Zobrazeno 1 - 10
of 18
pro vyhledávání: '"62E30"'
Autor:
Chernozhukov, Victor
Publikováno v:
Annals of Statistics 2005, Vol. 33, No. 2, 806-839
Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the upper and lo
Externí odkaz:
http://arxiv.org/abs/math/0505639
Autor:
Streitberg, Bernd
Publikováno v:
The Annals of Statistics, 1999 Feb 01. 27(1), 405-413.
Externí odkaz:
https://www.jstor.org/stable/120135
Akademický článek
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Autor:
Fujikoshi, Yasunori
Publikováno v:
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), 2002 Jun 01. 64(2), 256-267.
Externí odkaz:
https://www.jstor.org/stable/25051394
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
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Autor:
Chandra, Tapas K., Mukerjee, Rahul
Publikováno v:
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), 1985 Jun 01. 47(2), 271-284.
Externí odkaz:
https://www.jstor.org/stable/25050542
Autor:
Victor Chernozhukov
Publikováno v:
Ann. Statist. 33, no. 2 (2005), 806-839
Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the upper and lo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c2700887bbd3d80e41de35ac12845107
https://projecteuclid.org/euclid.aos/1117114337
https://projecteuclid.org/euclid.aos/1117114337
Autor:
Bernd Streitberg
Publikováno v:
Ann. Statist. 27, no. 1 (1999), 405-413
Based on a revised Lancaster-type representation of the additive interactions associated with a probability measure, a new approach for the analysis of high-dimensional contingency tables is proposed. The approach is essentially model-free because th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f0bfc53bcd4c6a99936e811804d1cdf
https://doi.org/10.1214/aos/1018031118
https://doi.org/10.1214/aos/1018031118
Autor:
Yuzo Hosoya
Publikováno v:
Ann. Statist. 25, no. 1 (1997), 105-137
This paper provides limit theorems for multivariate, possibly non-Gaussian stationary processes whose spectral density matrices may have singularities not restricted at the origin, applying those limiting results to the asymptotic theory of parameter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed5f235b4df9c3100d3b8025035ce06c
https://doi.org/10.1214/aos/1034276623
https://doi.org/10.1214/aos/1034276623
Autor:
Michael Evans
Publikováno v:
Ann. Statist. 19, no. 1 (1991), 382-393
Chaining, in combination with adaptive importance sampling, can provide an effective technique for the numerical evaluation of high-dimensional integrals in the context of a posterior analysis. In many statistical problems ways of applying chaining c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::88b753bdacac7f93805fb57fe24771cc
https://doi.org/10.1214/aos/1176347989
https://doi.org/10.1214/aos/1176347989