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作者：Clarke, Sandy; Hall, Peter
作者单位：University of Melbourne
摘要：An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without resorting to very conservative procedures. In this paper we show that, in the context of contemporary multiple testing problems, where the number of tests is often very large, the difficulties caused by dependence are less serious than in classical cases. This is...
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作者：Koul, Hira L.; Song, Weixing
作者单位：Michigan State University; Kansas State University
摘要：Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on minimized integrated square distances between nonparametric regression function estimator and the parametric model being fitted. We prove asymptotic normality of these test statistics under the null hypothesis and that of the corresponding minimum distance estimators under minimal conditions on the model being fitted....
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作者：Massam, Helene; Liu, Jinnan; Dobra, Adrian
作者单位：York University - Canada; University of Washington; University of Washington Seattle
摘要：In Bayesian analysis of multi-way contingency tables, the selection of a prior distribution for either the log-linear parameters or the cell probabilities parameters is a major challenge. In this paper, we define a flexible family of conjugate priors for the wide class of discrete hierarchical log-linear models, which includes the class of graphical models. These priors are defined as the Diaconis-Ylvisaker conjugate priors on the log-linear parameters subject to baseline constraints under mul...
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作者：Marchetti, Giovanni M.; Wermuth, Nanny
作者单位：University of Florence; Chalmers University of Technology
摘要：For a directed acyclic graph, there are two known criteria to decide whether any specific conditional independence statement is implied for all distributions factorized according to the given graph. Both criteria are based on special types of path in graphs. They are called separation criteria because independence holds whenever the conditioning set is a separating set in a graph theoretical sense. We introduce and discuss an alternative approach using binary matrix representations of graphs i...
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作者：Wang, Huixia Judy; Zhu, Zhongyi; Zhou, Jianhui
作者单位：North Carolina State University; University of Virginia; Fudan University
摘要：Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying coefficients. The functional coefficients are estimated by basis function approximations. The estimation procedure is easy to implement, and it requires no specification of the error distributions. The asymptotic properties of the proposed estimators are established for...
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作者：Yajima, Yoshihiro; Matsuda, Yasumasa
作者单位：University of Tokyo; Tohoku University
摘要：We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting distributions of these test statistics under null hypotheses are always normal distributions, and they can be implemented easily for practical use. If null hypotheses are false, as the sample size goes to infinity, they diverge to infinity and consequently are consiste...
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作者：Davies, P. L.; Kovac, A.; Meise, M.
作者单位：University of Duisburg Essen; University of Bristol; Eindhoven University of Technology
摘要：In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and nonasymptotic confidence region A(n) which is defined by a set of linear in-equalities involving the values of the functions at the design points. Interest will typically center on certain simplest functions in A(n) where simplicity can be defined in terms of shape (number of local extremes, intervals of convexity/concavity) or smoothness (bounds on ...
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作者：Johannes, Jan
作者单位：Ruprecht Karls University Heidelberg
摘要：We consider the problem of estimating a density f(X) using a sample Y-l,....Y-n from f(Y) = f(X) star f(is an element of), where f(is an element of) is an unknown density. We assume that all additional sample is an element of(l),...,is an element of(m) from f(is an element of) is observed. Estimators of f(X) and its derivatives are constructed by using nonparametric estimators of f(X) and f(is an element of) and by applying a spectral cut-off in the Fourier domain. We derive the rate of conver...
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作者：Zhang, Tong
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：We derive sharp performance bounds for least squares regression With L-1 regularization front parameter estimation accuracy and feature selection quality perspectives. The main result proved for L-1 regularization extends it similar result in [Ann. Statist. 35 (2007) 2313-2351] for the Dantzig selector. It gives an affirmative answer to an open question in [Ann. Statist. 35 (2007) 2358-2364]. Moreover, the result leads to an extended view of feature selection that allows less restrictive condi...
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作者：Dudley, R. M.; Sidenk, Sergiy; Wang, Zuoqin
作者单位：Massachusetts Institute of Technology (MIT); Johns Hopkins University
摘要：The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector mu and scatter matrix Sigma of an elliptically symmetric t distribution off R-d with degrees of freedom nu > 1 extends to an M-functional defined off all probability distributions P in a weakly open, weakly dense domain U. Here U consists of P Putting not too much mass in hyperplanes of dimension < d, as shown for em...
