发布求助
文献互助 智能选刊 最新文献

Theory of Probability and Mathematical Statistics最新文献

筛选
英文 中文
Robustness of sequential hypotheses testing for heterogeneous independent observations 异质独立观测序列假设检验的稳健性
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI: 10.1090/tpms/1104
A. Kharin, T. Tu
{"title":"Robustness of sequential hypotheses testing for heterogeneous independent observations","authors":"A. Kharin, T. Tu","doi":"10.1090/tpms/1104","DOIUrl":"https://doi.org/10.1090/tpms/1104","url":null,"abstract":"The problem of robustness for truncated sequential tests of two simple hypotheses is considered for the model of heterogeneous independent observations under distortions. An approach for performance characteristics calculation is proposed. Asymptotic analysis of robustness is performed. A family of robustified sequential tests is constructed. Numerical examples illustrate the theoretical results.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1104","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49078612","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Hypothesis testing in the Cox proportional hazards model with measurement errors 考虑测量误差的Cox比例风险模型的假设检验
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI: 10.1090/tpms/1107
O. Chernova
{"title":"Hypothesis testing in the Cox proportional hazards model with measurement errors","authors":"O. Chernova","doi":"10.1090/tpms/1107","DOIUrl":"https://doi.org/10.1090/tpms/1107","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1107","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44471594","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Goodness of fit for generalized shrinkage estimation 广义收缩估计的拟合优度
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI: 10.1090/tpms/1106
Chi-Lun Cheng, Shalabh, A. Chaturvedi
{"title":"Goodness of fit for generalized shrinkage estimation","authors":"Chi-Lun Cheng, Shalabh, A. Chaturvedi","doi":"10.1090/tpms/1106","DOIUrl":"https://doi.org/10.1090/tpms/1106","url":null,"abstract":"The present paper develops a goodness of fit statistic for the linear regression models fitted by the shrinkage type estimators. A family of double k-class estimators is considered as a shrinkage estimator which encompasses several estimators as its particular case. The covariance matrix of error term is assumed to be a non-identity matrix under two situationsknown and unknown. The goodness of fit statistics based on the idea of coefficient of determination in multiple linear regression model is proposed for the family of double k-class estimators. Its first and second order moments up to the first order of approximation are derived and finite sample properties are studied using the Monte-Carlo simulation.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1106","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46620522","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A limit theorem for sums of independent random elements in a Banach space 巴拿赫空间中独立随机元素和的极限定理
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI: 10.1090/tpms/1102
I. Matsak
{"title":"A limit theorem for sums of independent random elements in a Banach space","authors":"I. Matsak","doi":"10.1090/tpms/1102","DOIUrl":"https://doi.org/10.1090/tpms/1102","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43836227","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors 条件二项非线性回归时间序列的离散回归统计分析
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI: 10.1090/tpms/1105
Yuriy S. Kharin, V. Voloshko
{"title":"Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors","authors":"Yuriy S. Kharin, V. Voloshko","doi":"10.1090/tpms/1105","DOIUrl":"https://doi.org/10.1090/tpms/1105","url":null,"abstract":"The model of conditionally binomial nonlinear regression time series with discrete regressors is considered. A new frequencies-based estimator (FBE) of explicit form is constructed for this model. FBE is shown to be consistent, asymptotically normal, asymptotically effective, and to have less restrictive uniqueness assumptions w. r. t. the classical MLE. A fast recursive algorithm is constructed for FBE re-computation under model extension. Asymptotically optimal Wald test and forecasting statistic based on FBE are developed. Computer experiments on simulated data are performed for FBE.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1105","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45109749","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Study of the limiting behavior of delayed random sums under non-identical distributions setup and a Chover type LIL 非相同分布下延迟随机和的极限行为研究及Chover型LIL
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI: 10.1090/tpms/1103
M. Sreehari, Pingyan Chen
{"title":"Study of the limiting behavior of delayed random sums under non-identical distributions setup and a Chover type LIL","authors":"M. Sreehari, Pingyan Chen","doi":"10.1090/tpms/1103","DOIUrl":"https://doi.org/10.1090/tpms/1103","url":null,"abstract":"We consider delayed sums of the type Sn+an − Sn where an is possibly a positive integer valued random variable satisfying certain conditions and Sn is the sum of independent random variables Xn with distribution functions Fn ∈ {G1, G2}. We study the limiting behavior of the delayed sums and prove laws of the iterated logarithm of Chover type. These results extend the results in Vasudeva and Divanji (1992) and Chen (2008).","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1103","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47561408","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Properties of a highly reliable system with duplication and exponential failure-free periods of one of the alternating processes 交替过程具有重复和指数无故障周期的高可靠系统的性质
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI: 10.1090/tpms/1101
O. Kushnir, V. Kushnir
{"title":"Properties of a highly reliable system with duplication and exponential failure-free periods of one of the alternating processes","authors":"O. Kushnir, V. Kushnir","doi":"10.1090/tpms/1101","DOIUrl":"https://doi.org/10.1090/tpms/1101","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42641104","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation 分段常系数随机热方程的精确变分及其在参数估计中的应用
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/tpms/1099
M. Zili, Eya Zougar
{"title":"Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation","authors":"M. Zili, Eya Zougar","doi":"10.1090/tpms/1099","DOIUrl":"https://doi.org/10.1090/tpms/1099","url":null,"abstract":"We expand the quartic variations in time and the quadratic variations in space of the solution to a stochastic partial differential equation with piecewise constant coefficients. Both expansions allow us to deduce an estimation method of the parameters appearing in the equation.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1099","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45157365","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
A generalized Nadaraya–Watson estimator for observations obtained from a mixture 混合物观测值的广义Nadaraya–Watson估计
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/tpms/1098
H. M. Dychko, R. Maiboroda
{"title":"A generalized Nadaraya–Watson estimator for observations obtained from a mixture","authors":"H. M. Dychko, R. Maiboroda","doi":"10.1090/tpms/1098","DOIUrl":"https://doi.org/10.1090/tpms/1098","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47750887","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis 广义边际随机效应荟萃分析中异质性的非信息贝叶斯推断
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/TPMS/1095
Olha Bodnar
{"title":"Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis","authors":"Olha Bodnar","doi":"10.1090/TPMS/1095","DOIUrl":"https://doi.org/10.1090/TPMS/1095","url":null,"abstract":"In this paper an objective Bayesian inference is proposed for the heterogeneity parameter in a generalized marginal random effects model. Models of this kind are widely used in meta-analysis and in ...","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48535190","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信