搜索结果: 1-15 共查到“数学 dependence”相关记录27条 . 查询时间(0.046 秒)
Tests atternative to higher criticism for high dimensional means under sparsity and column-wise dependence
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/25
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
This paper discusses the correlation structure between London Interbank Offered Rates (LIBOR) by using copula function. We start from one simplified model of Brace, Gatarek & Musiela (1997) and find o...
Weighted Estimation of the Dependence Function for an Extreme-Value Distribution
Bivariate extreme dependence function jackknife empirical likeli- hood method
2016/1/19
Bivariate extreme-value distributions have been employed in modeling extremes in environmental sciences and risk management. An important issue is to estimate the dependence function such as Pickands ...
On uniform continuous dependence of solution of Cauchy problem on a parameter
uniform continuity equicontinuity Classical Analysis and ODEs
2012/5/9
Suppose that an $n$-dimensional Cauchy problem \frac{dx}{dt}=f(t,x,\mu) (t \in I, \mu \in M), x(t_0)=x^0 satisfies the conditions that guarantee existence, uniqueness and continuous dependence of solu...
Dependence of Kolmogorov widths on the ambient space
Dependence of Kolmogorov widths ambient space Functional Analysis
2012/5/9
We study the dependence of the Kolmogorov widths of a compact set on the ambient Banach space.
Impact of the Great East Japan Earthquake on Hotel Industry in Pacific Tohoku Prefectures: From spatio-temporal dependence of hotel availability
Impact of the Great East Japan Earthquake Hotel Industry Pacific Tohoku Prefectures spatio-temporal dependence of hotel availability Statistics and Probability
2012/4/19
This paper investigates the impact of the Great Japan Earthquake (and subsequent tsunami turmoil) on socio-economic activities by using data on hotel opportunities collected from an electronic hotel b...
Shuffles of copulas and a new measure of dependence
copulas shuffles of Min measure-preserving, Sobolev norm
2012/4/18
Using a characterization of Mutual Complete Dependence copulas, we show that, with respect to the Sobolev norm, the MCD copulas can be approximated arbitrarily closed by shuffles of Min. This result i...
Continuous dependence for $H^{2}$ critical nonlinear Schr鰀inger equations in high dimensions
Nonlinear Schrodinger equation Continuous dependence Cauchy problem Strichartz抯 estimates
2012/4/17
The global existence of solutions in $H^{2}$ is well known for $H^{2}$ critical nonlinear Schr\"{o}dinger equations with small initial data in high dimensions $d\geq8$. However, even though the soluti...
Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
nonparametric regression long-range dependence kink minimax
2011/9/22
Abstract: In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar mini...
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Extremogram extremal dependence stationary bootstrap financial time series
2011/10/9
Abstract: Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard...
Historical superprocess limits for population models with past dependence and competition
Historical superprocess interacting particle system limit theorem
2011/9/1
Abstract: We consider a population structured in trait. When a birth occurs, the trait of the parent is hereditarily transmitted to the offspring unless a mutation occurs. We associate with each indiv...
Some Aspects of Modeling Dependence in Copula-based Markov chains
Markov chains copula mixing conditions reversible processes
2011/8/31
Abstract: Dependence coefficients have been widely studied for Markov processes defined by a set of transition probabilities and an initial distribution. This work clarifies some aspects of the theory...
Reynolds number dependence of kinetic helicity decay in linearly forced turbulence
Reynolds number dependence linearly forced turbulence
2010/12/28
The decay of kinetic helicity is studied in numerical models of forced turbulence using either an externally imposed forcing function as an inhomogeneous term in the equations or, lternatively, a term...
The dependence on the initial states and the transitivity of the regular autonomous asynchronous systems
asynchronous system dependence on the initial states transitivity
2011/3/4
The asynchronous systems are non-deterministic real time, binary valued models of the asynchronous circuits from electronics.
Control of the False Discovery Rate Under Arbitrary Covariance Dependence
Rate Covariance Dependence
2011/1/4
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are...