(1996) Consistency of an estimator of the number of changes in binomial observations. Statistics & Probability Letters 29, 337-44.Serbinowska M. (1996) Consistency of an estimator of the number of changes in binomial observations. Statistics and Probability Letters 29(4): 337–344 MathSciNet...
In this paper, we prove strong consistency of an estimator by the truncated singular value decomposition for a multivariate errors-in-variables linear regression model with collinearity. This result is an extension of Gleser's proof of the strong consistency of total least squares solutions to the ...
We study a least square-type estimator for an unknown parameter in the drift coefficient of a stochastic differential equation with additive fractional noi... A Neuenkirch,S Tindel - 《Statistical Inference for Stochastic Processes》 被引量: 42发表: 2011年 Estimation in the partially observed stoch...
Feng & McCulloch (1996) give conditions, not easily verified, under which the maximum likelihood (ML) estimator will converge to an arbitrary point in this subset. We show that the conditions can be considerably weakened. Even though embedded distributions may not be uniquely represented in the ...
Consistency is rather an important concept in statistics. Every statistic derived with the help of samples to estimate parameters of the whole population must be consistent. Meaning by increasing the sample size, the estimate of those parameters must converge to the true parameter values. ...
The consistency of the local kernel density estimator is proved. This nonparametric estimator is distinguished by its use of scaling matrices which are random and which may vary for each sample point. Its applications include adaptive construction of importance sampling functions. 关键词: Kernel density...
Is it possible to construct an asymptotically efficient estimator of the proportion of true null hypotheses in a multiple testing setup? To our knowledge, this is the first result proving that the parametric rate of convergence may be achieved by a consistent estimator of the proportion $... VH...
Summary: We announce two results on the problem of estimating the order of a Markov chain from observation of a sample path. First is that the Bayesian Information Criterion (BIC) leads to an almost surely consistent estimator. Second is that the Bayesian minimum description length estimator, of...
The L1 strong consistency of a new kernel probabi-lity density estimator is proved. This result is then applied particularly to kernel estimators whose mean vector and covariance matrix are μη and Vn respectively, where μη is an unspecified estimator of the mean vector and Vn , up to a...
consistency 名词 consistency 名词 con·ˈsist·en·cy check 名词 consistency of data 名词 con·sist·en·cy[kənˈsɪstən(t)si]名词nopl 1. consistency(firmness): consistency Konsistenzf<-> meltthechocolatetoapouringconsistency