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This paper introduces generalized Sobol' indices, compares strategies for their estimation, and makes a systematic search for ecient estimators. Of particular interest are contrasts, sums of squares...
We consider a Markov process on a connected graph, with edges labeled with transition rates between the adjacent vertices. The distribution of the Markov process converges to the uniform distribution ...
INFERENCE FOR NORMAL MIXTURE IN MEAN AND VARIANCE.
The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also gi...
In this paper we derive control charts for the variance of a Gaussian process using the likelihood ratio approach, the generalized likelihood ratio approach, the sequential probability ratio method an...
We resolve a function field version of two conjectures concerning the variance of the number of primes in short intervals (Goldston and Montgomery) and in arithmetic progressions (Hooley). A crucial i...
This paper introduces variance estimators of Y in measurement error model X=Y+E with known Var(E). An unbiased estimator and an adjust non-negative estimator of Var(Y) are given. Meanwhile, some prope...
Consider a Linear Minimum Variance (LMV) estimation problem where the linear transformation of data is needed to compress dimension of observation data without loss of performance. A necessary and su±...
Abstract: We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend ...
In this paper, we study the weak convergence of the integrated periodogram indexed by classes of functions for linear processes with symmetric $\alpha$-stable innovations. Under suitable summability ...

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