ECONOMICS OF MALWARE: SECURITY DECISIONS, INCENTIVES AND EXTERNALITIES (2009)
English Or. English, Johannes M. Bauer, Johannes M. Bauer, Tithi Chattopadhyay, ...
to make available to a wider readership selected studies prepared by staff in the Directorate or by outside consultants working on OECD projects. The papers included in the series cover a broad range...
Tuning parameter selection for penalized likelihood estimation of inverse covariance matrix (2009)
Gao, Xin, Pu, Daniel Q., Wu, Yuehua, Xu, Hong
In a Gaussian graphical model, the conditional independence between two variables are characterized by the corresponding zero entries in the inverse covariance matrix. Maximum likelihood method using...
This document considers a linear regression model, where (x sub i) is a sequence of experimental points, i. e., known p-vectors, (e sub i) is a sequence of independent random errors, with med(e sub...
This document considers the linear regression model y sub i = x sub i B + e sub i, i = 1, 2, ..., where (x sub i) - is a sequence of known p-vectors, Beta = (Beta Sub 1, ..., Beta Sub p) is an...
Strong Law for Mixing Sequence. (1998)
This document presents some theorems on the strong law for the mixing sequence which is not necessarily stationary, and the mixing coefficient involving only a pair of variables in the sequence....
Discrimination Analysis when the Variates are Grouped and Observed in Sequential Order, (1998)
Suppose that measurements x sub i = (x sub i sub 1, ...,X sub i sub j sub i), i = 1,...,k, can be taken on a unit sequentially in that order at the prescribed costs Ci, i = 1,...,k. The unit comes...
Asymptotic theory of minimum L1-norm estimates and M-estimates in linear models / (1989)
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A strongly consistent procedure for model selection in a regression problem (1989)
We consider the multiple regression model Yn= Xnβ+ En, where Yn and En are n-vector random variables, Xn is an n�m matrix and β is an m-vector of unknown regression parameters. Each component of...
Bai, Zhidong, Rao, Calyampudi R., Wu, Yuehua, Zen, Mei-Mei, Zhao, Lincheng
The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated...
Bai, Zhidong, Rao, Calyampudi R., Wu, Yuehua, Zen, Mei-Mei, Zhao, Lincheng
The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated...
Beta Approximation to the Distribution of Kolmogorov-Smirnov Statistic
Kolmogorov-Smirnov statistic, beta distribution, approximation, skewness, kurtosis, p-value,
Asymptotic Normality of the Recursive M-estimators of the Scale Parameters
Baiqi Miao, Yuehua Wu, Donghai Liu, Qian Tong
M-estimation, Multivariate linear regression model, Recursive algorithm, Robust estimation, Scatter parameter, Diffusion process, Strong consistency, Asymptotic normality,
Strong convergence rate of estimators of change point and its application
Shi, Xiaoping, Wu, Yuehua, Miao, Baiqi
Let {Xn,n[greater-or-equal, slanted]1} be an independent sequence with a mean shift. We consider the cumulative sum (CUSUM) estimator of a change point. It is shown that, when the rth moment of Xn is...
A Procedure for Estimating the Number of Clusters in Logistic Regression Clustering
Guoqi Qian, Yuehua Wu, Qing Shao
Asymptotics, Logistic regression clustering, Model selection, Penalty,
A note on the convergence rate of the kernel density estimator of the mode
Shi, Xiaoping, Wu, Yuehua, Miao, Baiqi
In this paper, the mode estimator based on the Parzen-Rosenblatt kernel estimator is considered [Parzen, E., 1962. On estimating probability density function and mode. The Annals of Mathematical...