Sökning: "Empirical Null Distribution"

Hittade 2 uppsatser innehållade orden Empirical Null Distribution.

1. 1. Higher Criticism Testing for Signal Detection in Rare And Weak Models

   Master-uppsats, KTH/Matematisk statistik

   Författare :Niclas Blomberg; [2012]
   Nyckelord :;

   Sammanfattning : examples - we need models for selecting a small subset of useful features from high-dimensional data, where the useful features are both rare and weak, this being crucial for e.g. supervised classfication of sparse high- dimensional data. A preceding step is to detect the presence of useful features, signal detection. LÄS MER

3. 2. Likelihood ratio tests of separable or double separable covariance structure, and the empirical null distribution

   Master-uppsats, Matematiska institutionen

   Författare :Anneli Gottfridsson; [2011]
   Nyckelord :Empirical Null Distribution; Flip-flop Algorithm; Kronecker Product; Likelihood Ratio Test; Matrix Normal Distribution; Maximum Likelihood Estimator; Multilinear Normal Distribution; Separable Covariance Structure; Statistics.;

   Sammanfattning : The focus in this thesis is on the calculations of an empirical null distributionfor likelihood ratio tests testing either separable or double separable covariancematrix structures versus an unstructured covariance matrix. These calculationshave been performed for various dimensions and sample sizes, and are comparedwith the asymptotic χ2-distribution that is commonly used as an approximative distribution. LÄS MER