Results 31 to 40 of about 31,545 (255)

Strong local consistency algorithms for table constraints [PDF]

Constraints, 2015
Table constraints are important in constraint programming as they are present in many real problems from areas such as configuration and databases. As a result, numerous specialized algorithms that achieve generalized arc consistency (GAC) on table constraints have been proposed.
Paparrizou, Anastasia, Stergiou, Kostas
openaire   +3 more sources

Mean square convergence rates for maximum quasi-likelihood estimator

Stochastic Systems, 2015
In this note we study the behavior of maximum quasilikelihood estimators (MQLEs) for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed.
Arnoud V. den Boer, Bert Zwart
doaj   +1 more source

Consistency of LSE for the many-dimensional symmetric textured surface parameters

Modern Stochastics: Theory and Applications, 2023
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

Distributed caching system with strong consistency model

Frontiers in Computer Science
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

Strong consistency of a kernel-based rule for spatially dependent data [PDF]

Arab Journal of Mathematical Sciences, 2020
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 of Incomplete Functional Percentile Regression

Axioms
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, Fatimah A. Almulhim, Ouahiba Litimein, Boubaker Mechab   +3 more
doaj   +1 more source

Some Asymptotic Results of Kernel Density Estimator in Length-Biased Sampling [PDF]

Journal of Sciences, Islamic Republic of Iran, 2013
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  

Variable Selection Using Nonlocal Priors in High-Dimensional Generalized Linear Models With Application to fMRI Data Analysis

Entropy, 2020
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

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Fractal and Fractional
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

Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model

Lithuanian Journal of Statistics, 2016
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, Kostiantyn Ralchenko, Olga Zhuchenko   +2 more
doaj   +1 more source