Results 31 to 40 of about 543,055 (305)
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
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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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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
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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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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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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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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
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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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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
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