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Nonparametric kernel estimation of the probability density function of regression errors using estimated residuals
Kernel density estimation Leave-one-out kernel estimator Two-steps estimator
2010/10/14
This paper deals with the nonparametric density estimation of the regression error term assuming its independence with the covariate. The difference between the feasible estimator which uses the estim...
Defining probability density for a distribution of random functions
Density estimation dimension eigenfunction eigenvalue functionaldata analysis kernel methods log-density estimation nonparametric statistics
2010/3/11
The notion of probability density for a random function is not
as straightforward as in finite-dimensional cases. While a probability
density function generally does not exist for functional data, w...
Statistical tests for whether a given set of independent,identically distributed draws does not come from a specified probability density
Kolmogorov-Smirnov nonparametric goodness-of-fit outlier distributionfunction nonincreasing rearrangement
2010/3/9
We discuss several tests for whether a given set of independent and identically
distributed (i.i.d.) draws does not come from a specified probability density function.
The most commonly used are Kol...
Probability Density Functions of the Empirical Wavelet Coefficients of a Wavelet Estimator of Multidimensional Poisson Intensities
Probability Density Functions Empirical Wavelet Coefficients Wavelet Estimator Poisson Intensities
2009/9/17
Probability Density Functions of the Empirical Wavelet Coefficients of a Wavelet Estimator of Multidimensional Poisson Intensities。