搜索结果: 1-8 共查到“数理统计学 H-measures”相关记录8条 . 查询时间(0.046 秒)
Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/20
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
Gibbs Measures and Phase Transitions on Sparse Random Graphs
Random graphs Ising model Gibbs measures Phase transitions Spin models Local weak convergence
2015/8/20
Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sp...
Stability and contagion measures for spatial extreme value analyses
Stability and contagion measures spatial extreme value analyses Statistics Theory
2012/6/25
As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated. So, it is of great importance to be able to quantify high-impact hydrolo...
Nonparametric inference on Levy measures and copulas
Copula Levy copula Levy measure Levy process nonparametric statistics Pareto Levy copula weak convergence
2012/5/25
In this paper nonparametric methods to assess the multivariate L\'evy measure are introduced. Starting from high-frequency observations of a L\'evy process X, we construct estimators for its tail inte...
Riesz measures and Wishart laws associated to quadratic maps
convex cones homogeneous cones Riesz measures Wishart laws
2011/8/22
Abstract: We introduce a natural definition of Riesz measures and Wishart laws associated to an $\Omega$-positive (virtual) quadratic map, where $\Omega \subset \real^n$ is a regular open convex cone....
On invariant Gibbs measures conditioned on mass and momentum
Gibbs measure Schr¨odinger equation Kortweg-de Vries equation
2011/2/21
We construct a Gibbs measure for the nonlinear Schr¨odinger equation (NLS)on the circle, conditioned on prescribed mass and momentum:dμa,b = Z−1 1 {´T |u|2=a} 1 {i ´T uux=b}e±1
p &a...
A Note on a Characterization of Rényi Measures and its Relation to Composite Hypothesis Testing
Characterization of Rényi Measures Relation Composite Hypothesis Testing
2011/2/24
The R´enyi information measures are characterized in terms of their Shannon counterparts, and properties of the former are recovered from first principle via the associated properties of the lat...
We study positive measures that are solutions to an abstract optimisation problem, which is a generalisation of a classical variational problem with a constraint on information of a Kullback-Leibler t...