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Mathematical Methods of Statistics最新文献

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Estimating the Index of Increase via Balancing Deterministic and Random Data 通过平衡确定性和随机性数据来估计增长指数
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-12-27 DOI: 10.3103/S1066530718020011
Lingzhi Chen, Y. Davydov, N. Gribkova, R. Zitikis
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引用次数: 17
Asymptotic Distribution of Least Squares Estimators for Linear Models with Dependent Errors: Regular Designs 具有相关误差的线性模型最小二乘估计的渐近分布：正则设计
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-10-16 DOI: 10.1080/02331888.2019.1593987
E. Caron, S. Dede
{"title":"Asymptotic Distribution of Least Squares Estimators for Linear Models with Dependent Errors: Regular Designs","authors":"E. Caron, S. Dede","doi":"10.1080/02331888.2019.1593987","DOIUrl":"https://doi.org/10.1080/02331888.2019.1593987","url":null,"abstract":"We consider the usual linear regression model in the case where the error process is assumed strictly stationary.We use a result of Hannan, who proved a Central Limit Theorem for the usual least squares estimator under general conditions on the design and the error process.We show that for a large class of designs, the asymptotic covariance matrix is as simple as in the independent and identically distributed (i.i.d.) case.We then estimate the covariance matrix using an estimator of the spectral density whose consistency is proved under very mild conditions.","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"27 1","pages":"268-293"},"PeriodicalIF":0.5,"publicationDate":"2017-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/02331888.2019.1593987","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47664398","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
Laguerre deconvolution with unknown matrix operator 未知矩阵算子的Laguerre反卷积
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-10-01 DOI: 10.3103/S1066530717040019
F. Comte, G. Mabon
{"title":"Laguerre deconvolution with unknown matrix operator","authors":"F. Comte, G. Mabon","doi":"10.3103/S1066530717040019","DOIUrl":"https://doi.org/10.3103/S1066530717040019","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"237 - 266"},"PeriodicalIF":0.5,"publicationDate":"2017-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530717040019","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69418894","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: 5
Efficient estimation of the error distribution in a varying coefficient regression model 变系数回归模型误差分布的有效估计
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-09-23 DOI: 10.3103/S1066530717030024
A. Schick, Y. Zhu
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引用次数: 1
Minimax signal detection under weak noise assumptions 弱噪声假设下的极小极大信号检测
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-09-19 DOI: 10.3103/S1066530717040032
C. Marteau, T. Sapatinas
{"title":"Minimax signal detection under weak noise assumptions","authors":"C. Marteau, T. Sapatinas","doi":"10.3103/S1066530717040032","DOIUrl":"https://doi.org/10.3103/S1066530717040032","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"282 - 298"},"PeriodicalIF":0.5,"publicationDate":"2017-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530717040032","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43016508","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
Efficient estimation of the error distribution in a varying coefficient regression model 变系数回归模型误差分布的有效估计
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-07-01 DOI: 10.1080/10485252.2018.1429608
A. Schick, Y. Zhu
{"title":"Efficient estimation of the error distribution in a varying coefficient regression model","authors":"A. Schick, Y. Zhu","doi":"10.1080/10485252.2018.1429608","DOIUrl":"https://doi.org/10.1080/10485252.2018.1429608","url":null,"abstract":"It is shown that the weighted residual-based estimator of Schick, Zhu, and Du (2017) is efficient in some special cases and can be made to be efficient by adding a stochastic correction term. The efficiency is shown by deriving the efficient influence function and establishing a uniform stochastic expansion with this influence function. The correction term relies on estimators of the score function for the errors and other characteristics of the model.","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"176 - 195"},"PeriodicalIF":0.5,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10485252.2018.1429608","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41438267","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
Classes of improved estimators for parameters of a Pareto distribution 一类改进的Pareto分布参数估计量
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-07-01 DOI: 10.3103/S106653071703005X
L. K. Patra, S. Kumar
{"title":"Classes of improved estimators for parameters of a Pareto distribution","authors":"L. K. Patra, S. Kumar","doi":"10.3103/S106653071703005X","DOIUrl":"https://doi.org/10.3103/S106653071703005X","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"43 1","pages":"226 - 235"},"PeriodicalIF":0.5,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S106653071703005X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69418839","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: 9
Boundary Crossing Probabilities for General Exponential Families 一般指数族的边界跨越概率
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-05-24 DOI: 10.3103/S1066530718010015
Odalric-Ambrym Maillard
{"title":"Boundary Crossing Probabilities for General Exponential Families","authors":"Odalric-Ambrym Maillard","doi":"10.3103/S1066530718010015","DOIUrl":"https://doi.org/10.3103/S1066530718010015","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"27 1","pages":"1 - 31"},"PeriodicalIF":0.5,"publicationDate":"2017-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530718010015","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45347901","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: 12
Admissibility of Invariant Tests for Means with Covariates 协方差均值不变检验的可容许性
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-04-03 DOI: 10.3103/S106653071904001X
M. Tsai
{"title":"Admissibility of Invariant Tests for Means with Covariates","authors":"M. Tsai","doi":"10.3103/S106653071904001X","DOIUrl":"https://doi.org/10.3103/S106653071904001X","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"28 1","pages":"243 - 261"},"PeriodicalIF":0.5,"publicationDate":"2017-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S106653071904001X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44064466","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
Moment convergence in regularized estimation under multiple and mixed-rates asymptotics 多速率和混合速率渐近下正则化估计的矩收敛性
IF 0.5
Mathematical Methods of Statistics Pub Date : 2017-04-01 DOI: 10.3103/S1066530717020016
清水 優祐, Y. Shimizu
{"title":"Moment convergence in regularized estimation under multiple and mixed-rates asymptotics","authors":"清水 優祐, Y. Shimizu","doi":"10.3103/S1066530717020016","DOIUrl":"https://doi.org/10.3103/S1066530717020016","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"81 - 110"},"PeriodicalIF":0.5,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530717020016","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41534434","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: 26
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