Results 31 to 40 of about 2,003,143 (288)
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
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model [PDF]
We introduce the notion of continuous invertibility on a compact set for volatility models driven by a Stochastic Recurrence Equation (SRE). We prove the strong consistency of the Quasi Maximum Likelihood Estimator (QMLE) when the optimization procedure ...
Wintenberger, Olivier
core +5 more sources
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
Update Consistency for Wait-free Concurrent Objects [PDF]
In large scale systems such as the Internet, replicating data is an essential feature in order to provide availability and fault-tolerance. Attiya and Welch proved that using strong consistency criteria such as atomicity is costly as each operation may ...
Jard, Claude +2 more
core +3 more sources
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
Maximum likelihood estimation for Gaussian process with nonlinear drift
We investigate the regression model Xt = θG(t) + Bt, where θ is an unknown parameter, G is a known nonrandom function, and B is a centered Gaussian process.
Yuliya Mishura +2 more
doaj +1 more source
INSTANTON CALCULATIONS VERSUS EXACT RESULTS IN 4 DIMENSIONAL SUSY GAUGE THEORIES. [PDF]
We relate the non-perturbative exact results in supersymmetry to perturbation theory using several different methods: instanton calculations at weak or strong coupling, a method using gaugino condensation and another method relating strong and weak ...
't Hooft +42 more
core +2 more sources
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
doaj +1 more source
ABSTRACT Purpose Retinoblastoma (RB) is the most common pediatric ocular cancer, yet population‐based data on survival and risk factors remain limited. This study aimed to describe survival in a large national RB cohort and identify predictors of death and complications.
Samuel Sassine +14 more
wiley +1 more source

