Titlebook: COMPSTAT 1984; Proceedings in Compu T. Havránek,Z. Šidák,M. Novák Conference proceedings 1984 Springer-Verlag Berlin Heidelberg 1984 effici

陶瓷

CEVOPE — a Program for Finding Conservative Estimates of the Variances of Regression Parameter Estim The end-products are estimates of the variances of regression parameter estimators which are valid when errors are serially correlated in an unknown manner. Therefore the method makes only light use of statistical models but at the cost of a heavy computing burden.

纤细

Robustness of Gumbel Statistic for Distribution Functions in the Domain of Attraction of a Type I Dieme value distribution. While W. │ Λ is close to Λ, and the same happens to W. for an underlying exponential distribution, for other members F of Ω the rate of convergence of W.│F. towards Λ is quite slow, matching the “penultimate” behaviour of rate of convergence of F.(a.x+b.) towards the “ultimate” limiting form.

残忍

canvass

DEI

New Algorithmic Developments for Estimation Problems in Time Serieshe Kalman filter which allows the initial state vector to partially diffuse. The problem of defining a likelihood for a nonstationary ARIMA process is discussed, and several alternative approaches are shown to be equivalent. The modified Kalman filter is then used to compute the likelihood. Computat

intrude

Robustness in Parametric and Non-Parametric Regression Estimation: An Investigation by Computer Simuon r(.)=E(Y/X=.) from these observations is investigated here by means of computer simulations for various parametric (§2) and non-parametric (§3) estimates. The main aim of these simulations (results given in §4) is the comparison of these estimates from the point of view of their robustness agains

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CEVOPE — a Program for Finding Conservative Estimates of the Variances of Regression Parameter Estimogram with of order 10 000 constraints and 30 variables, and finding a vector such that a quadratic form approximately 200 by 200 in size is negative. The end-products are estimates of the variances of regression parameter estimators which are valid when errors are serially correlated in an unknown

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小臼

New Topics in Robust Statistics with Applicationsd. Broad-sense-robust directed D-estimators of abstract statistical parameters are introduced and their sensitivity and asymptotic characteristics are evaluated. For minimax-sense-robust tests the sensitivity of size and power is evaluated. Numerical results, computational algorithms and practical e

saphenous-vein

Boundary Effects in Nonparametric Curve Estimation Modelsstimates near the boundaries are necessary in order to obtain global asymptotic results as well as a satisfying finite sample behavior. We describe such modifications exhibiting different degrees of smoothness and derive the rate of a.s. convergence of the supremal deviation of nonparametric kernel