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作者：Hallin, M; Paindaveine, D
作者单位：Universite Libre de Bruxelles; Universite Libre de Bruxelles
摘要：We propose a family of tests. based on Randles' (1989) concept of interdirections and the ranks of pseudo-Mahalanobis distances computed with respect to a multivariate M-estimator of scatter due to Tyler (1987), for the multivariate one-sample problem under elliptical symmetry. These tests, which generalize the univariate signed-rank tests, are affine-invariant. Depending on the score function considered (van der Waerden, Laplace,...), they allow for locally asymptotically maximin tests at sel...
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作者：Finner, H; Strassburger, K
作者单位：Heinrich Heine University Dusseldorf
摘要：A first general principle and nowadays state of the art for the construction of powerful multiple test procedure, controlling a multiple level alpha is the so-called closure principle. In this article we introduce another powerful tool for the construction of multiple decision procedures. especially for the construction of multiple test procedure, and,election procedure. This tool is based on a partition of the parameter space and will be called partitioning principle (PP). In the first part o...
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作者：Hobert, JP; Schweinsberg, J
作者单位：State University System of Florida; University of Florida; Cornell University
摘要：Let Z be a discrete random variable with support Z(+) = {0, 1, 2,...}. We consider a Markov chain Y = (Y-n)(infinity)(n=0) with state space Z(+) and transition probabilities given by P(Yn+1 = j\Yn = i) = P(Z = i + j)/P(Z greater than or equal to i). We prove that convergence of Sigma(n=1)(infinity) 1/[n(3) P(Z = n)] is sufficient for transience of Y while divergence of Sigma(n=1)(infinity) 1/[n(2) P (Z greater than or equal to n)] is sufficient for recurrence. Let X be a Geometric (p) random v...
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作者：Bühlmann, P; Yu, B
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of California System; University of California Berkeley
摘要：Bagging is one of the most effective computationally intensive procedures to improve on unstable estimators or classifiers, useful especially for high dimensional data set problems. Here we formalize the notion of instability and derive theoretical results to analyze the variance reduction effect of bagging (or variants thereof) in mainly hard decision problems, which include estimation after testing in regression and decision trees for regression functions and classifiers. Hard decisions crea...
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作者：Rosenberg, D; Solan, E; Vieille, N
作者单位：Universite Paris 13; Tel Aviv University; Northwestern University; Hautes Etudes Commerciales (HEC) Paris
摘要：A Blackwell epsilon-optimal strategy in a Markov Decision Process is a strategy that is epsilon-optimal for every discount factor sufficiently close to 1. We prove the existence of Blackwell epsilon-optimal strategies in finite Marko Decision Processes with partial observation.
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作者：Butler, RW; Wood, ATA
作者单位：Colorado State University System; Colorado State University Fort Collins; University of Nottingham
摘要：In this paper we present Laplace approximations for two functions of matrix argument: the Type I confluent hypergeometric function and the Gauss hypergeometric function, Both of these functions play an important role in distribution theory in multivariate analysis, but from a practical point of view they have proved challenging, and they have acquired a reputation for being difficult to approximate, Appealing features of the approximations we present are: (i) they are fully explicit (and simpl...
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作者：Li, H
作者单位：University of Rochester
摘要：A particular linear group symmetry model, called the dyadic symmetry model, is studied in some detail. Statistical procedures analogous to (multivariate) analysis of variance are introduced. This model may be suitable for various kinds of data collected on pairs of sampling units. Examples include (complete) diallel cross experiments in genetics and social relations analysis in psychology, for which ad hoc methods of analysis have been developed independently in those disciplines. Our approach...
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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...
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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...
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作者：Anderson, TW
作者单位：Stanford University
摘要：When the rank of the autoregression matrix is unrestricted, the maximum likelihood estimator under normality is the least squares estimator. When the rank is restricted, the maximum likelihood estimator is composed of the eigenvectors of the effect covariance matrix in the metric of the error covariance matrix corresponding to the largest eigenvalues [Anderson, T. W. (1951). Ann. Math. Statist. 22 327-351]. The asymptotic distribution of these two covariance matrices under normality is obtaine...
