Výsledky vyhledávání - "V-statistics"

Akademický článek

Instrumental variable regression via kernel maximum moment loss

Autor: Zhang Rui, Imaizumi Masaaki, Schölkopf Bernhard, Muandet Krikamol

Publikováno v: Journal of Causal Inference, Vol 11, Iss 1, Pp 2-63 (2023)

We investigate a simple objective for nonlinear instrumental variable (IV) regression based on a kernelized conditional moment restriction known as a maximum moment restriction (MMR). The MMR objective is formulated by maximizing the interaction betw

Externí odkaz: https://doaj.org/article/9c6ab6fcd8ab48d8a5b5d1b45f463d07

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Akademický článek

Asymptotic Expansions for Symmetric Statistics with Degenerate Kernels

Autor: Shuya Kanagawa

Publikováno v: Mathematics, Vol 10, Iss 21, p 4158 (2022)

Asymptotic expansions for U-statistics and V-statistics with degenerate kernels are investigated, respectively, and the remainder term O(n1−p/2), for some p≥4, is shown in both cases. From the results, it is obtained that asymptotic expansions fo

Externí odkaz: https://doaj.org/article/8498d4aabb4c44eda14e72d36885708f

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Akademický článek

A Family of Goodness-of-Fit Tests for Copulas Based on Characteristic Functions

Autor: BAHRAOUI, TARIK, BOUEZMARNI, TAOUFIK, QUESSY, JEAN-FRANÇOIS

Publikováno v: Scandinavian Journal of Statistics, 2018 Jun 01. 45(2), 301-323.

Externí odkaz: https://www.jstor.org/stable/26593408

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Akademický článek

The Fractal Analysis of the Dynamics of International Arrivals in Tourism

Autor: Shchelkunova Liubov I., Yemets Mariia S.

Publikováno v: Bìznes Inform, Vol 1, Iss 492, Pp 178-183 (2019)

The article sets the task of determining the global and local fractal characteristics of the time series characterizing the development of international tourism, in order to identify the peculiarities of the dynamics of their evolution, properties of

Externí odkaz: https://doaj.org/article/2c136b0eee46470dbb6a7916039937fd

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Akademický článek

Testing the symmetry of a dependence structure with a characteristic function

Autor: Bahraoui Tarik, Bouezmarni Taoufik, Quessy Jean-François

Publikováno v: Dependence Modeling, Vol 6, Iss 1, Pp 331-355 (2018)

This paper proposes competing procedures to the tests of symmetry for bivariate copulas of Genest, Nešlehová and Quessy (2012). To this end, the null hypothesis of symmetry is expressed in terms of the copula characteristic function that uniquely d

Externí odkaz: https://doaj.org/article/2faa86c608894ed38e70136cc7a15eae

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