-
作者：Palma, Wilfredo; Olea, Ricardo
作者单位：Pontificia Universidad Catolica de Chile
摘要：This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying parametric formulation of these models is introduced and a Whittle likelihood technique is proposed for estimating the parameters involved. Large sample properties of these Whittle estimates such as consistency, normality and efficiency are established in this work. ...
-
作者：Huang, Yijian
作者单位：Emory University; Rollins School Public Health
摘要：Quantile regression has been advocated in survival analysis to assess evolving covariate effects. However, challenges arise when the censoring time is not always observed and may he covariate-dependent, particularly in the presence of continuously-distributed covariates. In spite of several recent advances, existing methods either involve algorithmic complications or impose a probability grid. The former leads to difficulties in the implementation and asymptotics, whereas the latter introduces...
-
作者：Biau, Gerard; Cadre, Benoit; Rouviere, Laurent
作者单位：Sorbonne Universite; Sorbonne Universite; Universite Paris Cite; Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
摘要：Collaborative recommendation is an information-filtering technique that attempts to present information items that are likely of interest to an Internet user. Traditionally, collaborative systems deal with situations with two types of variables, users and items. In its most common form, the problem is framed as trying to estimate ratings for items that have not yet been consumed by a user. Despite wide-ranging literature, little is known about the statistical properties of recommendation syste...
-
作者：Liu, Weidong; Shao, Qi-Man
作者单位：Hong Kong University of Science & Technology
摘要：In this paper, Cramer-type moderate deviations for the maximum of the periodogram and its studentized version are derived. The results are then applied to a simultaneous testing problem in gene expression time series. It is shown that the level of the simultaneous tests is accurate provided that the number of genes C and the sample size n satisfy G = exp(o(n(1/3))).
-
作者：Anderes, Ethan
作者单位：University of California System; University of California Davis
摘要：We present fixed domain asymptotic results that establish consistent estimates of the variance and scale parameters for a Gaussian random field with a geometric anisotropic Matern autocovariance in dimension d > 4. When d < 4 this is impossible due to the mutual absolute continuity of Matern Gaussian random fields with different scale and variance (see Zhang [J. Amer. Statist. Assoc. 99 (2004) 250-261]). Informally, when d > 4, we show that one can estimate the coefficient on the principle irr...
-
作者：Jensen, Jens Ledet
作者单位：Aarhus University
-
作者：Goeman, Jelle J.; Solari, Aldo
作者单位：Leiden University; Leiden University Medical Center (LUMC); Leiden University - Excl LUMC; University of Padua
摘要：Closed testing and partitioning are recognized as fundamental principles of familywise error control. In this paper, we argue that sequential rejection can be considered equally fundamental as a general principle of multiple testing. We present a general sequentially rejective multiple testing procedure and show that many well-known familywise error controlling methods can be constructed as special cases of this procedure, among which are the procedures of Holm, Shaffer and Hochberg, parallel ...
-
作者：Zhu, Hongjian; Hu, Feifang
作者单位：University of Virginia
摘要：Clinical trials are complex and usually involve multiple objectives such as controlling type I error rate, increasing power to detect treatment difference, assigning more patients to better treatment, and more. In literature, both response-adaptive randomization (RAR) procedures (by changing randomization procedure sequentially) and sequential monitoring (by changing analysis procedure sequentially) have been proposed to achieve these objectives to some degree. In this paper, we propose to seq...
-
作者：Vimond, Myriam
作者单位：Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
摘要：In this paper, we observe a fixed number of unknown 2 pi-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name shape invariant model. While the common shape is unknown, we introduce an asymptotically efficient estimator of the unite-dimensional parameter (phases and amplitude) using the profile likelihood and the Fourier basis. Moreover, this estimation method leads to a consistent and asymptotically linear est...
-
作者：Hall, Peter; Pham, Tung
作者单位：University of Melbourne
摘要：We show that scale-adjusted versions of the centroid-based classifier enjoys optimal properties when used to discriminate between two very high-dimensional populations where the principal differences are in location. The scale adjustment removes the tendency of scale differences to confound differences in means. Certain other distance-based methods, for example, those founded on nearest-neighbor distance, do not have optimal performance in the sense that we propose. Our results permit varying ...
