繁荣中国 发表于 2025-4-1 03:00:32
Invariant Sufficiency, Equivariance and Characterizations of the Gamma Distribution,is .-partially sufficient iff the generated σ-alge- bra S.(B) and . are independent and that S being invariantly sufficient and equivariant, the Pitman estimator is given by S E.(S)/E.(S.). For independent X.,...,X. the existence of an invariantly sufficient statistic ∑ c. X. is characterized by X.,Haphazard 发表于 2025-4-1 08:52:08
Efficient Sequential Estimation for an Exponential Class of Processes,y widely used models for Markov processes are of this type. Martingale properties are proved for the corresponding score process. Sequential estimation procedures based on a finite stopping time τ are considered. A Cramer-Rao inequality is given in the sequential case and the efficiency of sequentia指派 发表于 2025-4-1 10:34:15
On Convergence in Law of Random Elements in Certain Function Spaces,on spaces being at first especially appropriate for simplifying the presentation of known functional limit theorems for univariate empirical processes (like the uniform one) and which at the same time allows for a straightforward generalization in handling also empirical processes based on multivariHemiplegia 发表于 2025-4-1 17:56:36
An Asymptotic ,,-Test for Variance Components,d some basic results on exact ..- and F-tests are presented. Then, repeated variance component models are introduced and an asymptotic ..-test for a general linear hypothesis of variance components is derived. As an example the two way nested classification model with random effects is considered an逃避责任 发表于 2025-4-1 19:33:23
On the Use of Predictive Distributions in Portfolio Theory,ive distributions which are the foundations for the determination of optimal portfolios. Predictive distributions are adjusted from period to period. It is shown that this adjustment process exhibits some natural requirements for the behaviour of investors. Contrary to other multiperiod models this音乐学者 发表于 2025-4-2 02:33:23
A Short Proof for the Contraction-Property of Markov Chains with Attractive States,plication of Banach’s fixed point theorem to show the existence of the stable distribution. This approach may serve as an alternative for the classic approach (cf. , chapter v.2) presented in postcalculus texts on the basics of Markov chains.