Then we turn to more specialized topics, such as empirical estimation, resampling methods, and smoothing techniques, which find frequent application in actuarial research and practice. In each case, the emphasis is on the description of the problem and a particular standard approach to its solution...
The need for techniques that may be applied over a wide range of distributions of the parent population has led to the development of distribution-free or nonparametric statistical methods. In place of parameters such as means and variances and their estimators, these methods use ranks and other ...
Thus, for all x∈V− the vector θ^n(x) is the unique solution of (2), and fn(x) is given by (3): θ^n(x)=argminθ∈RCℓ,d ∑i=1n[Yi−θ⊤U(Xi−xh)]2K(Xi−xh),fn(x)=U⊤(0)θ^n(x). Define gi(x)=(Yi−θ^n(x)⊤U(Xi−xh))2. First, we ...
If a problem in functional data analysis is low dimensional then the methodology for its solution can often be reduced to relatively conventional technique... F Yao,Hans-Georg Muller,JL Wang - 《Publications of the American Statistical Association》 被引量: 1431发表: 2005年 Non-parametric signific...
Monte Carlo methodsnonparametric statisticsstatistical testing/ nonparametric testingorthogonal array constructionalgebraic stratanonisomorphic orthogonal arraysinequivalent matrix permutation testingunreplicated mixed level fractional factorial designsMonte Carlo simulation/ A0210 Algebra, set theory, and graph theory ...
The general lower rejection rates of the MLE, as compared to the Lmom approach, are partially offset by the number of cases for which MLE did not converge to a solution for some distributions (not shown). The percentage of non-convergence was highest for the Pearson-III distribution (6%),...
Theorem 1 provides some statistical properties of the solution to problem (7). Its proof is given in Appendix A. Theorem 1. If ÀaÃ1; bÃ1; nÃ1; gÃ1; . . . ; aÃn; bÃn; nÃn; gÃnÁ solves problem (9), and the numbers of positive, negative, and zero elements ...
However, the analysis of the radii distribution of gas bubbles suspended in continuous phase can also be carried out using nonparametric statistical methods, which are based on the Kolmogorov theorem, and which enable the comparison of distribution functions of empirical distributions of gas bubble ...
Bayesian nonparametric methods have been applied to survival analysis problems since the emergence of the area of Bayesian nonparametrics. However, the use... A Kottas - 《Journal of Statistical Planning & Inference》 被引量: 124发表: 2006年 On consistency of nonparametric normal mixtures for Bayesi...
A way forward to find a solution to the choice of n lies in the random nature of the bagging clustering methods. Observe that for fixed parameters K and n, we perform multiple bootstrap replicates, which provides information about the stability of the final assignments. After B bootstrap ...