Estimation by Stable Motions and its Applications

• Autorzy: Das Anirban , Denker Manfred , Levina Anna , Tabacu Lucia

Identyfikatory

DOI

10.37190/0208-4147.00091

• Języki publikacji: EN

Abstrakty

EN

We propose a family of confidence intervals for nonparametric moment estimators if the observations have large or infinite variances. The theoretical underpinnings which guarantee the soundness of the method are demonstrated. Extensive numerical simulations show its superiority over bootstrap and normal approximation and its wide applicability. Finally, a confidence interval to estimate the coupling strength in neuronal networks is proposed.

Słowa kluczowe

EN

stochastic integral; stable motion; moment estimator; U-statistics; neural avalanches

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2023
• Tom: Vol. 43, Fasc. 1
• Strony: 23--39
• Opis fizyczny: Bibliogr. 27 poz.

Twórcy

autor

Das Anirban

• Department of Mathematics The Pennsylvania State University University Park, State College, PA 16802, USA

autor

Denker Manfred

• University of Göttingen Institut für Mathematische Stochastik Goldschmidtstr. 7 37077 Göttingen, Germany

autor

Levina Anna

• Computer Science Department University of Tübingen Maria-von-Linden 6 72076 Tübingen, Germany

autor

Tabacu Lucia

• Department of Mathematics and Statistics Old Dominion University Engineering and Computational Sciences Building, Norfolk, VA 23529, USA

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).