Search results for "uncertainty."

Vitesse de convergence vers l'état d'équilibre pour des dynamiques markoviennes non höldériennes

1997

Resume On etudie la vitesse de convergence vers l'etat d'equilibre pour des dynamiques markoviennes non holderiennes. On obtient une estimation de la vitesse de melange sur un sous-espace B dense dans l'espace des fonctions continues. En outre, on montre que le spectre de l'operateur de Perron-Frobenius, restreint a B , est un disque ferme dont chaque point est une valeur propre. Ceci implique que la vitesse de convergence vers l'etat d'equilibre ne peut pas etre exponentielle.

Los Teoremas de Alternativa y su relacion con la Teoria de Juegos y las propiedades topologico-algebraicas de Rn

1976

Es usted… ¿Ortodoxo o Bayesiano?

1975

Mögliche Aussagen bei Fragen der statistischen Ursachenforschung

1971

Distribucion final de referencia para el problema de Fieller-Creasy

1982

The problem of making inferences about the ratio of two normal populations is usually known as the Fieller-Creasy problem, and it gave rise to a controversy among fiducialists and confidence-intervalists. A Bayesian solution to such a problem when the two normal populations have the same unknown variance was presented by Bernardo (1977) using reference non-informative prior distributions. The solution to the case in which the variances are not assumed equal is obtained here. Some numerical results for artificial populations are given

Selecting the tuning parameter in penalized Gaussian graphical models

2019

Penalized inference of Gaussian graphical models is a way to assess the conditional independence structure in multivariate problems. In this setting, the conditional independence structure, corresponding to a graph, is related to the choice of the tuning parameter, which determines the model complexity or degrees of freedom. There has been little research on the degrees of freedom for penalized Gaussian graphical models. In this paper, we propose an estimator of the degrees of freedom in $$\ell _1$$ -penalized Gaussian graphical models. Specifically, we derive an estimator inspired by the generalized information criterion and propose to use this estimator as the bias term for two informatio…

Clusters of effects curves in quantile regression models

2018

In this paper, we propose a new method for finding similarity of effects based on quantile regression models. Clustering of effects curves (CEC) techniques are applied to quantile regression coefficients, which are one-to-one functions of the order of the quantile. We adopt the quantile regression coefficients modeling (QRCM) framework to describe the functional form of the coefficient functions by means of parametric models. The proposed method can be utilized to cluster the effect of covariates with a univariate response variable, or to cluster a multivariate outcome. We report simulation results, comparing our approach with the existing techniques. The idea of combining CEC with QRCM per…

Tests and estimates of shape based on spatial signs and ranks

2009

Nonparametric procedures for testing and estimation of the shape matrix in the case of multivariate elliptic distribution are considered. Testing for sphericity is an important special case. The tests and estimates are based on the spatial sign and rank covariance matrices. The estimates based on the spatial sign covariance matrix and symmetrized spatial sign covariance matrix are Tyler's [A distribution-free M-estimator of multivariate scatter, Ann. Statist. 15 (1987), pp. 234–251] shape matrix and and Dümbgen's [On Tyler's M-functional of scatter in high dimension, Ann. Inst. Statist. Math. 50 (1998), pp. 471–491] shape matrix, respectively. The test based on the spatial sign covariance m…

On the relationship between the reversed hazard rate and elasticity

2012

Despite hazard and reversed hazard rates sharing a number of similar aspects, reversed hazard functions are far less frequently used. Understanding their meaning is not a simple task. The aim of this paper is to expand the usefulness of the reversed hazard function by relating it to other well-known concepts broadly used in economics: (linear or cumulative) rates of increase and elasticity. This will make it possible (i) to improve our understanding of the consequences of using a particular distribution and, in certain cases, (ii) to introduce our hypotheses and knowledge about the random process in a more meaningful and intuitive way, thus providing a means to achieving distributions that …

Building up adjusted indicators of students' evaluation of university courses using generalized item response models

2012

This article advances a proposal for building up adjusted composite indicators of the quality of university courses from students’ assessments. The flexible framework of Generalized Item Response Models is adopted here for controlling the sources of heterogeneity in the data structure that make evaluations across courses not directly comparable. Specifically, it allows us to: jointly model students’ ratings to the set of items which define the quality of university courses; explicitly consider the dimensionality of the items composing the evaluation form; evaluate and remove the effect of potential confounding factors which may affect students’ evaluation; model the intra-cluster variabilit…