Search

Your search keyword '"Ludger Rüschendorf"' showing total 258 results
Start Over Author "Ludger Rüschendorf"

Refine your results

more »

more »

more »
258 results on '"Ludger Rüschendorf"'

253. Estimation in the Presence of Nuisance Parameters

Author

Ludger Rüschendorf

Subjects
symbols.namesake, Minimum-variance unbiased estimator, Econometrics, symbols, Estimator, Markov process, Unbiased Estimation, Completeness (statistics), Nuisance, Sufficient statistic, Mathematics
Abstract

We consider MVUE and median unbiased estimation in the presence of nuisance parameters. For several different situations sufficient assumptions are formulated guaranteeing that conditionality and marginalization principles lead to optimal estimators. We also discuss some related questions such as the maximality of ancillary statistics, completeness in markovian models, and a generalization of the independence of complete sufficient statistics and ancillary statistics due to Basu.

Published
1987
Full Text
View/download PDF

254. Ordering of Distributions and Rearrangement of Functions

Author

Ludger Rüschendorf

Subjects
Statistics and Probability, Convex analysis, convex functions, 60B99, Stochastic semiorder, rearrangement, diffusion, Proper convex function, Subderivative, Combinatorics, Convex optimization, Convex combination, Statistics, Probability and Uncertainty, Convex conjugate, Convex function, 62H99, Mathematics, Probability measure
Abstract

Some characterizations of semiorders defined on the set of all probability measures on $R^n$ by the set of Schur-convex functions and by some subsets of all convex functions are proved. A connection of these results to the theorem of Hardy, Littlewood and Polya on the rearrangement of functions is discussed. Furthermore, by means of the results on the ordering of probability measures a generalization of a theorem on doubly stochastic linear operators due to Ryff is proved.

Published
1981
Full Text
View/download PDF

255. Hypotheses Generating Groups for Testing Multivariate Symmetry

Author

Ludger Rüschendorf

Subjects
Statistics and Probability, Discrete mathematics, Distribution free, Multivariate statistics, Pure mathematics, Class (set theory), Hypotheses generating groups, Multivariate test, bounded completeness, 62H15, Rosenblatt's transformation, multivariate symmetry, Statistics, Probability and Uncertainty, Symmetry (geometry), ranks, 62A05, 62G10, Mathematics
Abstract

Hypotheses generating groups are constructed for the class of multivariate symmetric distributions and for the corresponding multisample problems. Defining ranks as maximal invariants under these groups we get distribution free procedures. Applications to further multivariate test problems are indicated.

Published
1976
Full Text
View/download PDF

256. Nichtlokale Theorie, Grosse Abweichungen

Author

Ludger Rüschendorf

Abstract

Wir hatten schon gesehen, das vernunftige Schatzfolgen (Tn) asymptotisch konsistent sind, d. h. das αn (θ): = Pn, θ {|Tn- θ| > e} → o, ∀e > o. In der nichtlokalen Schatztheorie vergleicht man Schatzfolgen (Tn), (Sn) durch die Konvergenzgeschwindigkeit von αn(θ), die in den Standardmodellen exponentiell ist. Im Gegensatz hierzu wird in der in Kapitel IV behandelten lokalen Schatztheorie typischerweise ein Grenzwert-Satz der Form \(sqrt n (T_n - \theta )\mathop \to \limits^D Q_\theta\) bewiesen und es werden dann zwei Schatzfolgen durch ein Mas der Konzentration der Limesverteilung um o verglichen. In diesem Fall untersucht man also Wahrscheinlichkeiten der Form Pn,θ{|Tn-θ| > \(frac{\varepsilon }{{\sqrt n }}\)}. Es lassen sich noch weitere Varianten solcher Vergleiche finden, die auf Abweichungen der Form e/nα basieren (grose Abweichungen, sehr grose Abweichungen, moderate Abweichungen, etc.).

Published
1988
Full Text
View/download PDF

257. Mass Transportation Problems : Applications

Author

Svetlozar T. Rachev, Ludger Rüschendorf, Svetlozar T. Rachev, and Ludger Rüschendorf

Subjects
Transportation problems (Programming)
Abstract

This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems, and their various extensions. They discuss a variety of different approaches towards solutions of these problems and exploit the rich interrelations to several mathematical sciences--from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications to the mass transportation and mass transshipment problems to topics in applied probability, theory of moments and distributions with given marginals, queucing theory, risk theory of probability metrics and its applications to various fields, amoung them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations, stochastic algorithms and rounding problems. The book will be useful to graduate students and researchers in the fields of theoretical and applied probabilitry, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis.

Published
1998

258. Mass Transportation Problems : Volume 1: Theory

Author

Svetlozar T. Rachev, Ludger Rüschendorf, Svetlozar T. Rachev, and Ludger Rüschendorf

Subjects
Transportation problems (Programming)
Abstract

The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.

Published
1998

Catalog

Books, media, physical & digital resources
See catalog results