Results 11 to 20 of about 1,270,971 (267)
Variance Functions with Meromorphic Means
The Annals of Probability, 1991 A natural exponential family is characterized by a pair \((\Omega,V)\) where \(\Omega\), the mean domain, is an open interval in \(\mathbb{R}\) and \(V\) is the associated variance function, regarded as a function of the mean. The authors make a further contribution to the problem of characterizing the set of possible pairs \((\Omega,V)\), a question ...
Bar-Lev, Shaul K. +2 more
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Local Polynomial Variance-Function Estimation [PDF]
Technometrics, 1997 The conditional variance function in a heteroscedastic, nonparametric regression model is estimated by linear smoothing of squared residuals. Attention is focussed on local polynomial smoothers. Both the mean and variance functions are assumed to be smooth, but neither is assumed to be in a parametric family. The effect of preliminary estimation of the
D. Ruppert +3 more
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New Closed Form Estimators for the Beta Distribution
Mathematics, 2023 In this paper, we detail closed form estimators for beta distribution that are simpler than those proposed by Tamae, Irie and Kubokawa. The proposed estimators are shown to have smaller asymptotic variances and smaller asymptotic covariances compared to ...
Victor Mooto Nawa, Saralees Nadarajah
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Discrimination between Some Over Dispersed Count Distributions
ASM Science Journal, 2021 The Poisson inverse Gaussian and generalized Poisson distributions are widely used in modelling overdispersed count data which are commonly found in healthcare, insurance, engineering, econometric and ecology.
Yook-Ngor Phang +2 more
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Jackknife Empirical Likelihood Inference for the Variance Residual Life Function
Revstat Statistical Journal, 2021 In life testing situations, the residual life time of a component which has survived t units of time is Xt = X −t|X > t. In this paper, we give a central limit theorem result for the estimator of Var(Xt), the variance residual life(VRL) function.
Vali Zardasht
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JTAM (Jurnal Teori dan Aplikasi Matematika), 2022 In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed.
Muhammad Wiranadi Utama +2 more
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Variance and Bias for General Loss Functions [PDF]
Machine Learning, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Variance function of boolean additive convolution [PDF]
Statistics & Probability Letters, 2020 Suppose Vν is the pseudo-variance function of the Cauchy-Stieltjes Kernel (CSK) family K+(ν) generated by a non degenerate probability measure ν with support bounded from above. We determine the formula for pseudo-variance function (or variance function Vν in case of existence) under boolean additive convolution power. This formulas is used to identify
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Functional Analysis of Variance for Association Studies
PLoS ONE, 2014 While progress has been made in identifying common genetic variants associated with human diseases, for most of common complex diseases, the identified genetic variants only account for a small proportion of heritability. Challenges remain in finding additional unknown genetic variants predisposing to complex diseases.
Olga A Vsevolozhskaya +4 more
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MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION [PDF]
International Journal of Theoretical and Applied Finance, 2020 This paper introduces a new functional optimization approach to portfolio optimization problems by treating the unknown weight vector as a function of past values instead of treating them as fixed unknown coefficients in the majority of studies. We first show that the optimal solution, in general, is not a constant function.
KA WAI TSANG, ZHAOYI HE
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