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Estimates for the St. Petersburg gameO'Connell, W. Richard, Jr. 08 1900 (has links)
No description available.
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The Asymptotic Distribution of the Augmented Dickey-Fuller t Test under a Generally Fractionally-Integrated ProcessChuang, Chien-Min 07 February 2004 (has links)
In this paper, we derive the asymptotic distribution of the Augmented Dickey-Fuller t Test statistics, t_{ADF}, against a generalized fractional integrated process (for example: ARFIMA(p,1+d,q) ,|d|<1/2,and p, q be positive integer) by using the propositions of Lee and Shie (2003).
Then we discuss why the power decreases with the increasing lags in the same and large enough sample size T when d is unequal to 0. We also get that the estimator of the disturbance's variance, S^2, has slightly increasing bias with increasing k. Finally, we support the conclusion by the Monte Carlo experiments.
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On the limiting shape of random young tableaux for Markovian wordsLitherland, Trevis J. January 2008 (has links)
Thesis (Ph.D)--Mathematics, Georgia Institute of Technology, 2009. / Committee Chair: Houdre, Christian; Committee Member: Bakhtin, Yuri; Committee Member: Foley, Robert; Committee Member: Koltchinskii, Vladimir; Committee Member: Lifshitz, Mikhail; Committee Member: Matzinger, Heinrich; Committee Member: Popescu, Ionel. Part of the SMARTech Electronic Thesis and Dissertation Collection.
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Generalized Maximally Selected StatisticsHothorn, Torsten, Zeileis, Achim January 2007 (has links) (PDF)
Maximally selected statistics for the estimation of simple cutpoint models are embedded into a generalized conceptual framework based on conditional inference procedures. This powerful framework contains most of the published procedures in this area as special cases, such as maximally selected chi-squared and rank statistics, but also allows for direct construction of new test procedures for less standard test problems. As an application, a novel maximally selected rank statistic is derived from this framework for a censored response partitioned with respect to two ordered categorical covariates and potential interactions. This new test is employed to search for a high-risk group of rectal cancer patients treated with a neo-adjuvant chemoradiotherapy. Moreover, a new efficient algorithm for the evaluation of the asymptotic distribution for a large class of maximally selected statistics is given enabling the fast evaluation of a large number of cutpoints. / Series: Research Report Series / Department of Statistics and Mathematics
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Permutation Tests for Structural ChangeZeileis, Achim, Hothorn, Torsten January 2006 (has links) (PDF)
The supLM test for structural change is embedded into a permutation test framework for a simple location model. The resulting conditional permutation distribution is compared to the usual (unconditional) asymptotic distribution, showing that the power of the test can be clearly improved in small samples. Furthermore, generalizations are discussed for binary and multivariate dependent variables as well as model-based permutation testing for structural change. The procedures suggested are illustrated using both artificial and real-world data (number of youth homicides, employment discrimination data, structural-change publications, and stock returns). / Series: Research Report Series / Department of Statistics and Mathematics
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Limiting distributions of maximum probability estimators of nonstationary autoregressive processes.January 2002 (has links)
Chau Ka Pik. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 39-40). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Maximum Probability Estimator --- p.1 / Chapter 1.2 --- An Outline of the Thesis --- p.4 / Chapter 2 --- Asymptotic Distribution Theory --- p.7 / Chapter 3 --- Exponential Family Noise --- p.16 / Chapter 3.1 --- Stationary Case --- p.16 / Chapter 3.2 --- Nonstationary Case --- p.25 / Chapter 4 --- Conclusions --- p.37 / Bibliography --- p.39
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Uses of Bayesian posterior modes in solving complex estimation problems in statisticsLin, Lie-fen 17 March 1992 (has links)
In Bayesian analysis, means are commonly used to
summarize Bayesian posterior distributions. Problems with
a large number of parameters often require numerical
integrations over many dimensions to obtain means. In this
dissertation, posterior modes with respect to appropriate
measures are used to summarize Bayesian posterior
distributions, using the Newton-Raphson method to locate
modes. Further inference of modes relies on the normal
approximation, using asymptotic multivariate normal
distributions to approximate posterior distributions. These
techniques are applied to two statistical estimation
problems.
First, Bayesian sequential dose selection procedures
are developed for Bioassay problems using Ramsey's prior
[28]. Two adaptive designs for Bayesian sequential dose
selection and estimation of the potency curve are given.
The relative efficiency is used to compare the adaptive
methods with other non-Bayesian methods (Spearman-Karber,
up-and-down, and Robbins-Monro) for estimating the ED50 .
Second, posterior distributions of the order of an
autoregressive (AR) model are determined following Robb's
method (1980). Wolfer's sunspot data is used as an example
to compare the estimating results with FPE, AIC, BIC, and
CIC methods. Both Robb's method and the normal
approximation for estimation of the order have full
posterior results. / Graduation date: 1992
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Large sample methods for analyzing longitudinal data in rehabilitation research /Hoshaw-Woodard, Stacy January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 61-64). Also available on the Internet.
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Asymptotic tail probabilities of risk processes in insurance and financeHao, Xuemiao. Tang, Qihe. January 2009 (has links)
Thesis supervisor: Qihe Tang. Includes bibliographic references (p. 111-116).
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Large sample methods for analyzing longitudinal data in rehabilitation researchHoshaw-Woodard, Stacy January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 61-64). Also available on the Internet.
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