under ...
Arashi, M.
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Detection of a Signal in Colored Noise: A Random Matrix Theory Based Analysis [PDF]
, 2019 This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix.
Atapattu, Saman +3 more
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Two simple sufficient conditions for FDR control [PDF]
, 2008 We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself, and the second,
Blanchard, Gilles, Roquain, Etienne
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A Bayes method for a monotone hazard rate via S-paths [PDF]
, 2006 A class of random hazard rates, which is defined as a mixture of an indicator kernel convolved with a completely random measure, is of interest. We provide an explicit characterization of the posterior distribution of this mixture hazard rate model via a
Ho, Man-Wai
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Nonparametric estimation of the characteristic triplet of a discretely observed L\'evy process [PDF]
, 2008 Given a discrete time sample $X_1,... X_n$ from a L\'evy process $X=(X_t)_{t\geq 0}$ of a finite jump activity, we study the problem of nonparametric estimation of the characteristic triplet $(\gamma,\sigma^2,\rho)$ corresponding to the process $X ...
Gugushvili, Shota
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Testing goodness-of-fit of random graph models [PDF]
, 2012 Random graphs are matrices with independent 0, 1 elements with probabilities determined by a small number of parameters. One of the oldest model is the Rasch model where the odds are ratios of positive numbers scaling the rows and columns.
Csiszár, Villö +5 more
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On the non-existence of unbiased estimators in constrained estimation problems [PDF]
, 2016 We address the problem of existence of unbiased constrained parameter estimators. We show that if the constrained set of parameters is compact and the hypothesized distributions are absolutely continuous with respect to one another, then there exists no ...
Leshem, Amir +2 more
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Exact Methods for Multistage Estimation of a Binomial Proportion [PDF]
, 2013 We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence level.
Chen, Xinjia, Chen, Zhengjia
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Exact Rosenthal-type inequalities for p=3, and related results
, 2013 An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results.
Pinelis, Iosif
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A ridge-parameter approach to deconvolution
, 2007 Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely supported and its ...
Hall, Peter, Meister, Alexander
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