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The problem of filtering of finite–alphabet stationary ergodic time series is considered. A method for constructing a confidence set for the (unknown) signal is proposed.
The problem of filtering of finite--alphabet stationary ergodic time series is considered. A method for constructing a confidence set for the (unknown) signal is proposed, such that the resulting set ...
ASYMPTOTIC THEORIES FOR THE ROBUST PP ESTIMATORS OF THE PRINCIPAL COMPONENTS AND DISPERSION MATRIX Ⅲ.BOOTSTRAP CONFIDENCE SETS,BOOTSTRAP TESTS
Bootstrap confidence sets eigenvalues an
2007/8/7
In this paper the bootstrap theories, which are based on the author's former paper, of M-typ eprincipal components and dispersion matrices and M-type PP tests for multivariate locationand scale are ob...