Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 13 of 13
Full-Text Articles in Physical Sciences and Mathematics
On Tests Of Independence Among Multiplerandom Vectors Of Arbitrary Dimensions., Angshuman Roy Dr.
On Tests Of Independence Among Multiplerandom Vectors Of Arbitrary Dimensions., Angshuman Roy Dr.
Doctoral Theses
Measures of dependence among several random vectors and associated tests of independence play a major role in different statistical applications. Blind source separation or independent component analysis (see, e.g., Hyv¨arinen et al., 2001; Shen et al., 2009), feature selection and feature extraction (see, e.g., Li et al., 2012), detection of serial correlation in time series (see, e.g., Ghoudi et al., 2001) and finding the causal relationships among the variables (see, e.g., Chakraborty and Zhang, 2019) are some examples of their wide-spread applications. Tests of independence has vast applications in other areas of sciences as well. For instance, to characterize the …
Nonparametric Methods For Data In Infinite Dimensional Space., Anirvan Chakraborty Dr.
Nonparametric Methods For Data In Infinite Dimensional Space., Anirvan Chakraborty Dr.
Doctoral Theses
For univariate as well as finite dimensional multivariate data, there is an extensive literature on nonparametric statistical methods. One of the reasons for the popularity of nonparametric methods is that it is often difficult to justify the assumptions (e.g., Gaussian distribution of the data) made in the models used in parametric methods. Nonparametric procedures use more flexible models, which involve less assumptions. So, they are more robust against possible departures from the model assumptions, and are applicable to a wide variety of data. Nonparametric methods outperform their parametric competitors in many situations, where the assumptions required for the parametric methods …
On The Analysis Of Some Recursive Equations In Probability., Arunangshu Biswas Dr.
On The Analysis Of Some Recursive Equations In Probability., Arunangshu Biswas Dr.
Doctoral Theses
This thesis deals with recursive systems used in theoretical and applied probability. Recursive systems are stochastic processes {Xn}n≥1 where the Xn depends on the earlier Xn−1 and also on some increment process which is uncorrelated with the process Xn. The simplest example of a recursive system is the Random Walk, whose properties have been extensively studied. Mathematically a recursive system takes the form Xn = f(Xn−1, n), is the increment/ innovation procedure and f(·, ·) is a function on the product space of xn and n. We first consider a recursive system called Self-Normalized sums (SNS) corresponding to a sequence …
Some Nonparametric And Semiparametric Methods For Discriminant Analysis., Anil Kumar Ghosh Dr.
Some Nonparametric And Semiparametric Methods For Discriminant Analysis., Anil Kumar Ghosh Dr.
Doctoral Theses
Discriminant analysis (see e.g., Devijver and Kittler, 1982; Duda, Hart and Stork, 2000; Hastle, Tibahirani and Friedman, 2001) deals with the separation of different groups of obaervationa and allocation of a new oboervation to one of the previously delined grouga. In a J-class discriminant analysis problem, we usually hae a training sample of the form {(xk, ck) : k = 1,2,...,N}, where xk = (Ik1,Ik2,...J) is a d-dimensional measarement vector, and ca € {1,2,...,J} is its class label. On the basis of thia training sample, one aims to form a decision rule d(x) : Rd + (1,2,...,J} for clasifying the …
Some Issues On Time Varying Risk Premium In Arch-M Model., Samarjit Das Dr.
Some Issues On Time Varying Risk Premium In Arch-M Model., Samarjit Das Dr.
Doctoral Theses
Since the 1970's it has been observed in many economies that financial and macroeconomic variables like equity prices, treasury bill rates and exchange rates have become more and more volatile in nature. This may be due tumor flexible monetary policies pursued in these countries as well as due to their increasing exposure towards various international developments. Accordingly, economic agents are facing increasingly more and more risky environment. Re- searchers as well as professional economists in the area of capital and business finance have, therefore, been increasingly attracted in recent years towards studying the effect of risk and uncertainty on asset …
Slippage And Change Point Problem With Directional Data., Arnab Kumar Laha Dr.
Slippage And Change Point Problem With Directional Data., Arnab Kumar Laha Dr.
Doctoral Theses
In this thesis we develop statistical methods for dealing with two problems namely (1) THE SLIPPAGE PROBLEM and (2) THE CHANGE POINT PROB- LEM in the set-up of directional data. In this chapter, we provide an intro- duction to these problems and discuss the importance of the present work. The slippage problem is basically a problem to detect whether any unspecified observation in a given random sample comes from a distribution different from that for all the other remaining observations. This can also be viewed as a problem of outlier detection or that of spuriosity. This problem assumes great importance …
On Logistic And Some New Discrimination Rules:Charecterizations,Inference And Application., Supratik Roy Dr.
On Logistic And Some New Discrimination Rules:Charecterizations,Inference And Application., Supratik Roy Dr.
Doctoral Theses
Introduction and Summary Consider the problem of classification of an observation into one of two specified populations. Fisher's classification rale, just as several other rules commonly used in practice, depends only on the ratio of the individual densities fi(x), i = 1,2. This led Cox (1966),/27) to model the "posterior odds" by a simple function. Specifically,Cox's logistic discrimination (LGD) rule is then based on the statistic a + 'ßx. This has the advantage that individual densities f.(x) need not be known and we only need to estimate the parameters a and B.Another advantage, which is claimed , is that the …
Asymptotic Properties Of Posterior Distributions And Study Of Some Nonregular Cases., Subhashis Ghosal Dr.
Asymptotic Properties Of Posterior Distributions And Study Of Some Nonregular Cases., Subhashis Ghosal Dr.
Doctoral Theses
The asymptotic approach to statistical estimation is frequently adopted be cause of ita general applicability and relative simplicity. The modern study of asymptotic theory, initiated in Le Cam (1953), has undergone a vigorous devel- opment through the classic works of Le Cam, Hájek, Bahadur, Ibragimov and Has'minskii (Khas'minskii), Bickel, Pfanzagl, Millar and many other scholars; see Le Cam (1986), Le Cam and Yang (1990), Ibragimov and Has'minskii (1981) and the review article by Ghosh (1985) for an account of this development.Most of the results in asymptotic theory of estimation are obtained under the classical Cramér-Rao type regularity conditions or their …
On Image Information Measures And Object Extraction., Nikhil Ranjan Pal Dr.
On Image Information Measures And Object Extraction., Nikhil Ranjan Pal Dr.
Doctoral Theses
The field of image processing deals with the manipulation of data which are inherently two-dimensional in nature. techniques of image processing sten from two principal application The areas, namely, Improvement of pictorial information for human interpretation and processing of scene data for automatic machine perception. These areas together have experienced a vigorous growth in recent years because they have offered a number of important applications in solving scientific and engineering problems. In biological and medical sciences, we are interested in automatie analysis and interpretation of radiographs, cell images micrographs. In netallurgical, geological and and tissue environmental sciences, we are concerned …
Some Contributions To Directional Statistics: Characterixation And Asymptotics., Sumitra Purkayastha Dr.
Some Contributions To Directional Statistics: Characterixation And Asymptotics., Sumitra Purkayastha Dr.
Doctoral Theses
In many natural and physical sciences the obser- vations are in the form of directions in 2- or 3-dimensional Euclidean space or rotations of such a space. In the former case, it is tustomary to represent the observations by points on the unit ball in R2 or R3, or more.generally, Rp. In the latter case, the observations are represented by orthogonal matrices having determinant +1, or more generally, by nxp (ngp) matrices A satisfying AAt=In,i.e., by elements of Stiefel manifold. Examples .of observations on directions in 2-dimensional space include those on wind direction or on flight direction of birds, Similarly, …
Theory Of Equitable Quality Level And Errors- Areas Under The Operating Characteristic Curves Of Lot Acceptance Sampling Plans., M. T. Subramanya Dr.
Theory Of Equitable Quality Level And Errors- Areas Under The Operating Characteristic Curves Of Lot Acceptance Sampling Plans., M. T. Subramanya Dr.
Doctoral Theses
This monograph deals with the theory of Equitable Quality Level and error-areas under the operating characte- ristic curves of lot acceptance sampling plans. A brief sumnary of the contents is given in Sections 1.2b (pages 15-16) and 2.9 (pages 107-111). A fairly good idea of the topics considored in this monograph can be obtained from the detailod list of contents given in pagos iv- xi.Most of the results given in the monograph are new and have not been published anywhe re. They are based on author's own research work and are contained in his doctoral dissertation.Most of the work connected …
Distribution Theory Of Some Classification Statistics., S. John Dr.
Distribution Theory Of Some Classification Statistics., S. John Dr.
Doctoral Theses
This thesis eives the distri bution theory of four clae aifioation statistics. Sone parta of it were published a few years ago. The relevant publicationa are listed nt the end.What the author knows of related work by other authors is set out in the Introductions little material of this nature is given elsewhere in the theats. If a result is not explicitly credited to another author, it may be taken to nean that the author believes it to be hia worik.It will be noticed that three (U, R and 2) of the four statistics receive less a pace than the …
Some Results Concerning Asymptotic Distributions And Their Applications., J. Sethuraman Dr.
Some Results Concerning Asymptotic Distributions And Their Applications., J. Sethuraman Dr.
Doctoral Theses
This thesis is being submitted to the Indian statistical Institute in support of the author's application for the degree of doctor of philosophy. The thesis embodies research carried out by the author during the period 1958-1961 under the supervision of dr.R.R. Bahadur, Professor of statistics are the Indian Statistical Institute Calcutta.This thesis is concerned with development of a new method of establishing asymptotic distributions and the elaboration of some of its applications in several fields of statistics.The thesis consists of five chapters. Chapter I describes, in general terms, the various problems considered in the thesis. Chapter II Deals with the …