Results 21 to 30 of about 478,221 (266)
Consistency of LSE for the many-dimensional symmetric textured surface parameters
A multivariate trigonometric regression model is considered. In the paper strong consistency of the least squares estimator for amplitudes and angular frequencies is obtained for such a multivariate model on the assumption that the random noise is a ...
Oleksandr Dykyi, Alexander Ivanov
doaj +1 more source
Strong consistency of a kernel-based rule for spatially dependent data [PDF]
We consider the kernel-based classifier proposed by Younso (2017). This nonparametric classifier allows for the classification of missing spatially dependent data. The weak consistency of the classifier has been studied by Younso (2017).
Ahmad Younso, Ziad Kanaya, Nour Azhari
doaj +1 more source
Strong Consistency at Scale [PDF]
Today’s online services must meet strict availability and performance requirements. State machine replication one of the most fundamental approaches to increasing the availability of services without sacrificing strong consistency provides configurable availability but limited performance scalability. Scalable State Machine Replication (S SMR) achieves
Bezerra Eduardo +2 more
openaire
On the strong consistency of asymptotic -estimators [PDF]
The aim of this article is to simplify Pfanzagl's proof of consistency for asymptotic maximum likelihood estimators, and to extend it to more general asymptotic M-estimators. The method relies on the existence of a sort of contraction of the parameter space which admits the true parameter as a fixed point. The proofs are short and elementary.
Chafai, Djalil, Concordet, Didier
openaire +4 more sources
Tempered fractional Brownian motion (TFBM) and tempered fractional Brownian motion of the second kind (TFBMII) modify the power-law kernel in the moving average representation of fractional Brownian motion by introducing exponential tempering.
Yuliya Mishura, Kostiantyn Ralchenko
doaj +1 more source
High-dimensional variable selection is an important research topic in modern statistics. While methods using nonlocal priors have been thoroughly studied for variable selection in linear regression, the crucial high-dimensional model selection properties
Xuan Cao, Kyoungjae Lee
doaj +1 more source
Some Asymptotic Results of Kernel Density Estimator in Length-Biased Sampling [PDF]
In this paper, we prove the strong uniform consistency and asymptotic normality of the kernel density estimator proposed by Jones [12] for length-biased data.The approach is based on the invariance principle for the empirical processes proved by Horváth [
M. Ajami, V. Fakoor, S. Jomhoori
doaj
Strong Convergence Rates of the Product-limit Estimator for Left Truncated and Right Censored Data under Association [PDF]
Non-parametric estimation of a survival function from left truncated data subject to right censoring has been extensively studied in the literature.
Amir Hossin Shabani +2 more
doaj +1 more source
Highly Scalable Distributed Architecture for NoSQL Datastore Supporting Strong Consistency
Introducing a strong consistency model into NoSQL data storages is one of the most interesting issues nowadays. In spite of the CAP theorem, many NoSQL systems try to strengthen the consistency to their limits to better serve the business needs. However,
Adam Krechowicz +2 more
doaj +1 more source
Distributed caching system with strong consistency model
Modern distributed systems store thousands of gigabytes of information in persistent relational database management systems. It is the core storage component for microservice-based architectures.
Viktor Repin, Anatoly Sidorov
doaj +1 more source

