We propose a nonparametric estimation theory for the occupation density, the drift vector, and the diffusion matrix of multivariate diffusion processes. The estimators are sample analogues to ...

Starting with the general linear model Y = Xβ+ε where $E(\boldsymbol{\epsilon}\boldsymbol{\epsilon}^{\prime})=\theta _{1}\mathbf{\mathit{V}}_{1}+\ldots.+\theta _{p ...

Statistical testing and lower bounds in distributed estimation constitute a rapidly evolving area that addresses both the design of robust tests for assessing data properties across networked systems ...

The identities or bounds that relate information measures (e.g., the entropy and mutual information) and estimation measures (e.g., the minimum means square error ...

The tenth edition of the Small Area Estimation (SAE) Conference was held in Maastricht from 17 to 19 August, 2016 and was jointly organised by Statistics Netherlands (CBS) and Maastricht University ...

THE current mathemetical theories concerned with the estimation of one or more unknown parameters in a frequency distribution have been the occasion of much controversy, and the absence of a ...

This course is compulsory on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science, BSc in Finance, BSc in Financial Mathematics and Statistics, BSc in ...

This course cannot be taken with ST102 Elementary Statistical Theory, ST107 Quantitative Methods (Statistics) or ST108 Statistical Methods for the Social Sciences. The course provides a precise and ...