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We study the variability of predictions made by bagged learners and random forests, and show how to estimate standard errors for these methods. Our work builds on variance estimates for bagging propos...
Adaptive confidence intervals for regression functions are constructed under shape constraints of monotonicity and convexity. A natural benchmark is established for the minimum expected length of conf...
In the next decade, a number of experiments will attempt to determine the neutrino mass hierarchy. Feasibility studies for such experiments generally determine the expected value of Delta chi^2. As th...
Consider a linear regression model with n-dimensional response vector, p-dimensional regression parameter beta and independent normally distributed errors. Suppose that the parameter of interest is th...
For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the H\'ajek formula. The interest of this asymptotic varia...
The problem of constructing confidence sets in the high dimensional linear model with $n$ response variables and $p$ parameters, possibly $p \ge n$, is considered. Necessary and sufficient conditions ...
In Adaptive Markov Chain Monte Carlo (AMCMC) simulation, classical estimators of asymptotic variances are inconsistent in general. In this work we establish that despite this inconsistency, confidence...
Latent variable models are frequently used to identify structure in dichotomous network data, in part because they give rise to a Bernoulli product likelihood that is both well un- derstood and cons...
We propose an instrumental variables method for estimation in linear models with endogenous regressors in the high-dimensional setting where the sample size n can be smaller than the number of possi...
Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in ...
Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge 1$. Consider a 'needlet frame' $\{\phi_{j \eta}...
The problem of filtering of finite--alphabet stationary ergodic time series is considered. A method for constructing a confidence set for the (unknown) signal is proposed, such that the resulting set ...
For any class of one-sided 1− confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the differ...
we construct adaptive confidence bands that are honest for all densities in a “generic” subset of the union of t-H¨older balls, 0 < t  r, where r is a fixed but arbitrary integer. The exceptional (...
Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression par...

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