Statistical Estimation Theory in Localization
نویسندگان
چکیده
منابع مشابه
Some statistical estimation problems in ruin theory
Much research in ruin theory in insurance mathematics focuses on the behaviour of various quantities of interest, such as the probability of ruin or the ruin-time moments, for a particular risk model in insurance. In practice, precise knowledge of the risk model is available only via observed data. In this presentation, the problem of statistical estimation of the quantities of interest, given ...
متن کاملQuantal Response Statistical Equilibrium in Economic Interactions: Theory and Estimation
Social science addresses systems in which the individual actions of participants interacting in complex, non-additive ways through institutional structures determine social outcomes. In many cases, the institutions incorporate enough negative feedback to stabilize the resulting outcome as an equilibrium. We study a particular type of such equilibria, quantal response statistical equilibrium (QR...
متن کاملLinking Approximation Theory and Statistical Estimation in Wavelet Image Processing
Decomposition in a basis: (b j) j∈J basis of L 2 ([0, 1]). ∀f ∈ L 2 ([0, 1], f = j∈J f, b j b j with f, b j = 1 0 f (t)b j (t)dt. The Parseval-Bessel norm energy conservation equality yields f 2 = j∈J |f, b j | 2 1.2 Linear and non linear approximation For any I ∈ P(J), one defines f |I by f |I = j∈I f, b j b j. The question is now how to select " a good subset " of a given size M. A first poss...
متن کاملAsymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
New techniques of local sensitivity analysis for nonsmooth generalized equations are applied to the study of sequences of statistical estimates and empirical approximations to solutions of stochastic programs. Consistency is shown to follow from a certain local invertibility property, and asymptotic distributions are derived from a generalized implicit function theorem that characterizes asympt...
متن کاملhigh volatility, thick tails and extreme value theory in value at risk estimation: the case of liability insurance in iran insurance company
در این بررسی ابتدا به بررسی ماهیت توزیع خسارات پرداخته میشود و از روش نظریه مقادیر نهایی برای بدست آوردن برآورد ارزش در معرض خطر برای خسارات روزانه بیمه مسئولیت شرکت بیمه ایران استفاده میشود. سپس کارایی نظریه مقدار نهایی در برآورد ارزش در معرض خطر با کارایی سایر روشهای واریانس ، کواریانس و روش شبیه سازی تاریخی مورد مقایسه قرار میگیرد. نتایج این بررسی نشان میدهند که توزیع ،garch شناخته شده مدل...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEICE ESS Fundamentals Review
سال: 2010
ISSN: 1882-0875
DOI: 10.1587/essfr.4.32