標(biāo)題: Titlebook: Bootstrapping and Related Techniques; Proceedings of an In Karl-Heinz J?ckel,Günter Rothe,Wolfgang Sendler Conference proceedings 1992 Spri [打印本頁(yè)] 作者: Amalgam 時(shí)間: 2025-3-21 19:44
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書目名稱Bootstrapping and Related Techniques讀者反饋
書目名稱Bootstrapping and Related Techniques讀者反饋學(xué)科排名
作者: Mhc-Molecule 時(shí)間: 2025-3-21 22:53
https://doi.org/10.1007/978-981-13-0683-9This article discusses the design and bootstrap construction of asymptotically optimal prediction regions. The emphasis is on devising simultaneous one-sided prediction intervals. A good solution to this problem implies constructions for simultaneous two-sided prediction intervals and for multivariate prediction regions.作者: 有花 時(shí)間: 2025-3-22 03:23 作者: Ptsd429 時(shí)間: 2025-3-22 06:09
Mitsuhiro Hayashi,Kaliappa KalirajanWe consider ., i.e. discrete time processes generated by.where ε., - ∞ < t < ∞, are i.i.d. zero-mean real random variables with probability density f. and finite variance .. Then, the transition probabilities P(x,.) of the Markov chain (1) are absolutely continuous with density f. (.- m(x)).作者: Limited 時(shí)間: 2025-3-22 11:52 作者: Misnomer 時(shí)間: 2025-3-22 16:50
The Generalized BootstrapThe bootstrap of Efron is generalized to the Generalized Bootstrap. The Generalized Bootstrap has superior properties for continuous data in the small-sample non-asymptotic case.作者: AXIS 時(shí)間: 2025-3-22 19:44 作者: paleolithic 時(shí)間: 2025-3-22 22:24 作者: 檔案 時(shí)間: 2025-3-23 03:48 作者: 壓倒性勝利 時(shí)間: 2025-3-23 06:02
https://doi.org/10.1007/978-981-13-0683-9.,…, Y.), i = 1,.., n. If Y is the nxp matrix whose ith row is Y.′, it is hypothesized that Y = Xβ + ε, where X is an nxq matrix of known constants, β is a qxp matrix of unknown constants, and ε is an nxp matrix of random variables whose rows ε.′, i = 1,…,n are independent, each with mean 0 and posi作者: 肉體 時(shí)間: 2025-3-23 10:48
https://doi.org/10.1007/978-981-13-0683-9tional intractability. On the other hand, bootstrap and other non-parametric methods have made no impact and are rarely considered. The reasons are immediate but often overlooked. The author was once asked to referee a paper on the spatial organization of monkey troops, in which the positions were r作者: Inscrutable 時(shí)間: 2025-3-23 14:09 作者: 做作 時(shí)間: 2025-3-23 19:04
https://doi.org/10.1007/978-3-319-49472-2ure is called the . The method is to construct first a fine grid of error bars with simultaneous coverage probability. Second the end-points of these error bars are joined via polygon pieces or parabolae using assumptions on the local curvature of the regression curve.作者: 清澈 時(shí)間: 2025-3-23 23:04
https://doi.org/10.1007/978-3-658-13446-4roblems a prominent place is taken by the determination of statistical properties of complex methods for multivariate data analysis. Here we may think of multiparameter models for the exploratory analysis of multivariate data of mixed measurement level, which are usually applied in several steps (cf作者: Forehead-Lift 時(shí)間: 2025-3-24 05:47 作者: Pathogen 時(shí)間: 2025-3-24 07:32 作者: 偏狂癥 時(shí)間: 2025-3-24 13:58 作者: 不來(lái) 時(shí)間: 2025-3-24 15:52
Bootstrap Confidence Bandsure is called the . The method is to construct first a fine grid of error bars with simultaneous coverage probability. Second the end-points of these error bars are joined via polygon pieces or parabolae using assumptions on the local curvature of the regression curve.作者: Charitable 時(shí)間: 2025-3-24 21:23 作者: 不可磨滅 時(shí)間: 2025-3-25 02:51 作者: Forehead-Lift 時(shí)間: 2025-3-25 06:34
https://doi.org/10.1007/978-3-642-48850-4Biometrie; Bootstrap; Bootstrapping; Estimator; Generalized linear model; Jackknife; Monte Carlo Test; Prob作者: Annotate 時(shí)間: 2025-3-25 11:27
978-3-540-55003-7Springer-Verlag Berlin Heidelberg 1992作者: Intellectual 時(shí)間: 2025-3-25 12:51
0075-8442 0. Thepurpose of the book is to in-form about recent research in the area of bootstrap, jack-knife and Monte Carlo Tests. Addressing the novice and theexpert it covers as well theoretical as practical aspects ofthesestatistical techniques. Potential users in differentdisciplines as biometry, epidemi作者: 一回合 時(shí)間: 2025-3-25 17:55 作者: Conscientious 時(shí)間: 2025-3-25 20:21
City System Based on the Rank-Size Rule statistic to be tested for ..: . = ... To test this hypothesis Beran proposes two alternative approaches. The first one which is called the . approximates the exact critical region of the test by the percentiles of its bootstrap distribution, where the unknown distribution of the sample is replaced by its empirical distribution.作者: constitutional 時(shí)間: 2025-3-26 02:46
City System Based on the Rank-Size Rulesed on permutations of the data, may be conveniently used to combine the k test statistics, when they are characterized by an unknown dependence structure. These techniques have recently been interpreted (Hinkley (1989), Pesarin (1989) and Romano (1989)) as conditional bootstrap methods.作者: ear-canal 時(shí)間: 2025-3-26 06:33 作者: recede 時(shí)間: 2025-3-26 09:18
Principles for Generating Non-Uniform Random Numbers-random numbers in the interval [0,1). The constants ., the modulus, ., the multiplicator, ., the increment, and .., the starting number are suitably chosen non-negative integers. Three choices of ., . and . are common on most computers:作者: 分期付款 時(shí)間: 2025-3-26 13:27
Nonparametric Bootstrap Tests: Some Applications statistic to be tested for ..: . = ... To test this hypothesis Beran proposes two alternative approaches. The first one which is called the . approximates the exact critical region of the test by the percentiles of its bootstrap distribution, where the unknown distribution of the sample is replaced by its empirical distribution.作者: 綁架 時(shí)間: 2025-3-26 18:39 作者: atopic-rhinitis 時(shí)間: 2025-3-26 21:30
Bootstrap procedures for AR (∞) — processes. = ..: . ∈ . = {0, ±1, ±2,…}) is assumed to satisfy the following stochastic difference equation.Here . (..: . ∈ .) denotes a white noise, that is a sequence of uncorrelated, zero mean random variables with finite variance ...作者: committed 時(shí)間: 2025-3-27 02:42 作者: 挑剔為人 時(shí)間: 2025-3-27 09:05 作者: 飛行員 時(shí)間: 2025-3-27 12:38 作者: Optometrist 時(shí)間: 2025-3-27 17:22 作者: Inexorable 時(shí)間: 2025-3-27 20:46 作者: BINGE 時(shí)間: 2025-3-27 23:37 作者: 針葉類的樹 時(shí)間: 2025-3-28 02:25 作者: scotoma 時(shí)間: 2025-3-28 09:10 作者: Minatory 時(shí)間: 2025-3-28 12:46 作者: 暫時(shí)過來(lái) 時(shí)間: 2025-3-28 17:54
https://doi.org/10.1007/978-981-13-0683-9tive definite covariance matrix Σ. For exact inference, it is assumed that each ε.′ has a multivariate normal distribution, but the methods described here will be robust to moderate departures from this assumption for moderate to large n. It is also assumed without loss of generality that X is of full rank q.作者: 昏迷狀態(tài) 時(shí)間: 2025-3-28 22:15
Conference proceedings 1992ose of the book is to in-form about recent research in the area of bootstrap, jack-knife and Monte Carlo Tests. Addressing the novice and theexpert it covers as well theoretical as practical aspects ofthesestatistical techniques. Potential users in differentdisciplines as biometry, epidemiology, com作者: 慷慨援助 時(shí)間: 2025-3-28 23:20 作者: Popcorn 時(shí)間: 2025-3-29 07:05
Special methods for pseudorandom number generation numbers generated by a computer which “behave” as a realization of a sequence .., ..... of independent identically distributed random variables having a uniform distribution on the unit interval [0,1]. Many users of simulation do not think about how such numbers are produced by their computers and 作者: colony 時(shí)間: 2025-3-29 07:21
Simulation-Based Multiple Comparisons: Background, Philosophy, and Extensions to the Multivariate Ge.,…, Y.), i = 1,.., n. If Y is the nxp matrix whose ith row is Y.′, it is hypothesized that Y = Xβ + ε, where X is an nxq matrix of known constants, β is a qxp matrix of unknown constants, and ε is an nxp matrix of random variables whose rows ε.′, i = 1,…,n are independent, each with mean 0 and posi作者: Hemoptysis 時(shí)間: 2025-3-29 13:48 作者: 津貼 時(shí)間: 2025-3-29 16:21
Confidence Bands for Probability Distributions on Vapnik-Chervonenkis Classes of Sets in Arbitrary Swn through the work of Bickel and Freedman (1981). It is based on a central limit theorem for the bootstrapped empirical process on ?, which has been subsequently generalized together with parallel results for empirical processes based on observations in ?., d > 1, and in arbitrary sample spaces, wh作者: doxazosin 時(shí)間: 2025-3-29 19:47
Bootstrap Confidence Bandsure is called the . The method is to construct first a fine grid of error bars with simultaneous coverage probability. Second the end-points of these error bars are joined via polygon pieces or parabolae using assumptions on the local curvature of the regression curve.作者: IRS 時(shí)間: 2025-3-30 03:44
Applying the Bootstrap to Generate Confidence Regions in Multiple Correspondence Analysisroblems a prominent place is taken by the determination of statistical properties of complex methods for multivariate data analysis. Here we may think of multiparameter models for the exploratory analysis of multivariate data of mixed measurement level, which are usually applied in several steps (cf作者: Ballerina 時(shí)間: 2025-3-30 04:34
Nonparametric Bootstrap Tests: Some Applicationsation. Let {.., ..,…, ..} be an i.i.d. sample of . random variables with distribution function . and the parameter . which is a real-valued functional statistic to be tested for ..: . = ... To test this hypothesis Beran proposes two alternative approaches. The first one which is called the . approxi作者: mortgage 時(shí)間: 2025-3-30 10:24
A Class of Combinations of Dependent Tests by a Resampling Procedurel means and variances, or more generally for different effects jointly relevant for the analysis. In this paper, we show how resampling techniques, based on permutations of the data, may be conveniently used to combine the k test statistics, when they are characterized by an unknown dependence struc作者: 磨坊 時(shí)間: 2025-3-30 15:24
Bootstrap procedures for AR (∞) — processesis assumed that these processes are of autoregressive or more generally of autoregressive moving average type, i.e. the underlying stationary process . = ..: . ∈ . = {0, ±1, ±2,…}) is assumed to satisfy the following stochastic difference equation.Here . (..: . ∈ .) denotes a white noise, that is a 作者: 縮短 時(shí)間: 2025-3-30 18:55
Applying the Bootstrap to Generate Confidence Regions in Multiple Correspondence Analysise a complex method, i.e. multiple correspondence analysis, and try to find out what the bootstrap could contribute to data analysis. This is done mainly by Monte Carlo methods. After a short explanation of the multivariate method and the general methodology, results are reported of two Monte Carlo s
