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作者：Greenshtein, Eitan
作者单位：Purdue University System; Purdue University
摘要：Let (Y, X-1,..., X-m) be a random vector. It is desired to predict Y based on (X-1,..., X-m). Examples of prediction methods are regression, classification using logistic regression or separating hyperplanes, and so on. We consider the problem of best subset selection, and study it in the context m = n(alpha), alpha > 1, where n is the number of observations. We investigate procedures that are based on empirical risk minimization. It is shown, that in common cases, we should aim to find the be...
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作者：Pere, Anneli
作者单位：University of Helsinki
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作者：Kou, S. C.; Zhou, Qing; Wong, Wing Hung
作者单位：Harvard University; Stanford University
摘要：We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature-energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in stat...
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作者：Berkes, Istvan; Horvath, Lajos; Kokoszka, Piotr; Shao, Qi-Man
作者单位：Graz University of Technology; Hungarian Academy of Sciences; HUN-REN; HUN-REN Alfred Renyi Institute of Mathematics; Utah System of Higher Education; Utah State University; Utah System of Higher Education; University of Utah; University of Oregon; Hong Kong University of Science & Technology
摘要：We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly dependent with one change in mean at an unknown point, and under the alternative it is long-range dependent. We compute the CUSUM statistic T-n, which allows us to construct an estimator (k) over cap of a change-point. We then compute the statistic T-n,T-1 based o...
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作者：Patilea, Valentin; Rolin, Jean-Marie
作者单位：Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI); Universite Catholique Louvain
摘要：A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival functions of the individual risks are derived. We deduce the strong convergence of our estimators on the whole real half-line without any additional assumptions and their asymptotic normality under conditions concerning only the observed distribution. When the observations are generated according to the double censoring...
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作者：Einmahl, John H. J.; Lin, Tao
作者单位：Tilburg University; Xiamen University
摘要：Consider n i.i.d. random elements on C[0, 1]. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing functions have a Gaussian process as limiting distribution. A key tool is the weak convergence of a weighted tail empirical process, which makes it possible to obtain the results uniformly on [0, 1]. Detailed examples are also presented.
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作者：Sarkar, Sanat K.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these results extend previously known results, providing further insights, particularly under dependence, into the notions of FDR and FNR and related measures. First, considering fixed configurations of true and false null hypotheses, inequalities are obtained to explai...
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作者：Blanchard, Gilles; Massart, Pascal
作者单位：Fraunhofer Gesellschaft; Fraunhofer Germany; Fraunhofer Institute Center Schloss Birlinghoven; Universite Paris Saclay
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作者：Mykland, Per Aslak; Zhang, Lan
作者单位：University of Chicago; Carnegie Mellon University; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：U processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such U processes. We are interested in the quadratic variation (integrated volatility) of the residual in this regression, over a unit of time (such as a day). A main conceptual finding is that this quadratic variation can be estimated almost as if the residual process were observed, the difference being that the...
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作者：Rubin, Donald B.; Stuart, Elizabeth A.
作者单位：Harvard University; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health
摘要：In observational studies designed to estimate the effects of interventions or exposures, such as cigarette smoking, it is desirable to try to control background differences between the treated group (e.g., current smokers) and the control group (e.g., never smokers) on covariates X (e.g., age, education). Matched sampling attempts to effect this control by selecting subsets of the treated and control groups with similar distributions of such covariates. This paper examines the consequences of ...
