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This paper investigates the two-step estimation of a high dimensional additive regression model, in which the number of nonparametric additive components is potentially larger than the sample size but...
The generation of multi-step density forecasts for non-Gaussian data mostly relies on Monte-Carlo simulations which are computa- tionally intensive. Using aggregated wind power in Ireland, we study ...
Independent component analysis (ICA) aims at decomposing an observed random vector into statistically independent variables. Deflation-based implementations, such as the popular one-unit FastICA algo...
We derive exact formulas for the false discovery rate (FDR) and the Power of any step-up and step-down procedures and for the s- th moment of the false discovery proportion (FDP) of any step-up pro...
First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion...
The Strong Law of Large Numbers due to Marcinkiewicz and Zygmund is carried over to simply connected step 2-nilpotent Lie groups. Moreover, for such groups, we prove analogues of the classical theo...
Enterprise2.0 is the use of emergent social software tools to improve knowledge sharing and collaboration within and between firms, their customers and partners. This paper proposes that Enterprise2.0...
In interviewing in the hiring of personnel has recently been reassessed. Formerly, interview techniques were criticised as being unreliable and invalid. Now, meta analysis indicates that a structured ...
In this work we study an adaptive step-down procedure for testing m hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called ...
After having all but forgotten free banking for decades, in the last 25 years economists have rediscovered its history, updated its theory, and explored its relevance to the spread of electronic mon...
Fan and Li propose a family of variable selection methods via penalized likelihood using concave penalty functions. The nonconcave penalized likelihood estimators enjoy the oracle properties, but ma...
Hui Zou and Runze Li ought to be congratulated for their nice and interesting work which presents a variety of ideas and insights in statistical methodology, computing and asymptotics. We agree wit...
An insider’s minor comments. Section 2.3 seems to be the reason that I am a discussant. There, it was first stated that the proposed LLA algorithm is an instance of the MM algorithm, as termed by La...
We would like to take this opportunity to thank the discussants for their thoughtful comments and encouragements on our work. The discussants raised a number of issues from theoretical as well as co...

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