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An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
Density estimation Kullback–Leibler divergence
2011/7/6
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model.
Exact distribution theory for belief net responses
Bayesian network BDeprior belief network beta distribution query response
2009/9/22
Bayesian belief networks provide estimates of conditional probabilities,
called query responses. The precision of these estimates is assessed using posterior
distributions. This paper discusses two ...