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 ...

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 first volume of this work, reviewed by Prof. R. A. Fisher in Nature of October 16, 1943, covered the subjects of frequency distributions and their properties ; theories of probability and sampling ...

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 ...

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 ...

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 ...

This course is available on the Erasmus Reciprocal Programme of Study and Exchange Programme for Students from University of California, Berkeley. This course is freely available as an outside option ...