2002

最新文章

• Multiple hypotheses testing and expected number of type I errors AI翻译
  作者：Finner, H; Roters, M
  作者单位：University of Potsdam; Heinrich Heine University Dusseldorf
  摘要：The performance of multiple test procedures with respect to error control is an old issue. Assuming that all hypotheses are true we investigate the behavior of the expected number of type I errors (ENE) as a characteristic of certain multiple tests controlling the familywise error rate (FWER) or the false discovery rate (FDR) at a prespecified level. We derive explicit formulas for the distribution of the number of false rejections as well as for the ENE for single-step, step-down and step-up ...
• What is a statistical model? Discussion AI翻译
  作者：Brons, H
  作者单位：University of Copenhagen
• What is a statistical model? Discussion AI翻译
  作者：Helland, IS
  作者单位：University of Oslo
• Vines - A new graphical model for dependent random variables AI翻译
  作者：Bedford, T; Cooke, RM
  作者单位：University of Strathclyde; Delft University of Technology
  摘要：A new graphical model, called a vine, for dependent random variables is introduced. Vines generalize the Markov trees often used in modelling high-dimensional distributions. They differ from Markov trees and Bayesian belief nets in that the concept of conditional independence is weakened to allow for various forms of conditional dependence. Vines can be used to specify multivariate distributions in a straightforward way by specifying various marginal distributions and the ways in which these m...
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size AI翻译
  作者：Ledoit, O; Wolf, M
  作者单位：University of California System; University of California Los Angeles; Pompeu Fabra University
  摘要：This paper analyzes whether standard covariance matrix tests work when dimensionality is large, and in particular larger than sample size, In the latter case, the singularity of the sample covariance matrix makes likelihood ratio tests degenerate, but other tests based on quadratic forms of sample covariance matrix eigenvalues remain well-defined. We study the consistency property and limiting distribution of these tests as dimensionality and sample size go to infinity together, with their rat...
• John W. Tukey's contributions to multiple comparisons AI翻译
  作者：Benjamini, Y; Braun, H
  作者单位：Tel Aviv University; Educational Testing Service (ETS)
  摘要：This article provides a historical overview of the philosophical, theoretical and practical contributions made by John Tukey to the field of simultaneous inference. His early work, culminating in the monograph The Problem of Multiple Comparisons, established him as one of the pioneers in the field, investing it with both academic respectability and a focus on practical problems. For many years afterward, Tukey only published sporadically in the area but remained convinced that multiplicity iss...
• Asymptotic normality with small relative errors of posterior probabilities of half-spaces AI翻译
  作者：Dudley, RM; Haughton, D
  作者单位：Massachusetts Institute of Technology (MIT); Bentley University
  摘要：Let Theta be a parameter space included in a finite-dimensional Euclidean space and let A be a half-space. Suppose that the maximum likelihood estimate theta(n) of theta is not in A (otherwise, replace A by its complement) and let A be the maximum log likelihood (at theta(n)) minus the maximum log likelihood over the boundary partial derivativeA. It is shown that under some conditions, uniformly over all half-spaces A, either the posterior probability of A is asymptotic to Phi (-root2Delta) wh...
• Kernel density estimation for linear processes AI翻译
  作者：Wu, WB; Mielniczuk, J
  作者单位：University of Chicago; Polish Academy of Sciences; Institute of Computer Science of the Polish Academy of Sciences
  摘要：In this paper we provide a detailed characterization of the asymptotic behavior of kernel density estimators for one-sided linear processes. The conjecture that asymptotic normality for the kernel density estimator holds under short-range dependence is proved under minimal assumptions on bandwidths. We also depict the dichotomous and trichotomous phenomena for various choices of bandwidths when the process is long-range dependent.
• Random rates in anisotropic regression - Discussion AI翻译
  作者：van de Geer, S
  作者单位：Leiden University - Excl LUMC; Leiden University
• Random rates in anisotropic regression AI翻译
  作者：Hoffmann, M; Lepski, O
  作者单位：Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); Aix-Marseille Universite
  摘要：In the context of minimax theory, we propose a new kind of risk, normalized by a random variable, measurable with respect to the data. We present a notion of optimality and a method to construct optimal procedures accordingly. We apply this general setup to the problem of selecting significant variables in Gaussian white noise. In particular, we show that our method essentially improves the accuracy of estimation, in the sense of giving explicit improved confidence sets in L-2-norm. Links to a...