Results 21 to 30 of about 4,259,138 (261)
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
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A note on strong-consistency of componentwise ARH(1) predictors
New results on strong-consistency in the trace operator norm are obtained, in the parameter estimation of an autoregressive Hilbertian process of order one (ARH(1) process).
Álvarez Liébana, Javier +1 more
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On strong Hellinger consistency of posterior distributions
We establish a sufficient condition ensuring strong Hellinger consistency of posterior distributions. We also prove a strong Hellinger consistency theorem for the pseudoposterior distributions based on the likelihood ratio with power 0 < alpha < 1, which
Ranneby, Bo +5 more
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Strong Consistency of Incomplete Functional Percentile Regression
This paper analyzes the co-fluctuation between a scalar response random variable and a curve regressor using quantile regression. We focus on the situation wherein the output variable is observed with random missing.
Mohammed B. Alamari +3 more
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Consistency management with repair actions [PDF]
Comprehensive consistency management requires a strong mechanism for repair once inconsistencies have been detected. In this paper we present a repair framework for inconsistent distributed documents.
Nentwich, C. +5 more
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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
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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
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
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Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model
We consider the fractional Vasicek model of the form dXt = (α-βXt)dt + γdBHt, driven by fractional Brownian motion BH with Hurst parameter H ∈ (0,1). We construct three estimators for an unknown parameter θ=(α,β) and prove their strong consistency.
Stanislav Lohvinenko +2 more
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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
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