Suchergebnisse - "Estimation in multivariate analysis"

On Uniqueness of Power Sum Decomposition: On uniqueness of power sum decomposition

Autoren: Taveira Blomenhofer, Alexander

Quelle: SIAM Journal on Applied Algebra and Geometry. 9:211-234

Schlagwörter: Computational real algebraic geometry, SDP, Waring decomposition, Estimation in multivariate analysis, Analysis of algorithms and problem complexity, Multilinear algebra, tensor calculus, subspace learning, Gaussian mixtures

Dateibeschreibung: application/xml

A Bayesian Approach for Learning Bayesian Network Structures: A Bayesian approach for learning Bayesian network structures

Autoren: Zareifard, Hamid Tabar, Vahid Rezaei Javidian, Mohammad Ali et al.

Weitere Verfasser: Zareifard, Hamid Tabar, Vahid Rezaei Javidian, Mohammad Ali et al.

Quelle: Lobachevskii Journal of Mathematics. 45:4434-4447

Schlagwörter: Bayesian network, directed acyclic graphs, structure learning, Estimation in multivariate analysis, Bayesian inference, Gibbs sampler, Learning and adaptive systems in artificial intelligence, Bayesian estimation, Monte Carlo, Probabilistic graphical models

Dateibeschreibung: application/xml

Robust and efficient sparse learning over networks: a decentralized surrogate composite quantile regression approach

Autoren: Qiao, Nan Chen, Canyi Zhu, Zhengtian

Quelle: Statistics and Computing. 35

Schlagwörter: Ridge regression, shrinkage estimators (Lasso), Estimation in multivariate analysis, decentralized estimation, composite quantile regression, heavy-tailed noise, Nonparametric regression and quantile regression, heterogeneity, Computational methods for problems pertaining to statistics, support recovery

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7983932
https://doi.org/10.1007/s11222-024-10547-w

Estimation for spatial semi-functional partial linear regression model with missing response at random

Autoren: Benchikh Tawfik Almanjahie Ibrahim M. Fetitah Omar et al.

Quelle: Demonstratio Mathematica, Vol 58, Iss 1, Pp 1-17 (2025)

Schlagwörter: missing at random data, Nonparametric robustness, Estimation in multivariate analysis, asymptotic normality, kernel regression method, Density estimation, Asymptotic properties of nonparametric inference, 62g07, spatial data, QA1-939, 62h12, 62g35, Mathematics, 62g20, functional data analysis

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/8032762
https://doi.org/10.1515/dema-2025-0108
https://doaj.org/article/264941c539ee472181aa7231e045fdee

Activity Detection for Massive Connectivity in Cell-Free Networks With Unknown Large-Scale Fading, Channel Statistics, Noise Variance, and Activity Probability: A Bayesian Approach: Activity detection for massive connectivity in cell-free networks with unknown large-scale fading, channel statistics, noise variance, and activity probability: a Bayesian approach

Autoren: Hao Zhang Qingfeng Lin Yang Li et al.

Quelle: IEEE Transactions on Signal Processing. 72:942-957

Schlagwörter: Signal theory (characterization, reconstruction, filtering, etc.), Computer Science - Machine Learning, Estimation in multivariate analysis, Bayesian inference, Electrical Engineering and Systems Science - Signal Processing, 68T01

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/abs/2401.16775

Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches: Modeling extreme events: univariate and multivariate data-driven approaches

Autoren: Buriticá, Gloria Hentschel, Manuel Pasche, Olivier C. et al.

Quelle: Extremes. 28(1):75-99

Schlagwörter: FOS: Computer and information sciences, Secondary—62H12, extreme value theory, EVA (2023) Conference Data Challenge, Primary—62G32, Statistics of extreme values, tail inference, Estimation in multivariate analysis, Extreme value theory, extremal dependence, Statistics - Applications, 01 natural sciences, Methodology (stat.ME), 62P12, stat.ME, EVA (2023) conference data challenge, Extreme quantile regression, Applications (stat.AP), extreme quantile regression, 0101 mathematics, Applications of statistics to environmental and related topics, stat.AP, Extremal dependence, Statistics - Methodology

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/abs/2401.14910
https://zbmath.org/8036963
https://doi.org/10.1007/s10687-024-00499-9

Asymptotic Analysis of Regression Quantile Estimators for Real-Valued Chirp Signal Model: Asymptotic analysis of regression quantile estimators for real-valued chirp signal model

Autoren: Banerjee, Shubha Sankar Mitra, Amit Mondal, Rachita

Quelle: Circuits, Systems, and Signal Processing. 43:1053-1100

Schlagwörter: Signal theory (characterization, reconstruction, filtering, etc.), chirp signal model, heavy tailed noise, Estimation in multivariate analysis, regression quantile estimator, least squares estimator, Central limit and other weak theorems, Applications of statistics in engineering and industry, control charts, robust estimation, strong consistency, Asymptotic properties of parametric estimators, asymptotic normal distribution

Dateibeschreibung: application/xml

Fundamental Frequency and its Harmonics Model: A Robust Method of Estimation: Fundamental frequency and its harmonics model: a robust method of estimation

Autoren: Debasis Kundu

Quelle: Circuits, Systems, and Signal Processing. 43:1007-1029

Schlagwörter: consistency, Estimation in multivariate analysis, robust estimators, asymptotic normality, Point estimation, least squares estimators, sinusoidal model, weighted least squares estimators, Parametric hypothesis testing

Dateibeschreibung: application/xml

Objective Bayesian Meta-Analysis Based on Generalized Marginal Multivariate Random Effects Model: Objective Bayesian meta-analysis based on generalized marginal multivariate random effects model

Autoren: Bodnar, Olha Bodnar, Taras

Quelle: Bayesian Analysis. 19

Schlagwörter: 03 medical and health sciences, 0302 clinical medicine, propriety, Estimation in multivariate analysis, Statistics, Bayesian inference, multivariate meta-analysis, elliptically contoured distribution, 0101 mathematics, Multivariate distribution of statistics, 01 natural sciences, multivariate random effects model, noninformative prior

Dateibeschreibung: application/xml

Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling: Ensemble approximate control variate estimators: applications to multifidelity importance sampling

Autoren: Pham, Trung Gorodetsky, Alex A.

Quelle: SIAM/ASA Journal on Uncertainty Quantification. 10:1250-1292

Schlagwörter: importance sampling, uncertainty quantification, Estimation in multivariate analysis, approximate control variates, 0101 mathematics, Computational methods for problems pertaining to statistics, rare-event simulation, 01 natural sciences, multifidelity

Dateibeschreibung: application/xml

Temporal-Like Bivariate Fay-Herriot Model: Leveraging Past Responses and Advanced Preprocessing for Enhanced Small Area Estimation of Growing Stock Volume: Temporal-like bivariate Fay-Herriot model: leveraging past responses and advanced preprocessing for enhanced small area estimation of growing stock volume

Autoren: Georgakis, Aristeidis Papageorgiou, Vasileios E. Gatziolis, Demetrios et al.

Quelle: Operations Research Forum. 5

Schlagwörter: Estimation in multivariate analysis, multivariate area-level model, outliers, Inventory, storage, reservoirs, 04 agricultural and veterinary sciences, 15. Life on land, 01 natural sciences, remote sensing data, Sampling theory, sample surveys, EBLUP, 0401 agriculture, forestry, and fisheries, 0101 mathematics, repeated forest inventories, clustering

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7806988
https://doi.org/10.1007/s43069-023-00288-3

Virtual Historical Simulation for estimating the conditional VaR of large portfolios: Virtual historical simulation for estimating the conditional VaR of large portfolios

Autoren: Christian Francq Jean-Michel Zakoian

Quelle: Journal of Econometrics. 217:356-380

Schlagwörter: Applications of statistics to actuarial sciences and financial mathematics, Estimation in multivariate analysis, Econometrics (econ.EM), Mathematics - Statistics Theory, estimation risk, Statistics Theory (math.ST), 01 natural sciences, FOS: Economics and business, accuracy of VaR estimation, dynamic portfolio, Time series, auto-correlation, regression, etc. in statistics (GARCH), filtered historical simulation, FOS: Mathematics, 0101 mathematics, Asymptotic properties of parametric estimators, Statistical methods, risk measures, virtual returns, Economics - Econometrics

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/pdf/1909.04661
http://arxiv.org/abs/1909.04661
https://mpra.ub.uni-muenchen.de/95965/
https://www.sciencedirect.com/science/article/abs/pii/S0304407619302544
https://ideas.repec.org/a/eee/econom/v217y2020i2p356-380.html
https://pubag.nal.usda.gov/catalog/6790656

Bayesian analysis of multivariate ordered probit model with individual heterogeneity

Autoren: Lei Shi

Quelle: AStA Advances in Statistical Analysis. 104:649-665

Schlagwörter: Generalized linear models (logistic models), Estimation in multivariate analysis, world values survey, Bayesian analysis, Markov chain Monte Carlo (MCMC), Order statistics, empirical distribution functions, Monte Carlo methods, individual heterogeneity, 0101 mathematics, Applications of statistics to economics, multivariate ordered probit model, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://ideas.repec.org/a/spr/alstar/v104y2020i4d10.1007_s10182-020-00369-2.html
https://link.springer.com/article/10.1007/s10182-020-00369-2

Low-rank nonnegative matrix factorization on Stiefel manifold

Autoren: Ping He Xiaohua Xu Jie Ding et al.

Quelle: Information Sciences. 514:131-148

Schlagwörter: Stiefel manifold, orthogonal constraints, Estimation in multivariate analysis, 0202 electrical engineering, electronic engineering, information engineering, nonnegative matrix factorization, 02 engineering and technology, Statistics on manifolds, low rank, Factorization of matrices, graph smoothness

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7329972
https://doi.org/10.1016/j.ins.2019.12.004
https://www.sciencedirect.com/science/article/pii/S0020025519311120
https://doi.org/10.1016/j.ins.2019.12.004
https://dblp.uni-trier.de/db/journals/isci/isci514.html#HeXDF20

An Incremental Kernel Density Estimator for Data Stream Computation: An incremental kernel density estimator for data stream computation

Autoren: Yulin He Jie Jiang Dexin Dai et al.

Quelle: Complexity, Vol 2020 (2020)

Schlagwörter: Density estimation, Electronic computers. Computer science, Estimation in multivariate analysis, QA75.5-76.95, 0101 mathematics, Nonparametric estimation, 01 natural sciences

Dateibeschreibung: application/xml; text/xhtml

Zugangs-URL: https://zbmath.org/7326682
https://doi.org/10.1155/2020/1803525
https://doaj.org/article/e91d304b805d4cb2b116f14a2040d831
https://ideas.repec.org/a/hin/complx/1803525.html
https://dblp.uni-trier.de/db/journals/complexity/complexity2020.html#HeJDF20
https://dlnext.acm.org/doi/10.1155/2020/1803525
https://www.hindawi.com/journals/complexity/2020/1803525/
https://downloads.hindawi.com/journals/complexity/2020/1803525.pdf
https://dl.acm.org/doi/abs/10.1155/2020/1803525

Jackknife empirical likelihood confidence intervals for the categorical Gini correlation

Autoren: Hewage, Sameera Sang, Yongli

Quelle: Journal of Statistical Planning and Inference. 231:106123

Schlagwörter: Methodology (stat.ME), FOS: Computer and information sciences, jackknife empirical likelihood, Nonparametric tolerance and confidence regions, Measures of association (correlation, canonical correlation, etc.), Estimation in multivariate analysis, 0502 economics and business, 05 social sciences, Wilk's theorem, 0101 mathematics, categorical Gini correlation, 01 natural sciences, Statistics - Methodology

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/abs/2310.09646
https://zbmath.org/7851449
https://doi.org/10.1016/j.jspi.2023.106123

The Stein effect for Fréchet means

Autoren: McCormack, Andrew Hoff, Peter

Quelle: The Annals of Statistics. 50

Schlagwörter: Ridge regression, shrinkage estimators (Lasso), Estimation in multivariate analysis, Mathematics - Statistics Theory, Statistics Theory (math.ST), 02 engineering and technology, 01 natural sciences, Statistics on metric spaces, shrinkage, FOS: Mathematics, 0202 electrical engineering, electronic engineering, information engineering, admissibility, nonparametric, Hadamard space, 0101 mathematics, Admissibility in statistical decision theory, empirical Bayes

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/abs/2009.09101

Copula modeling from Abe Sklar to the present day

Autoren: Genest, Christian Okhrin, Ostap Bodnar, Taras

Quelle: Journal of Multivariate Analysis. 201:105278

Schlagwörter: Measures of association (correlation, canonical correlation, etc.), dependence modeling, Estimation in multivariate analysis, Statistics of extreme values, tail inference, copula models, Multivariate distribution of statistics, Hypothesis testing in multivariate analysis, Characterization and structure theory for multivariate probability distributions, copulas

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7823275
https://doi.org/10.1016/j.jmva.2023.105278

Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions

Autoren: Mike West

Quelle: Annals of the Institute of Statistical Mathematics. 72:1-31

Schlagwörter: Applications of statistics to actuarial sciences and financial mathematics, Signal Processing (eess.SP), FOS: Computer and information sciences, decouple/recouple, simultaneous graphical dynamic models, Estimation in multivariate analysis, Bayesian inference, Dynamical Systems (math.DS), time series monitoring, Statistics - Applications, Statistics - Computation, 01 natural sciences, Inference from stochastic processes and prediction, Bayesian forecasting, Methodology (stat.ME), network flows, 0502 economics and business, multi-scale models, FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, Applications (stat.AP), integer count time series, Electrical Engineering and Systems Science - Signal Processing, Mathematics - Dynamical Systems, 0101 mathematics, Statistics - Methodology, Computation (stat.CO), Probabilistic graphical models, Akaike Memorial Lecture, 05 social sciences, decision-guided model assessment, dynamic dependency networks, Time series, auto-correlation, regression, etc. in statistics (GARCH), Bayesian model emulation

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/pdf/1911.09656
http://arxiv.org/abs/1911.09656
https://ui.adsabs.harvard.edu/abs/2019arXiv191109656W/abstract
https://link.springer.com/article/10.1007/s10463-019-00741-3
https://ideas.repec.org/a/spr/aistmt/v72y2020i1d10.1007_s10463-019-00741-3.html
https://arxiv.org/abs/1911.09656
https://arxiv.org/pdf/1911.09656
http://export.arxiv.org/pdf/1911.09656

A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data

Autoren: Khare, Kshitij Oh, Sang-Yun Rahman, Syed et al.

Quelle: Machine Learning, vol 108, iss 12

Schlagwörter: covariance estimation, Covariance estimation, Artificial Intelligence and Image Processing, Estimation in multivariate analysis, sparse Cholesky, Analysis of variance and covariance (ANOVA), Learning and adaptive systems in artificial intelligence, 01 natural sciences, High-dimensional data, Mental Health, high-dimensional data, Sparse Cholesky, Order statistics, empirical distribution functions, Cognitive Sciences, Artificial Intelligence & Image Processing, Penalized likelihood, 0101 mathematics, penalized likelihood, Information Systems

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://link.springer.com/content/pdf/10.1007/s10994-019-05810-5.pdf
https://link.springer.com/article/10.1007/s10994-019-05810-5
https://escholarship.org/uc/item/9nk7p1c6
http://doi.org/10.1007/s10994-019-05810-5
https://dblp.uni-trier.de/db/journals/ml/ml108.html#KhareORR19
https://link.springer.com/content/pdf/10.1007/s10994-019-05810-5.pdf
https://doi.org/10.1007/s10994-019-05810-5
https://escholarship.org/uc/item/9nk7p1c6