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991.
992.
Iterative Estimation of the Extreme Value Index 总被引:1,自引:0,他引:1
Samuel?MüllerEmail author Jürg?Hüsler 《Methodology and Computing in Applied Probability》2005,7(2):139-148
Let {Xn, n ≥ 1} be a sequence of independent random variables with common continuous distribution function F having finite and unknown upper endpoint. A new iterative estimation procedure for the extreme value index γ is proposed and one implemented iterative estimator is investigated in detail, which is asymptotically as good as the uniform minimum varianced unbiased estimator in an ideal model. Moreover, the superiority of the iterative estimator over its non iterated counterpart in the non asymptotic case is shown in a simulation study.AMS 2000 Subject Classification: 62G32Supported by Swiss National Science foundation. 相似文献
993.
U. K.?Sapaev J.?KutznerEmail author K.?Finsterbusch 《Optical and Quantum Electronics》2005,37(6):515-527
Type-II frequency doubling of short Gaussian laser pulses is studied theoretically. The situation is analysed when the group velocity mismatch and the walk-off angle of the interacting waves limit the frequency conversion efficiency. It is shown that with collinear ‘o’ and ‘e’ polarized fundamental waves a temporal and spatial separation of the fundamental beams is necessary to compensate for both effects. Results of the presented model are discussed for KDP crystals. 相似文献
994.
Huo R Wehrens R Buydens LM 《Journal of magnetic resonance (San Diego, Calif. : 1997)》2004,169(2):2972-269
The quality of DOSY NMR data can be improved by careful pre-processing techniques. Baseline drift, peak shift, and phase shift commonly exist in real-world DOSY NMR data. These phenomena seriously hinder the data analysis and should be removed as much as possible. In this paper, a series of preprocessing operations are proposed so that the subsequent multivariate curve resolution can yield optimal results. First, the baseline is corrected according to a method by Golotvin and Williams. Next, frequency and phase shift are removed by a new combination of reference deconvolution (FIDDLE), and a method presented by Witjes et al. that can correct several spectra simultaneously. The corrected data are analysed by the combination of multivariate curve resolution with non-linear least square regression (MCR-NLR). The MCR-NLR method turns out to be more robust and leads to better resolution of the pure components than classic MCR. 相似文献
995.
Rostislav?E.?MaiborodaEmail author Natalia?M.?Markovich 《Computational Statistics》2004,19(4):569-592
Summary Common non-parametric estimators of a probability density function (PDF) show bad performance for heavy-tailed PDFs. Using
a parametric approximation of the true cumulative distribution function (CDF), the transformation-retransformation of the
data is explored here as a useful tool for the reliable PDF prediction. The PDF estimators are compared by their capacity
to solve a classification problem. Simulation results and an application to Web data analysis are presented, too. 相似文献
996.
A domain
is the domain of holomorphy of the generating function of a Pólya frequency sequence of order r if and only if it satisfies the following conditions: (A) G contains the point z = 0, (B) G is symmetric with respect to the real axis, (C) T = dist(0,G)G. 相似文献
997.
Ignacio?García-JuradoEmail author Luciano?Méndez-Naya César?Sánchez-Sellero 《Mathematical Methods of Operations Research》2004,59(3):349-357
In this note we show that the mathematical tools of cooperative game theory allow a successful approach to the statistical problem of estimating a density function. Specifically, any random sample of an absolutely continuous random variable determines a transferable utility game, the Shapley value of which proves to be an estimator of the density function of binned kernel and WARPing types, with good computational and statistical properties.Authors acknowledge the financial support of Spanish Ministry for Science and Technology and FEDER through projects BFM2002-03213 and BEC2002-04102-C02-02 and of Xunta de Galicia through projects PGIDT00PXI20104PR and PGIDT03PXIC20701PN. They also thank the comments of two anonymous referees. 相似文献
998.
Antonia J. Jones 《Computational Management Science》2004,1(2):109-149
In this paper we give an account of a new change of perspective in non-linear modelling and prediction as applied to smooth systems. The core element of these developments is the Gamma test a non-linear modelling and analysis tool which allows us to examine the nature of a hypothetical input/output relationship in a numerical data-set. In essence, the Gamma test allows us to efficiently calculate that part of the variance of the output which cannot be accounted for by the existence of any smooth model based on the inputs, even though this model be unknown. A key aspect of this tool is its speed: the Gamma test has time complexity O(
), where M is the number of data-points. For data-sets consisting of a few thousand points and a reasonable number of attributes, a single run of the Gamma test typically takes a few seconds. Around this essentially simple procedure a new set of analytical tools has evolved which allow us to model smooth non-linear systems directly from the data with a precision and confidence that hitherto was inaccessible. In this paper we briefly describe the Gamma test, its benefits in model identification and model building, and then in more detail explain and motivate the procedures which facilitate a Gamma analysis. We briefly report on a case study applying these ideas to the practical problem of predicting level and flow rates in the Thames valley river basin. Finally we speculate on the future development and enhancement of these techniques into areas such as datamining and the production of complex non-linear models directly from data via graphical representations of process charts and automated Gamma analysis of each input-output node. 相似文献
999.
Roberto Montemanni 《4OR: A Quarterly Journal of Operations Research》2003,1(3):257-260
A survey of the results described in the authors PhD thesis (Montemanni 2001) is presented. The thesis, which was supervised by Prof. Derek H. Smith and Dr. Stuart M. Allen, has been defended in January 2002 at the University of Glamorgan (U.K.). The thesis proposes new heuristic algorithms, based on well-known meta-heuristic paradigms, and new lower bounding techniques, based on linear programming, for the fixed spectrum frequency assignment problem.Received: May 2003, Revised: May 2003, AMS classification:
90C27, 90C59,05C90, 90C05Roberto Montemanni: Present address: Istituto Dalle Molle di Studi sullIntelligenza Artificiale (IDSIA), Galleria 2, 6928 Manno-Lugano, Switzerland (e-mail: roberto@idsia.ch) 相似文献
1000.
Viscosity is an important property that influences industrial processes relevant to fluid. The transferring rate of impurities, such as S, P and N, is affected with the viscosity of metallic melts. The interfacial reactions and impurity removal depend on the viscosity of both slag and metallic melt. Viscosity of gas and liquid are all affecting the transferring process and velocity. However, the amount of viscosity data is far from satisfactory for the needs of today抯 technology, especially… 相似文献