搜索结果: 1-15 共查到“数理统计学 Asymptotic”相关记录19条 . 查询时间(0.018 秒)
AN ASYMPTOTIC ERROR BOUND FOR TESTING MULTIPLE QUANTUM HYPOTHESES
ASYMPTOTIC ERROR BOUND TESTING MULTIPLE QUANTUM HYPOTHESES
2015/8/25
We consider the problem of detecting the true quantum state among r possible ones, based of measurements performed on n copies of a finitedimensional quantum system. A special case is the problem of d...
Asymptotic Equivalence of Spectral Density Estimation and Gaussian White Noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence Whittle likelihood log-periodogram regression nonparametric Gaussian scale model signal in Gaussian white noise
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam’s...
ASYMPTOTIC EQUIVALENCE OF SPECTRAL DENSITY ESTIMATION AND GAUSSIAN WHITE NOISE
ASYMPTOTIC EQUIVALENCE SPECTRAL DENSITY ESTIMATION GAUSSIAN WHITE NOISE
2015/8/25
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f . Asymptotic equivalence, in the sense of Le Cam’...
ASYMPTOTIC EQUIVALENCE FOR NONPARAMETRIC REGRESSION
ASYMPTOTIC EQUIVALENCE NONPARAMETRIC REGRESSION
2015/8/25
We consider a nonparametric model En, generated by independent observations Xi, i = 1, ..., n, with densities p(x, θi), i = 1, ..., n, the parameters of which θi = f(i/n) ∈ Θ are driven by the values ...
ASYMPTOTIC EQUIVALENCE OF ESTIMATING A POISSON INTENSITY AND A POSITIVE DIFFUSION DRIFT
ASYMPTOTIC EQUIVALENCE ESTIMATING A POISSON INTENSITY POSITIVE DIFFUSION DRIFT
2015/8/25
We consider a diffusion model of small variance type with positive drift density varying in a nonparametric set. We investigate Gaussian and Poisson approximations to this model in the sense of asympt...
Asymptotic Error Rates in Quantum Hypothesis Testing
Asymptotic Error Rates Quantum Hypothesis Testing
2015/8/25
We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic expone...
The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation
Density estimation exact constant optimal recovery uniform norm risk white noise
2015/8/25
We develop the exact constant of the risk asymptotics in the uniform norm for density estimation. This constant has first been found for nonparametric regression and for signal estimation in Gaussian ...
Asymptotic equivalence for nonparametric generalized linear models
Nonparametric regression Statistical experiment De® - ciency distance Global white noise approximation Exponential family Variance stabilizing transformation
2015/8/25
We establish that a non-Gaussian nonparametric regression model is asymptotically equivalent to a regression model with Gaussian noise. The approximation is in the sense of Le Cam's de®- ciency d...
ASYMPTOTIC EQUIVALENCE OF DENSITY ESTIMATION AND GAUSSIAN WHITE NOISE
ASYMPTOTIC EQUIVALENCE DENSITY ESTIMATION GAUSSIAN WHITE NOISE
2015/8/25
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Asymptotic Equivalence of Density Estimation and Gaussian White Noise
Asymptotic Equivalence Density Estimation Gaussian White Noise
2015/8/25
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Asymptotic Minimaxity of False Discovery Rate Thresholding for Sparse Exponential Data
Minimax Decision theory Minimax Bayes estimation
2015/8/21
Control of the False Discovery Rate (FDR) is a recent innovation in multiple hypothesis
testing, allowing the user to limit the fraction of rejected null hypotheses which correspond to
false rejecti...
Minimax Bayes, asymptotic minimax and sparse wavelet priors
Minimax Decision theory Minimax Bayes estimation
2015/8/20
Pinsker(1980) gave a precise asymptotic evaluation of the minimax mean squared
error of estimation of a signal in Gaussian noise when the signal is known a priori
to lie in a compact ellipsoid in Hi...
ASYMPTOTIC MINIMAXITY OF WAVELET ESTIMATORS WITH SAMPLED DATA
Besov spaces bounded operators between Besov spaces
2015/8/20
Donoho and Johnstone (1998) studied a setting where data were obtained
in the continuum white noise model and showed that scalar nonlinearities applied
to wavelet coefficients gave estimators w...
A universal approximate cross-validation criterion and its asymptotic distribution
AIC cross entropy crossvalidation estimator choice Kullback-Leibler risk model selection ordered categorical observations psychometric tests
2012/6/29
A general framework is that the estimators of a distribution are obtained by minimizing a function (the estimating function) and they are assessed through another function (the assessment function). T...
The Sharp Lower Bound of Asymptotic Efficiency of Estimators in the Zone of Moderate Deviation Probabilities
The Sharp Lower Bound Asymptotic Efficiency of Estimators the Zone of Moderate Deviation Probabilities Statistics Theory
2012/6/27
For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidimensional. The lower...