搜索结果: 1-15 共查到“理论统计学 Dependence”相关记录25条 . 查询时间(0.118 秒)
Tests atternative to higher criticism for high dimensional means under sparsity and column-wise dependence
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/20
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
Estimation of False Discovery Proportion with Unknown Dependence
Approximate factor model large-scale multiple testing dependent test statistics un-known covariance matrix false discovery proportion
2013/6/14
Large-scale multiple testing with highly correlated test statistics arises frequently in many scienti?c research. Incorporating correlation information in estimating false discovery proportion has att...
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
bootstrap copula epigraph hypograph stable tail dependence function minimum distance estimation weak convergence
2013/6/14
For copulas whose partial derivatives are not continuous everywhere on the interior of the unit cube, the empirical copula process does not converge weakly with respect to the supremum distance. This ...
Multichannel Deconvolution with Long-Range Dependence: A Minimax Study
adaptivity Besov spaces block thresholding deconvolu-tion Fourier analysis functional data long-range dependence,Meyer wavelets mini-max estimators multichannel deconvolution partial differential equations stationary sequences wavelet analysis
2013/6/13
We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our consideration to a specific t...
Measures of serial extremal dependence and their estimation
Measures serial extremal dependence their estimation
2013/4/28
The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We discuss recent conc...
Weighted estimation of the dependence function for an extreme-value distribution
bivariate extreme dependence function jackknife empirical likelihood method
2013/4/28
Bivariate extreme-value distributions have been used in modeling extremes in environmental sciences and risk management. An important issue is estimating the dependence function, such as the Pickands ...
Optimality of the Westfall-Young permutation procedure for multiple testing under dependence
Optimality Westfall-Young permutation procedure
2011/7/5
Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss...
Large-sample tests of extreme-value dependence for multivariate copulas
max-stability multiplier central limit theorem pseudo-observations ranks
2011/6/17
Starting from the characterization of extreme-value copulas based on maxstability,
large-sample tests of extreme-value dependence for multivariate copulas
are studied. The two key ingredients of the...
New estimators of the Pickands dependence function and a test for extreme-value dependence
Pickands dependence function a test for extreme-value dependence
2011/3/18
We propose a new class of estimators for Pickands dependence function which is based on the concept of minimum distance estimation. An explicit integral representation of the function A^*(t), which mi...
Analysis of dependence among size, rate and duration in internet flows
Correlation analysis extremal dependence analysis
2010/10/19
In this paper we examine rigorously the evidence for dependence among data size, transfer rate and duration in Internet flows. We emphasize two statistical approaches for studying dependence, includi...
Asymptotic optimal designs under long-range dependence error structure
asymptotic optimal designs linear regression long-range dependence
2010/3/9
We discuss the optimal design problem in regression models with long-range dependence error
structure. Asymptotic optimal designs are derived and it is demonstrated that these designs
depend only in...
Edgeworth expansions for studentized statistics under weak dependence
Cramer’s condition linear process M-estimators smooth func-tion model spectral density estimator strong mixing
2010/3/9
In this paper, we derive valid Edgeworth expansions for studen-
tized versions of a large class of statistics when the data are generated
by a strongly mixing process. Under dependence, the asymptot...
Weak convergence of an empirical monotonic dependence function under dependence
Weak convergence an empirical monotonic dependence function under dependence
2009/9/24
Weak convergence of an empirical monotonic dependence function under dependence。
Robust tests against dependence。
Dependence structure of stable R-GARCH processes
Dependence structure stable R-GARCH processes
2009/9/21
In this pper we invastipte properties of R-GARCH
procmses with ppositivr: steictcrly stab innovations. We derive the uzxconditiond
distributions and analyze the dependcect: structure;. This
at3alys...