Relevant bibliographies by topics / Non-asymptotic statistics

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  2. Dissertations / Theses
  3. Books
  4. Book chapters
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Academic literature on the topic 'Non-asymptotic statistics'

Author: Grafiati
Published: 4 June 2021
Last updated: 17 February 2022

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Journal articles on the topic "Non-asymptotic statistics"

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Shao, QiMan, and RongMao Zhang. "Asymptotic distributions of non-central studentized statistics." Science in China Series A: Mathematics 52, no. 6 (2009): 1262–84. http://dx.doi.org/10.1007/s11425-009-0086-7.

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Bloomfield, Peter. "Non-singularity and asymptotic independence." Journal of Applied Probability 23, A (1986): 9–21. http://dx.doi.org/10.2307/3214339.

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A stationary stochastic process must satisfy various requirements to make it a realistic model for a phenomenon in the real world. Some of these requirements are quantitative, such as agreement of distribution or moments. Other, more qualitative requirements deal with the general behavior of the process. Two such requirements are non-singularity and asymptotic independence. Each will be discussed from a variety of points of view, and given precise definition in a succession of progressively stronger forms.
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Bloomfield, Peter. "Non-singularity and asymptotic independence." Journal of Applied Probability 23, A (1986): 9–21. http://dx.doi.org/10.1017/s0021900200116948.

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A stationary stochastic process must satisfy various requirements to make it a realistic model for a phenomenon in the real world. Some of these requirements are quantitative, such as agreement of distribution or moments. Other, more qualitative requirements deal with the general behavior of the process. Two such requirements are non-singularity and asymptotic independence. Each will be discussed from a variety of points of view, and given precise definition in a succession of progressively stronger forms.
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Loh, Po-Ling. "Book Review: High-dimensional statistics: A non-asymptotic viewpoint." Bulletin of the American Mathematical Society 57, no. 3 (2020): 509–14. http://dx.doi.org/10.1090/bull/1692.

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Carlstein, E. "Degenerate U-Statistics Based on Non-Independent Observations." Calcutta Statistical Association Bulletin 37, no. 1-2 (1988): 55–66. http://dx.doi.org/10.1177/0008068319880106.

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Many important statistics are actually degenerate U-statistics; examples include the χ2 goodness-of-fit statistic, the generalized Cramer-von Mises goodness-of-fit statistics, Hoeffding's nonparametric measure of bivariate dependence, the sample variance, ahd the cross-product statistic. Although these statistics were originally proposed for iid data, they remain intuitively reasonable and useful even when the underlying data contain serial dependence. The presence of such dependence alters the limiting distributions for these statistics, and this in turn should be reflected in any concomitant
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Marteau, Clément, and Theofanis Sapatinas. "A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection." Statistics Surveys 9 (2015): 253–97. http://dx.doi.org/10.1214/15-ss112.

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Klopp, Olga, and Marianna Pensky. "Non-asymptotic approach to varying coefficient model." Electronic Journal of Statistics 7 (2013): 454–79. http://dx.doi.org/10.1214/13-ejs778.

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Hwang, S. Y., and Tae Yoon Kim. "Non-stationary quasi-likelihood and asymptotic optimality." Journal of the Korean Statistical Society 43, no. 3 (2014): 475–82. http://dx.doi.org/10.1016/j.jkss.2014.02.004.

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Kunitomo, Naoto. "Approximate Distributions and Power of Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations." Econometric Theory 4, no. 2 (1988): 248–74. http://dx.doi.org/10.1017/s0266466600012056.

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We derive asymptotic expansions of the distributions of test statistics for over-identifying restrictions in a system of simultaneous equations under the null and the non-null hypotheses. We investigate the effects of the normality assumption for disturbances on the test statistics based on their asymptotic expansions. We also study the power functions of test statistics based on their asymptotic expansions. After modifying their critical regions to the same significance level, the power function of Basmann's statistic is larger than that of the likelihood ratio test when the variance of distu
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Xia, Dong. "Non-asymptotic bounds for percentiles of independent non-identical random variables." Statistics & Probability Letters 152 (September 2019): 111–20. http://dx.doi.org/10.1016/j.spl.2019.04.018.

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Dissertations / Theses on the topic "Non-asymptotic statistics"

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Stattin, Oskar. "Large scale inference under sparse and weak alternatives: non-asymptotic phase diagram for CsCsHM statistics." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-209963.

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High-throughput measurement technology allows to generate and store huge amounts of features, of which very few can be useful for any one single problem at hand. Examples include genomics, proteomics and astronomy, where massive multiple testing often needs to be per- formed, expecting a few significant effects and essentially a null back- ground. A number of new test procedures have been developed for detecting these, so-called sparse and weak effects, in large scale statistical inference. The most widely used is Higher Criticism, HC (see e.g. Donoho and Jin (2004)). A new class of goodness-o
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Ni, Ying. "Perturbed Renewal Equations with Non-Polynomial Perturbations." Licentiate thesis, Mälardalen University, School of Education, Culture and Communication, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9354.

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<p>This thesis deals with a model of nonlinearly perturbed continuous-time renewal equation with nonpolynomial perturbations. The characteristics, namely the defect and moments, of the distribution function generating the renewal equation are assumed to have expansions with respect to a non-polynomial asymptotic scale: $\{\varphi_{\nn} (\varepsilon) =\varepsilon^{\nn \cdot \w}, \nn \in \mathbf{N}_0^k\}$  as $\varepsilon \to 0$, where $\mathbf{N}_0$ is the set of non-negative integers, $\mathbf{N}_0^k \equiv \mathbf{N}_0 \times \cdots \times \mathbf{N}_0, 1\leq k <\infty$ with the product being
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Vernet, Elodie Edith. "Modèles de mélange et de Markov caché non-paramétriques : propriétés asymptotiques de la loi a posteriori et efficacité." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLS418/document.

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Les modèles latents sont très utilisés en pratique, comme en génomique, économétrie, reconnaissance de parole... Comme la modélisation paramétrique des densités d’émission, c’est-à-dire les lois d’une observation sachant l’état latent, peut conduire à de mauvais résultats en pratique, un récent intérêt pour les modèles latents non paramétriques est apparu dans les applications. Or ces modèles ont peu été étudiés en théorie. Dans cette thèse je me suis intéressée aux propriétés asymptotiques des estimateurs (dans le cas fréquentiste) et de la loi a posteriori (dans le cadre Bayésien) dans deux
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Rydén, Patrik. "Estimation of the reliability of systems described by the Daniels Load-Sharing Model." Licentiate thesis, Umeå universitet, Matematisk statistik, 1999. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-46724.

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We consider the problem of estimating the failure stresses of bundles (i.e. the tensile forces that destroy the bundles), constructed of several statisti-cally similar fibres, given a particular kind of censored data. Each bundle consists of several fibres which have their own independent identically dis-tributed failure stresses, and where the force applied on a bundle at any moment is distributed equally between the unbroken fibres in the bundle. A bundle with these properties is an example of an equal load-sharing sys-tem, often referred to as the Daniels failure model. The testing of sever
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McNeney, William Bradley. "Asymptotic efficiency in semiparametric models with non-i.i.d. data /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/9604.

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Schorgen, Antoine. "Valeurs extrêmes : covariables et cadre bivarié." Phd thesis, Université de Strasbourg, 2012. http://tel.archives-ouvertes.fr/tel-00814559.

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Cette thèse aborde deux sujets peu traités dans la littérature concernant le théorie des valeurs extrêmes : celui des observations en présence de covariables et celui des mesures de dépendance pour des paires d'observations. Dans la première partie de cette thèse, nous avons considéré le cas où la variable d'intérêt est observée simultanément avec une covariable, pouvant être fixe ou aléatoire. Dans ce contexte, l'indice de queue dépend de la covariable et nous avons proposé des estimateurs de ce paramètre dont nous avons étudié les propriétés asymptotiques. Leurs comportements à distance fini
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Ottobre, Michela. "Asymptotic analysis for Markovian models in non-equilibrium statistical mechanics." Thesis, Imperial College London, 2012. http://hdl.handle.net/10044/1/9797.

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This thesis is mainly concerned with the problem of exponential convergence to equilibrium for open classical systems. We consider a model of a small Hamiltonian system coupled to a heat reservoir, which is described by the Generalized Langevin Equation (GLE) and we focus on a class of Markovian approximations to the GLE. The generator of these Markovian dynamics is an hypoelliptic non-selfadjoint operator. We look at the problem of exponential convergence to equilibrium by using and comparing three different approaches: classic ergodic theory, hypocoercivity theory and semiclassical analysis
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Ben, elouefi Rim. "Inférence statistique dans le modèle de mélange à risques proportionnels." Thesis, Rennes, INSA, 2017. http://www.theses.fr/2017ISAR0011/document.

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Dans ce travail, nous nous intéressons à l'inférence statistique dans deux modèles semi-paramétrique et non-paramétrique stratifiés de durées de vie censurées. Nous proposons tout d'abord une statistique de test d'ajustement pour le modèle de régression stratifié à risques proportionnels. Nous établissons sa distribution asymptotique sous l'hypothèse nulle d'un ajustement correct du modèle aux données. Nous étudions les propriétés numériques de ce test (niveau, puissance sous différentes alternatives) au moyen de simulations. Nous proposons ensuite une procédure permettant de stratifier le mod
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Sart, Mathieu. "Estimation par tests." Phd thesis, Université Nice Sophia Antipolis, 2013. http://tel.archives-ouvertes.fr/tel-00931868.

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Cette thèse porte sur l'estimation de fonctions à l'aide de tests dans trois cadres statistiques différents. Nous commençons par étudier le problème de l'estimation des intensités de processus de Poisson avec covariables. Nous démontrons un théorème général de sélection de modèles et en déduisons des bornes de risque non-asymptotiques sous des hypothèses variées sur la fonction à estimer. Nous estimons ensuite la densité de transition d'une chaîne de Markov homogène et proposons pour cela deux procédures. La première, basée sur la sélection d'estimateurs constants par morceaux, permet d'établi
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Bussy, Simon. "Introduction of high-dimensional interpretable machine learning models and their applications." Thesis, Sorbonne université, 2019. http://www.theses.fr/2019SORUS488.

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Dans ce manuscrit sont introduites de nouvelles méthodes interprétables de machine learning dans un contexte de grande dimension. Différentes procédures sont alors proposées : d'abord le C-mix, un modèle de mélange de durées qui détecte automatiquement des sous-groupes suivant le risque d'apparition rapide de l'événement temporel étudié; puis la pénalité binarsity, une combinaison entre variation totale pondérée et contrainte linéaire par bloc qui s'applique sur l'encodage "one-hot'' de covariables continues ; et enfin la méthode binacox qui applique la pénalité précédente dans un modèle de Co
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Books on the topic "Non-asymptotic statistics"

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5.

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Franco-Belgian Meeting of Statisticians (5th 1984 Université d'Aix-Marseille Luminy). Asymptotic theory for non I.I.D. processes: Proceedings of the 5th Franco-Belgian Meeting of Statisticians, November 1984. Facultés universitaires Saint-Louis, 1986.

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Janssen, Arnold. Non-standard rank tests. Springer-Verlag, 1990.

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Cheng, Russell. Non-Standard Parametric Statistical Inference. Oxford University Press, 2017.

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High-Dimensional Statistics: A Non-Asymptotic Viewpoint. Cambridge University Press, 2019.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer, 2020.

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Distributions of Test Statistics: Exact and Asymptotic, Null and Non-Null, Methods-Comparisons-Research Frontiers. American Sciences Press, Inc., 1990.

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Asymptotic theory for non I.I.D. processes: Proceedings of the 5th Franco-Belgian Meeting of Statisticians, November 1984 (Publications des Facultes universitaires Saint-Louis). Facultes universitaires Saint-Louis, 1986.

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Mathai, A. M. Distributions of Test Statistics: Exact Asymptotic, Null and Non-Null, Methods-Comparisons-Research Frontiers (Math & Mngnt Sciences Ser. : Vol. 18). American Sciences Press, Inc., 1989.

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Jana Jurečková and Pranab Kumar Sen. Robust Statistical Procedures: Asymptotics and Interrelations. Wiley-Interscience, 1996.

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Book chapters on the topic "Non-asymptotic statistics"

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "Non-Asymptotic Bounds." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_1.

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Müller, Christine H. "Asymptotic Behaviour of One-Step-M-Estimators in Contaminated Non-Linear Models." In Asymptotic Statistics. Physica-Verlag HD, 1994. http://dx.doi.org/10.1007/978-3-642-57984-4_34.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "MANOVA Test Statistics." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_3.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "Power-Divergence Statistics." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_10.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "General Approach to Constructing Non-Asymptotic Bounds." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_11.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "Approximations for Statistics Based on Random Sample Sizes." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_9.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "Scale-Mixed Distributions." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_2.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "Linear and Quadratic Discriminant Functions." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_4.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "Cornish–Fisher Expansions." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_5.

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Fujikoshi, Yasunori, and Vladimir V. Ulyanov. "Likelihood Ratio Tests with Box-Type Moments." In Non-Asymptotic Analysis of Approximations for Multivariate Statistics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2616-5_6.

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Conference papers on the topic "Non-asymptotic statistics"

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Yassaee, Mohammad Hossein, Mohammad Reza Aref, and Amin Gohari. "Non-asymptotic output statistics of Random Binning and its applications." In 2013 IEEE International Symposium on Information Theory (ISIT). IEEE, 2013. http://dx.doi.org/10.1109/isit.2013.6620547.

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Zeng, Ye, Yanan Li, Yongqin Xie, and Shuangli Luo. "Asymptotic Regularity and Uniform Attractor for Non-autonomous Viscoelastic Equations with Memory." In 2017 International Conference on Applied Mathematics, Modelling and Statistics Application (AMMSA 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/ammsa-17.2017.70.

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Lim, Fabian, and Vladimir Marko Stojanovic. "Non-asymptotic analysis of compressed sensing random matrices: An U-statistics approach." In ICC 2012 - 2012 IEEE International Conference on Communications. IEEE, 2012. http://dx.doi.org/10.1109/icc.2012.6364237.

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Fedele, Francesco. "Rogue Waves in Oceanic Turbulence." In ASME 2008 27th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2008. http://dx.doi.org/10.1115/omae2008-57027.

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A stochastic model of wave groups is presented to explain the occurrence of exceptionally large waves, usually referred to as rogue waves. The model leads to the description of the non-Gaussian statistics of large waves in oceanic turbulence and to a new asymptotic distribution of their crest heights in a form that generalizes the Tayfun model. The new model explains the unusually large crests observed in flume experiments of narrowband waves. However, comparisons with realistic oceanic measurements gathered in the North Sea during an intense storm indicate that the generalized model do not ap
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Fort, G., and E. Moulines. "The Perturbed Prox-Preconditioned Spider Algorithm: Non-Asymptotic Convergence Bounds." In 2021 IEEE Statistical Signal Processing Workshop (SSP). IEEE, 2021. http://dx.doi.org/10.1109/ssp49050.2021.9513846.

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Larzabal, P., and H. Clergeot. "Non-asymptotic statistical behaviours of 'ML' methods for bearing estimation." In Proceedings of ICASSP '93. IEEE, 1993. http://dx.doi.org/10.1109/icassp.1993.319610.

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Anderson, Ross P., and Maurizio Porfiri. "Assessing Significance of Information Flow in High Dimensional Dynamical Systems With Few Data." In ASME 2014 Dynamic Systems and Control Conference. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/dscc2014-5865.

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Information-theoretical notions of causality provide a model-free approach to identification of the magnitude and direction of influence among sub-components of a stochastic dynamical system. In addition to detecting causal influences, any effective test should also report the level of statistical significance of the finding. Here, we focus on transfer entropy, which has recently been considered for causality detection in a variety of fields based on statistical significance tests that are valid only in the asymptotic regime, that is, with enormous amounts of data. In the interest of applicati
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Takbiri, Nazanin, Ke Li, Hossein Pishro-Nik, and Dennis L. Goeckel. "Statistical matching in the presence of anonymization and obfuscation: Non-asymptotic results in the discrete case." In 2018 52nd Annual Conference on Information Sciences and Systems (CISS). IEEE, 2018. http://dx.doi.org/10.1109/ciss.2018.8362250.

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Zhang, Xi, Jingqing Wang, and H. Vincent Poor. "Statistical QoS Provisioning Over Cell-Free M-MIMO-NOMA Based 5G+ Mobile Wireless Networks in the Non-Asymptotic Regime." In 2020 IEEE 21st International Workshop on Signal Processing Advances in Wireless Communications (SPAWC). IEEE, 2020. http://dx.doi.org/10.1109/spawc48557.2020.9154222.

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Reports on the topic "Non-asymptotic statistics"

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Lo, Gane Samb. How to use the functional empirical process for deriving asymptotic laws for functions of the sample. Arxiv, 2016. http://dx.doi.org/10.16929/hs/imhotep.2016.x.001.

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The functional empirical process is a very powerful tool for deriving asymptotic laws for almost any kind of statistics whenever we know how to express them into functions of the sample. Since this method seems to be applied more and more in the very recent future, this paper is intended to provide a complete but short description and justification of the method and to illustrate it with a non-trivial example using bivariate data. It may also serve for citation without repeating the arguments
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Fang, C., and P. R. Krishnaiah. On Asymptotic Distribution of the Test Statistic for the Mean of the Non-Isotropic Principal Component. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada158255.

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