Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
| Robust Procedures for Estimating and Testing in the Framework of Divergence Measures |
| Autore | Pardo Leandro |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (333 p.) |
| Soggetto topico | Research & information: general |
| Soggetto non controllato |
Bayes error rate
Bayesian decision making Bhattacharyya coefficient/distance bias and variance trade-off classification composite likelihood composite minimum density power divergence estimators concentration bounds contingency tables convergence rates COVID-19 pandemic CUSUM monitoring density power divergence disparity divergence measures epidemiology estimation of α Friedman-Rafsky test statistic Galton-Watson branching processes with immigration GLM model Hellinger distance Hellinger integrals Henze-Penrose divergence INARCH(1) model INGARCH model integer-valued time series Kullback-Leibler information distance/divergence large deviations MDPDE minimal spanning trees minimum density power divergence estimator minimum pseudodistance estimation mixed-scale data model selection monitoring n/a numerical minimization one-parameter exponential family pearson residuals power divergences rare event probabilities relative entropy Renyi divergences residual adjustment function robust change point test robustness Robustness S-estimation SPC statistical distances time series of counts Tukey's biweight |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557680103321 |
Pardo Leandro
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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Stability Problems for Stochastic Models: Theory and Applications
| Stability Problems for Stochastic Models: Theory and Applications |
| Autore | Zeifman Alexander |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (370 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
approximation accuracy
asymptotic approximations balance equation change of the priority characteristic function citation distribution class Γa(g) conditional central limit theorem conditional law of large numbers continuous-time Markov chains contour integrals convergence rates decomposable semi-regenerative process decrement tables defined contribution pension schemes dispatching distribution function equilibrium transform extreme order statistics filtering given time-discretized observations forward Kolmogorov system fractional laplacian generalized gamma distribution generalized Linnik distribution generalized Mittag-Leffler distribution generalized negative binomial distribution geometric distribution geometric random sum geometrically stable distribution gross premium Hankel contours heavy-tailed distributions heterogeneous servers high-dimensional Hirsch index integral limit theorem integrals and sums Kantorovich distance Laplace distribution limit theorems local limit theorem long-term dependence low sample size lump sum marked Markov arrival process Markov decision process mean number of customers mean-square risk estimate minimax approach monotony in the Zygmund sense multiple power series distribution multiserver system multivariate generalized Mittag-Leffler distribution multivariate Linnik distribution multivariate normal scale mixtures multivariate stable distribution multivariate stable processes non-stationary Markovian queueing model nonlinear filtering problem numerical filtering algorithm pareto mixture distribution pension schemes perfect simulation perturbation bounds phase-type distribution policy-iteration algorithm precipitation premium load priority system probability density function R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence random sample size random samples random sum rates of convergence Rényi theorem robustness second order expansions self-neglecting function Sibuya distribution slowly varying stability stable approximation stable distribution stable estimation state-dependent observation noise stationary renewal distribution statistical test Stein's method stochastic differential observation system Student's t-distribution Tauberian lemma threshold processing transfer theorem uniform distance zeta-metrics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stability Problems for Stochastic Models |
| Record Nr. | UNINA-9910557664703321 |
Zeifman Alexander
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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