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作者：Genest, Christian; Quessy, Jean-Francois; Remillard, Bruno
作者单位：Laval University; University of Quebec; University of Quebec Trois Rivieres; Universite de Montreal; HEC Montreal
摘要：Deheuvels [J. Multivariate Anal. 11 (1981) 102-113] and Genest and Remillard [Test 13 (2004) 335-369] have shown that powerful rank tests of multivariate independence can be based on combinations of asymptotically independent Cramer-von Mises statistics derived from a Mobius decomposition of the empirical copula process. A result on the large-sample behavior of this process under contiguous sequences of alternatives is used here to give a representation of the limiting distribution of such tes...
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作者：Hall, Peter; Horowitz, Joel L.
作者单位：University of Melbourne; Northwestern University
摘要：In functional linear regression, the slope parameter is a function. Therefore, in a nonparametric context, it is determined by an infinite number of unknowns. Its estimation involves solving an ill-posed problem and has points of contact with a range of methodologies, including statistical smoothing and deconvolution. The standard approach to estimating the slope function is based explicitly on functional principal components analysis and, consequently, on spectral decomposition in terms of ei...
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作者：Karlsen, Hans Arnfinn; Myklebust, Terje; Tjostheim, Dag
作者单位：University of Bergen
摘要：We derive an asymptotic theory of nonparametric estimation for a time series regression model Z(t) = f (X-t) + W-t, where {X-t) and {Z(t)} are observed nonstationary processes and {W-t} is an unobserved stationary process. In econometrics, this can be interpreted as a nonlinear cointegration type relationship, but we believe that our results are of wider interest. The class of nonstationary processes allowed for {Xt} is a subclass of the class of null recurrent Markov chains. This subclass con...
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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...
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作者：Wu, Samuel S.; Wang, Weizhen
作者单位：State University System of Florida; University of Florida; University System of Ohio; Wright State University Dayton
摘要：A sequence of null hypotheses regarding the number of negligible effects (zero effects) in orthogonal saturated designs is formulated. Two step-up simultaneous testing procedures are proposed to identify active effects (nonzero effects) under the commonly used assumption of effect sparsity. It is shown that each procedure controls the experimentwise error rate at a given alpha level in the strong sense.
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作者：Hendriks, Harrie; Landsman, Zinoviy
作者单位：Radboud University Nijmegen; University of Haifa
摘要：Given an m-dimensional compact submanifold M of Euclidean space R-s, the concept of mean location of a distribution, related to mean or expected vector, is generalized to more general R-s-valued functionals including median location, which is derived from the spatial median. The asymptotic statistical inference for general functionals of distributions on such submanifolds is elaborated. Convergence properties are studied in relation to the behavior of the underlying distributions with respect ...
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作者：Li, Yingxing; Zhu, Li-Xing
作者单位：Cornell University; Hong Kong Baptist University
摘要：In this paper, we systematically study the consistency of sliced average variance estimation (SAVE). The findings reveal that when the response is continuous, the asymptotic behavior of SAVE is rather different from that of sliced inverse regression (SIR). SIR can achieve root n, consistency even when each slice contains only two data points. However, SAVE cannot be root n consistent and it even turns out to be not consistent when each slice contains a fixed number of data points that do not d...
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作者：Mcelroy, Tucker; Politis, Dimitris N.
作者单位：University of California System; University of California San Diego
摘要：In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under this assumption, we study the limit behavior of the partial sums of the marked point process {(t(i), X (t(i)))}, where X(t) is a stationary random field and the points t(i) are generated from an independent Poisson random measure N on R-d. We ...
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作者：Olshen, Richard A.
作者单位：Stanford University
摘要：This paper provides answers to questions regarding the almost sure limiting behavior of rooted, binary tree-structured rules for regression. Examples show that questions raised by Gordon and Olshen in 1984 have negative answers. For these examples of regression functions and sequences of their associated binary tree-structured approximations, for all regression functions except those in a set of the first category, almost sure consistency fails dramatically on events of full probability. One c...
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作者：Kim, Mi-Ok
作者单位：Cincinnati Children's Hospital Medical Center; University System of Ohio; University of Cincinnati; University of Kentucky
摘要：Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider conditional quantiles with varying coefficients and propose a methodology for their estimation and assessment using polynomial splines. The proposed estimators are easy to compute via standard quantile regression algorithms and a stepwise knot selection algorith...
