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Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector
James-Stein estimator Fisher-von Mises distributio
2015/8/20
Since Stein’s original proposal in 1962, a series of papers have constructed confidence regions of smaller volume than the standard spheres for the mean vector of
a multivariate normal distribu...
Full Bayesian Significance Test Applied to Multivariate Normal Structure Models
Full Bayesian Significance Test Multivariate Normal Structure Models
2009/9/17
Full Bayesian Significance Test Applied to Multivariate Normal Structure Models。
Multivariate normal approximation using exchangeable pairs
Stein's method exchangeable pairs normal approximation random matrices
2009/6/12
The aim of this article is to fill this void.We present three abstract normal approximation theorems using exchangeable pairs in multivariate contexts,one for situations in which the underlying symmet...