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作者：Walther, Guenther
作者单位：Stanford University
摘要：We consider the detection of multivariate spatial clusters in the Bernoulli model with N locations, where the design distribution has weakly dependent marginals. The locations are scanned with a rectangular window with sides parallel to the axes and with varying sizes and aspect ratios. Multivariate scan statistics pose a statistical. problem due to the multiple testing over many scan windows, as well as a computational problem because statistics have to be evaluated on many windows. This pape...
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作者：Jiang, Ci-Ren; Wang, Jane-Ling
作者单位：University of California System; University of California Davis
摘要：Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal of this paper to develop two methods that do. In the first approach, both the mean and covariance functions depend on the covariate Z and time scale t while in the second approach only the mean function depends on the covariate Z. Both new approaches accommod...
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作者：Ferrari, Davide; Yang, Yuhong
作者单位：Universita di Modena e Reggio Emilia; University of Minnesota System; University of Minnesota Twin Cities
摘要：In this paper, the maximum L-q-likelihood estimator (MLqE), a new parameter estimator based on nonextensive entropy [Kibernetika 3 (1967) 30-35] is introduced. The properties of the MLqE are studied via asymptotic analysis and computer simulations. The behavior of the MLqE is characterized by the degree of distortion q applied to the assumed model. When q is properly chosen for small and moderate sample sizes, the MLqE can successfully trade bias for precision, resulting in a substantial reduc...
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作者：Verzelen, Nicolas; Villers, Fanny
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite Paris Saclay; Universite Paris Saclay; INRAE
摘要：Let (Y, (X-i)(1 <= i <= p)) be a real zero mean Gaussian vector and V be a subset of {1,..., p}. Suppose we are given n i.i.d. replications of this vector. We propose anew test for testing that Y is independent of (X-i)(i is an element of{1,...,p}\V) conditionally to (X-i)(i is an element of V) against the general alternative that it is not. This procedure does not depend on any prior information on the covariance of X or the variance of Y and applies in a high-dimensional setting. It straight...
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作者：Kuelbs, Jim; Vidyashankar, Anand N.
作者单位：University of Wisconsin System; University of Wisconsin Madison; Cornell University
摘要：In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve situations in which (i) the number of parameters increase with the sample size (that is, allowed to be random) and (ii) there is a possibility of missing data. Under a variety of tail conditions on the components of the data, we provide precise conditions for th...
