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Linear and quadratic discriminant analysis are two very useful classification methods, for which the problem of variable selection is of fundamental impor-tance. To this end, a BIC-type selection crit...
Convex regression is concerned with computing the best fit of a convex function to a data set of n observations in which the independent variable is (possibly) multidimensional. Such regression ...
Penalized M-estimators are used in many areas of science and engineering to fit models with some low-dimensional structure in high-dimensional settings. In many problems arising in bioinformatics, sig...
The mean-shift algorithm is a popular algorithm in computer vision and image processing. It can also be cast as a minimum gamma-divergence estimation. In this paper we focus on the "blurring" mean shi...
The Lasso is a popular statistical tool invented by Robert Tibshirani for linear regression when the number of covariates is greater than or comparable to the number of observations. The validity of t...
We give answer to an open problem regarding consistency of the maximum likelihood estimators (MLEs) in generalized linear mixed models (GLMMs) involving crossed random effects. The solution to the ope...
In many real-world classification problems, the labels of training examples are randomly corrupted. Previous theoretical work on classification with label noise assumes that the two classes are separa...
Consider a nonlinear regression model :yi =g(xi, 兤) +ei, i = 1, ..., n,where thexi are random predictorsxi and兤is the unknown parameter vector ranging in a set set 儲伡Rp. All known results on the consi...
AUC (area under ROC curve) is an important evaluation criterion, which has been popularly used in diverse learning tasks such as class-imbalance learning, cost-sensitive learning, learning to rank and...
We address the issue of variable selection in the regression model with very high ambient dimension, i.e., when the number of variables is very large. The main focus is on the situation where the numb...
This paper addresses the estimation of the nonparametric conditional moment restricted model that involves an infinite dimensional parameter g0. We estimate it in a quasi-Bayesian way based on the l...
The stochastic block model (SBM) is a probabilistic model de- signed to describe heterogeneous directed and undirected graphs. In this paper, we address the asymptotic inference on SBM by use of max...
The random numbers drivingMarkov chainMonte Carlo (MCMC) simulation are usually modeled as independent U(0, 1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely unifor...
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models deriv...
Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which...

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