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Consider a random walk S = (Sn:n≥0) that is “perturbed” by a stationary sequence (ξn:n≥0) to produce the process (Sn+ξn:n≥0). This paper is concerned with computing the distribution of the all-time ma...
We exhibit a direct correspondence between the potential defining the H1,1 small quantum module structure on the cohomology of a Calabi-Yau manifold and the asymptotic data of the A-model variation of...
This paper presents a novel algorithm, based upon the dependent Dirichlet process mixture model (DDPMM), for clustering batch-sequential data containing an unknown number of evolving clusters. The alg...
In this paper, we shall be concerned with geometric functionals and excursion probabilities for some nonlinear transforms evaluated on Fourier components of spherical random fields. In particular, we ...
Quantile regression predicts the $\tau$-quantile of the conditional distribution of a response variable given the explanatory variable for $\tau\in(0,1)$. The aim of this paper is to establish the asy...
The Dantzig selector (Candes and Tao, 2007) is a popular l1-regularization method for variable selection and estimation in linear regression. We present a very weak geometric condition on the observed...
This paper discusses asymptotic theory for penalized spline estimators in generalized additive models. The purpose of this paper is to establish the asymptotic bias and variance as well as the asympto...
In the asymptotic theory of quantum hypothesis testing, the error probability of the first kind jumps sharply from zero to one when the error exponent of the second kind passes by the point of the rel...
In this article we focus on estimating the quadratic covariation of continuous semimartingales from discrete observations that take place at asynchronous observation times. The Hayashi-Yoshida estimat...
We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HD...
In this paper we derive some new and practical results on testing and interval estimation problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory for block-wise in...
We consider the problem of estimating the tail of the distribution of the supremum of scaled Brownian motion ~ ( j ( t )p)ro - cesses with hear drift. I Using the local time technique we obtain asy...
This paper collects facts about the number of occupied boxes in the classical balls-in-boxes occupancy scheme with infinitely many positive frequencies: equivalently, about the number of species repre...
The product of subsequent partial sums of independent, identically distributed, square integrable, positive random variables is asymptotically lognormal. The result extends in a rather routine way to ...
This paper presents two results on sample paths for the Yule process: one fluid limit theorem and one sample path large deviation result. The main interest is to understand the way large deviation occ...

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