-
作者：Merkouris, T.
作者单位：Statistics Canada
摘要：An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function, the Laplace transform or the probability generating function. This method involves the construction of classes of transform-based martingale estimating functions that fit into the general framework of quasi-likelihood. In the parametric setting of a discrete t...
-
作者：Shao, Xiaofeng; Wu, Wei Biao
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Chicago
摘要：We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodograrn spectral density estimates are obtained and applications to the spectral domain bootstrap are given. Instead of the commonly used strong mixing conditions, in our asymptotic spectral theory we impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear time series.
-
作者：Walker, Stephen G.; Lijoi, Antonio; Prunster, Igor
作者单位：University of Kent; University of Pavia; University of Turin
摘要：This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of convergence for models including the mixture of Dirichlet process model and the random Bernstein polynomial model.
-
作者：Cai, T. Tony; Jin, Jiashun; Low, Mark G.
作者单位：University of Pennsylvania; Purdue University System; Purdue University
摘要：For high dimensional statistical models, researchers have begun to focus on situations which can be described as having relatively few moderately large coefficients. Such situations lead to some very subtle statistical problems. In particular, Ingster and Donoho and Jin have considered a sparse normal means testing problem, in which they described the precise demarcation or detection boundary. Meinshausen and Rice have shown that it is even possible to estimate consistently the fraction of non...
-
作者：Candes, Emmanuel; Tao, Terence
作者单位：California Institute of Technology; University of California System; University of California Los Angeles
-
作者：Hillebrand, Martin; Mueller, Christine H.
作者单位：Technical University of Munich; Universitat Kassel
摘要：The ability to remove a large amount of noise and the ability to preserve most structure are desirable properties of an image smoother. Unfortunately, they usually seem to be at odds with each other; one can only improve one property at the cost of the other. By combining M-smoothing and least-squares-trimming, the TM-smoother is introduced as a means to unify corner-preserving properties and outlier robustness. To identify edge- and corner-preserving properties, a new theory based on differen...
-
作者：Chatterjee, Sourav
作者单位：University of California System; University of California Berkeley
摘要：The Shenington-Kirkpatrick model of spin glasses, the Hopfield model of neural networks and the Ising spin glass are all models of binary data belonging to the one-parameter exponential family with quadratic sufficient statistic. Under bare minimal conditions, we establish the root N-consistency of the maximum pseudolikelihood estimate of the natural parameter in this family, even at critical temperatures. Since very little is known about the low and critical temperature regimes of these extre...
-
作者：Wellner, Jon A.; Zhang, Ying
作者单位：University of Washington; University of Washington Seattle; University of Iowa
摘要：We consider estimation in a particular semiparametric regression model for the mean of a counting process with panel count data. The basic model assumption is that the conditional mean function of the counting process is of the form E{N(t)vertical bar Z} = exp(beta(T)(0)Z)Lambda(0)(t) where Z is a vector of covariates and Lambda(0) is the baseline mean function. The panel count observation scheme involves observation of the counting process N for an individual at a random number K of random ti...
-
作者：Kosorok, Michael R.; Ma, Shuangge
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Yale University
摘要：The large p, small n paradigm arises in microarray studies, image analysis, high throughput molecular screening, astronomy, and in many other high dimensional applications. False discovery rate (FDR) methods are useful for resolving the accompanying multiple testing problems. In cDNA microarray studies, for example, p-values may be computed for each of p genes using data from n arrays, where typically p is in the thousands and n is less than 30. For FDR methods to be valid in identifying diffe...
-
作者：Schick, Anton; Wefelmeyer, Wolfgang
作者单位：State University of New York (SUNY) System; Binghamton University, SUNY; University of Cologne
摘要：Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate n(-1/2). Our estimator is a convolution of two different residual-based kernel estimators. We obtain in particular convergence rates for such residual-based kernel estimators; these results are of independent interest.
