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- Asymptotic distribution (Probability theory) (1)
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Articles 1 - 5 of 5
Full-Text Articles in Probability
A Monte Carlo Analysis Of Hedonic Models Using Traditional And Spatial Approaches, Helen R. Neill, David M. Hassenzahl, Djeto D. Assane
A Monte Carlo Analysis Of Hedonic Models Using Traditional And Spatial Approaches, Helen R. Neill, David M. Hassenzahl, Djeto D. Assane
Public Policy and Leadership Faculty Research
Hedonic regression analysis of single family homes typically includes structural variables, locational variables and neighborhood quality characteristics. When nearby properties are related, Dubin (1988) reports that error terms are spatially autocorrelated. Estimation methods for these spatially autocorrelated error terms or hereafter, spatial approaches, include maximum likelihood estimation (MLE) and kriging techniques such as kriged maximum likelihood estimation (KMLE). Unfortunately these spatial methods require massive computer resources and are limited to significantly fewer observations than traditional ordinary least squares (OLS). This paper investigates the combination of spatial approaches and Monte Carlo analysis, a method that approximates large data sets. A question …
Transient Analysis And Applications Of Markov Reward Processes, Jeffrey A. Sipe
Transient Analysis And Applications Of Markov Reward Processes, Jeffrey A. Sipe
Theses and Dissertations
In this thesis, the problem of computing the cumulative distribution function (cdf) of the random time required for a system to first reach a specified reward threshold when the rate at which the reward accrues is controlled by a continuous time stochastic process is considered. This random time is a type of first passage time for the cumulative reward process. The major contribution of this work is a simplified, analytical expression for the Laplace-Stieltjes Transform of the cdf in one dimension rather than two. The result is obtained using two techniques: i) by converting an existing partial differential equation to …
Gaussian Mixture Reduction Of Tracking Multiple Maneuvering Targets In Clutter, Jason L. Williams
Gaussian Mixture Reduction Of Tracking Multiple Maneuvering Targets In Clutter, Jason L. Williams
Theses and Dissertations
The problem of tracking multiple maneuvering targets in clutter naturally leads to a Gaussian mixture representation of the Provability Density Function (PDF) of the target state vector. State-of-the-art Multiple Hypothesis Tracking (MHT) techniques maintain the mean, covariance and probability weight corresponding to each hypothesis, yet they rely on ad hoc merging and pruning rules to control the growth of hypotheses.
Impulse Control Of Stochastic Navier-Stokes Equations, J. L. Menaldi, S. S. Sritharan
Impulse Control Of Stochastic Navier-Stokes Equations, J. L. Menaldi, S. S. Sritharan
Mathematics Faculty Research Publications
In this paper we study stopping time and impulse control problems for stochastic Navier-Stokes equation. Exploiting a local monotonicity property of the nonlinearity, we establish existence and uniqueness of strong solutions in two dimensions which gives a Markov-Feller process. The variational inequality associated with the stopping time problem and the quasi-variational inequality associated with the impulse control problem are resolved in a weak sense, using semigroup approach with a convergence uniform over path.
Estimation Of Cumulative Incidence Functions In Competing Risks Studies Under An Order Restriction, Hammou El Barmi, Subhash C. Kochar, Hari Mukerjee, Francisco J. Samaniego
Estimation Of Cumulative Incidence Functions In Competing Risks Studies Under An Order Restriction, Hammou El Barmi, Subhash C. Kochar, Hari Mukerjee, Francisco J. Samaniego
Mathematics and Statistics Faculty Publications and Presentations
In the competing risks problem an important role is played by the cumulative incidence function (CIF), whose value at time t is the probability of failure by time t for a particular type of failure in the presence of other risks. Its estimation and asymptotic distribution theory have been studied by many. In some cases there are reasons to believe that the CIFs due to two types of failure are order restricted. Several procedures have appeared in the literature for testing for such orders. In this paper we initiate the study of estimation of two CIFs subject to a type …