Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Friedrich Liese"'
Publikováno v:
Electron. J. Statist. 14, no. 2 (2020), 2957-2987
The Rasch model is widely used in the field of psychometrics when $n$ persons under test answer $m$ questions and the score, which describes the correctness of the answers, is given by a binary $n\times m$-matrix. We consider the Mixed-Effect Rasch M
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a9e47da9490a2e91aed7c3a80e4e668
https://projecteuclid.org/euclid.ejs/1597284417
https://projecteuclid.org/euclid.ejs/1597284417
Publikováno v:
Journal of Statistical Planning and Inference. 149:33-45
Motivated by an application from finance, we study randomly left-censored data with time-dependent covariates in a parametric additive hazard model. As the log-likelihood is concave in the parameter, we provide a short and direct proof of the asympto
Publikováno v:
Bernoulli 25, no. 2 (2019), 1326-1354
We consider the famous Rasch model, which is applied to psychometric surveys when $n$ persons under test answer $m$ questions. The score is given by a realization of a random binary $n\times m$-matrix. Its $(j,k)$th component indicates whether or not
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d4769e472879540bd25a265379d157cc
http://arxiv.org/abs/1612.07030
http://arxiv.org/abs/1612.07030
Publikováno v:
Journal of Pension Economics and Finance. 13:227-249
The question how to optimize consumption and portfolio choice over the life cycle has been widely discussed in the literature so far. In this paper we concentrate on a retiree's optimal consumption and portfolio selection over his remaining years of
Publikováno v:
Genetical Research
Genetics research, 89(4): 245-257
Genetics research, 89(4): 245-257
SummaryQuantitative trait loci (QTLs) may affect not only the mean of a trait but also its variability. A special aspect is the variability between multiple measured traits of genotyped animals, such as the within-litter variance of piglet birth weig
Publikováno v:
IEEE Transactions on Information Theory. 52:5599-5606
We consider quantizations of observations represented by finite partitions of observation spaces. Partitions usually decrease the sensitivity of observations to their probability distributions. A sequence of quantizations is considered to be asymptot
Autor:
Igor Vajda, Friedrich Liese
Publikováno v:
IEEE Transactions on Information Theory. 52:4394-4412
The paper deals with the f-divergences of Csiszar generalizing the discrimination information of Kullback, the total variation distance, the Hellinger divergence, and the Pearson divergence. All basic properties of f-divergences including relations t
Autor:
Friedrich Liese
Publikováno v:
Journal of Statistical Planning and Inference. 136:2035-2052
The problem of selecting the best of k populations is studied for data which are incomplete as some of the values have been deleted randomly. This situation is met in extreme value analysis where only data exceeding a threshold are observable. For in
Publikováno v:
Journal of Statistical Planning and Inference. 131:101-115
The convergence rates of empirical Bayes estimation in the exponential family are studied in this paper. We first develop an approach for obtaining the lower bound of empirical Bayes estimators. As an application of the approach, we demonstrate that
Autor:
Peter Dencker, Friedrich Liese
Publikováno v:
Statistics & Decisions. 22:83-108
The local behavior of the power of weighted χ2-tests and Bayes tests is studied for simple null hypothesis in Gaussian shift experiments. A second order expansion of the power function is given. This expansion provides a shrinking family of ellipsoi