![]() ![]() |
![]() |
|
![]() |
||
![]() |
すべて | グループ指定なし | Journals | Persons | Updates | News
Debiasing Welch’s method for spectral density estimation
Lachlan C Astfalck and others
Biometrika, Volume 111, Issue 4, December 2024, Pages 1313–1329, https://doi.org/10.1093/biomet/asae033
Welch’s method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite-length time series, while the variance of the estimator decreases as the number of segments increases, the ...
Invariant probabilistic prediction
Alexander Henzi and others
Biometrika, Volume 112, Issue 1, 2025, asae063, https://doi.org/10.1093/biomet/asae063
In recent years, there has been growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the squared error loss, this article turns the focus towards probabilistic predictions, ...
Testing the mean and variance by e-processes
Yixuan Fan and others
Biometrika, Volume 112, Issue 1, 2025, asae049, https://doi.org/10.1093/biomet/asae049
We address the problem of testing the conditional mean and conditional variance for nonstationary data. We build e -values and p -values for four types of nonparametric composite hypothesis with specified mean and variance as well as other conditions on the shape of the data-generating distribution. These shape conditions ...
290 days
第19回日本統計学会春季集会の報告を掲載しました。
2025.03.16
第19回日本統計学会春季集会の報告を掲載しました
2025.03.16
研究分科会のページを更新しました
© Copyright 2025 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.
Technical Report (R-530), November 2024.
Revision, forthcoming American Journal of Epidemiology.
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
NII services stop (updated at 8:00 AM on November 5 [JST] )
(Restart schedule is not clear at 8:00 AM on Nov. 5.)
Vol. 37, No.2, 2007∼
[Home]
Volume 19 Number 1 (2009) : General
22nd ConferenceJuly 13- 16 2006Cambridge, MA, USA