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One of the major developments in recent years in the search for missing heritability of human phenotypes is the adoption of linear mixed-effects models (LMMs) to estimate heritability due to genetic v...
The study of environmental problems usually requires the description of variables with di er-ent nature and the assessment of relations between them. In this work, an algorithm for exible estimation o...
The thresholding covariance estimator has nice asymptotic properties for estimating sparse large covariance matrices, but it often has negative eigenvalues when used in real data analysis. To simultan...
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameterσ2 in the model Zi,n =σn−βXi+Yi, i = 1, . . ...
We consider penalized estimation in hidden Markov models (HMMs) with multi-variate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practic...
This paper investigates the property of the penalized estimating equations when both the mean and association structures are modelled. To select variables for the mean and association structures seque...
In this article, we discuss the composite likelihood estimation of sparse Gaussian graph-ical models. When there are symmetry constraints on the concentration matrix or partial correlation matrix, the...
The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional param...
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σbeing banded with possible diverging bandwidth. The test is adaptive to th...
In this thesis we study adaptive nonparametric regression with noise misspecifi-cation and the complexity of approximation of random fields in dependence of the dimension. First, we consider the prob...
We study estimation of the operator in the linear modelY = (X) +", when XandY take values in Hilbert spacesH1 andH2, respectively. Our main objective is to obtain consistency without imposing some rat...
The present paper is about estimation and prediction in high-dimensional additive models under a sparsity assumption (pnparadigm).A PAC-Bayesian strategy is investigated, delivering oracle inequaliti...
Numerous dimensionality reduction problems in data analysis involve the recovery of low-dimensional models or the learning of manifolds underlying sets of data. Many manifold learning methods require ...
In this paper, we propose new sequential estimation methodsbased on inclusion principle. The main idea is to reformulate the estimation problems as constructing sequential random intervals and use con...
Signal estimation from incomplete observations improves as more signal structure can be exploited in the inference process. Classic algorithms (e.g., Kalman filtering) have exploited strong dynamic st...

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