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作者：Moulines, E.; Roueff, F.; Taqqu, M. S.
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris; Boston University
摘要：We consider a time series X = (X-k, k is an element of Z) with memory parameter d(0) is an element of R. This time series is either stationary or can be made stationary after differencing a finite number of times. We study the local Whittle wavelet estimator of the memory parameter d(0). This is a wavelet-based semiparametric pseudo-likelihood maximum method estimator. The estimator may depend on a given finite range of scales or on a range which becomes infinite with the sample size. We show ...
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作者：Zou, Hui; Li, Runze
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
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作者：Garcia-Escudero, Luis A.; Gordaliza, Alfonso; Matran, Carlos; Mayo-Iscar, Agustin
作者单位：Universidad de Valladolid
摘要：We introduce a new method for performing clustering with the aim of fitting clusters with different scatters and weights. It is designed by allowing to handle a proportion alpha of contaminating data to guarantee the robustness of the method. As a characteristic feature, restrictions on the ratio between the maximum and the minimum eigenvalues of the groups scatter matrices are introduced. This makes the problem to be well defined and guarantees the consistency of the sample solutions to the p...
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作者：Moustakides, George V.
作者单位：University of Patras
摘要：In sequential change detection, existing performance measures differ significantly in the way they treat the time of change. By modeling this quantity as a random time, we introduce a general framework capable of capturing and better understanding most well-known criteria and also propose new ones. For a specific new criterion that constitutes an extension to Lorden's performance measure, we offer the optimum structure for detecting a change in the constant drift of a Brownian motion and a for...
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作者：von Luxburg, Ulrike; Belkin, Mikhail; Bousquet, Olivier
作者单位：Max Planck Society; University System of Ohio; Ohio State University
摘要：Consistency is a key property of all statistical procedures analyzing randomly sampled data. Surprisingly, despite decades of work, little is known about consistency of most clustering algorithms. In this paper we investigate consistency of the popular family of spectral clustering algorithms, which clusters the data with the help of eigenvectors of graph Laplacian matrices. We develop new methods to establish that, for increasing sample size, those eigenvectors converge to the eigenvectors of...
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作者：Chan, Ngai Hang; Ling, Shiqing
作者单位：Chinese University of Hong Kong; Hong Kong University of Science & Technology
摘要：This paper studies the residual empirical process of long- and short-memory time series regression models and establishes its uniform expansion under a general framework. The results are applied to the stochastic regression models and unstable autoregressive models. For the long-memory noise, it is shown that the limit distribution of the Kolmogorov-Smimov test statistic studied in Ho and Hsing [Ann. Statist. 24 (1996) 992-1024] does not hold when the stochastic regression model includes an un...
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作者：Gill, Richard D.; Grunwald, Peter D.
作者单位：Leiden University - Excl LUMC; Leiden University; Centrum Wiskunde & Informatica (CWI)
摘要：We show that the class of conditional distributions satisfying the coarsening at random (CAR) property for discrete data has a simple and robust algorithmic description based oil randomized uniform multicovers: combinatorial objects generalizing the notion of partition of a set. However, the complexity of a given CAR mechanism can be large: the maximal height of the needed multicovers can be exponential in the number of points, in the sample space. The results stein from a geometric interpreta...
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作者：Majumdar, Dibyen; Stufken, John
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University System of Georgia; University of Georgia
摘要：We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a smooth component plus a random term that captures departures from the smooth trend. The model is flexible enough to cover a variety of situations; for instance, most of the effects may be either random or fixed. The information matrix for a design will be a func...
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作者：Ren, Jian-Jian
作者单位：State University System of Florida; University of Central Florida
摘要：In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of censored data, such as right censored data, doubly censored data, interval censored data and partly interval-censored data, the weighted empirical likelihood-based semiparametric maximum likelihood estimator ((theta) over tilde (n), (F) over tilde (n)) for ...
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作者：Huang, Li-Shan; Chen, Jianwei
作者单位：University of Rochester; California State University System; San Diego State University
摘要：This paper provides ANOVA inference for nonparametric local polynomial regression (LPR) in analogy with ANOVA tools for the classical linear regression model. A surprisingly simple and exact local ANOVA decomposition is established, and a local R-squared quantity is defined to measure the proportion of local variation explained by fitting LPR. A global ANOVA decomposition is obtained by integrating local counterparts, and a global R-squared and a symmetric projection matrix are defined. We sho...
