-
作者:Blanchard, G; Geman, D
作者单位:Centre National de la Recherche Scientifique (CNRS); Fraunhofer Gesellschaft; Fraunhofer Germany; Fraunhofer Institute Center Schloss Birlinghoven; Johns Hopkins University
摘要:We explore the theoretical foundations of a twenty questions approach to pattern recognition. The object of the analysis is the computational process itself rather than probability distributions (Bayesian inference) or decision boundaries (statistical learning). Our formulation is motivated by applications to scene interpretation in which there are a great many possible explanations for the data, one (background) is statistically dominant, and it is imperative to restrict intensive computation...
-
作者:Genton, MG; Lucas, A
作者单位:Texas A&M University System; Texas A&M University College Station; Vrije Universiteit Amsterdam
-
作者:Mammen, E; Park, BU
作者单位:University of Mannheim; Seoul National University (SNU)
摘要:The smooth backfitting introduced by Marnmen, Linton and Nielsen [Ann. Statist. 27 (1999) 1443-1490] is a promising technique to fit additive regression models and is known to achieve the oracle efficiency bound. In this paper, we propose and discuss three fully automated bandwidth selection methods for smooth backfitting in additive models. The first one is a penalized least squares approach which is based on higher-order stochastic expansions for the residual sums of squares of the smooth ba...
-
作者:Gu, C; Ma, P
作者单位:Purdue University System; Purdue University; Harvard University
摘要:Mixed-effect models are widely used for the analysis of correlated data such as longitudinal data and repeated measures. In this article, we study an approach to the nonparametric estimation of mixed-effect models. We consider models with parametric random effects and flexible fixed effects, and employ the penalized least squares method to estimate the models. The issue to be addressed is the selection of smoothing parameters through the generalized cross-validation method, which is shown to y...
-
作者:Hampel, F
作者单位:Swiss Federal Institutes of Technology Domain; ETH Zurich
-
作者:Oja, H
作者单位:University of Jyvaskyla
-
作者:Lorden, G; Pollak, M
作者单位:California Institute of Technology; Hebrew University of Jerusalem
摘要:Suppose a process yields independent observations whose distributions belong to a family parameterized by theta E Theta. When the process is in control, the observations are i.i.d. with a known parameter value theta(0). When the process is out of control, the parameter changes. We apply an idea of Robbins and Siegmund [Proc. Sixth Berkeley Symp. Math. Statist. Probab. 4 (1972) 37-41] to construct a class of sequential tests and detection schemes whereby the unknown post-change parameters are e...
-
作者:Rousseeuw, PJ
作者单位:University of Antwerp
-
作者:Hall, P; Van Keilegom, I
作者单位:Australian National University; Universite Catholique Louvain
摘要:A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on the assumption that the null distribution is exponential. Instead, empirical information is used to effectively identify and eliminate from further consideration parts of the line where the hazard rate is clearly increasing; and to confine subsequent attent...
-
作者:Davies, PL; Gather, U
作者单位:University of Duisburg Essen; Dortmund University of Technology
摘要:The concept of breakdown point was introduced by Hampel [Ph.D. dissertation (1968), Univ. California, Berkeley; Ann. Math. Statist. 42 (1971) 1887-1896] and developed further by, among others, Huber [Robust Statistics (1981). Wiley, New York] and Donoho and Huber [In A Festschrift for Erich L. Lehmann (1983) 157-184. Wadsworth, Belmont, CA]. It has proved most successful in the context of location, scale and regression problems. Attempts to extend the concept to other situations have not met w...