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作者：Banerjee, M; Wellner, JA
作者单位：University of Michigan System; University of Michigan; University of Washington; University of Washington Seattle
摘要：We study the problem of testing for equality at a fixed point in the setting of nonparametric estimation of a monotone function. The likelihood ratio test for this hypothesis is derived in the particular case of interval censoring (or current status data) and its limiting distribution is obtained. The limiting distribution is that of the integral of the difference of the squared slope processes corresponding to a canonical version of the problem involving Brownian motion + l(2) and greatest co...
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作者：Karlsen, HA; Tjostheim, D
作者单位：University of Bergen
摘要：We develop a nonparametric estimation theory in a nonstationary environment, more precisely in the framework of null recurrent Markov chains. An essential tool is the split chain, which makes it possible to decompose the times series under consideration into independent and identical parts. A tail condition on the distribution of the recurrence time is introduced. This condition makes it possible to prove weak convergence results for sums of functions of the process depending on a smoothing pa...
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作者：Levitz, M; Perlman, MD; Madigan, D
作者单位：University of Washington; University of Washington Seattle; Rutgers University System; Rutgers University New Brunswick
摘要：Pearl's well-known d-separation criterion for an acyclic directed graph (ADG) is a pathwise separation criterion that can be used to efficiently identify all valid conditional independence relations in the Markov model determined by the graph. This paper introduces p-separation, a pathwise separation criterion that efficiently identifies all valid conditional independences under the Andersson-Madigan-Perlman (AMP) alternative Markov property for chain graphs (= adicyclic graphs), which include...
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作者：Findley, DF; Pötscher, BM; Wei, CZ
作者单位：University of Vienna; Academia Sinica - Taiwan
摘要：We consider abstractly defined time series arrays y(t)(T), 1 less than or equal to t less than or equal to T, requiring only that their sample lagged second moments converge and that their end values y(1+j)(T) and y(T-j)(T) be of order less than T-1/2 for each j greater than or equal to 0. We show that, under quite general assumptions, various types of arrays that arise naturally in time series analysis have these properties, including regression residuals from a time series regression, season...
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作者：Kim, Y; Lee, J
作者单位：Hankuk University Foreign Studies; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Ghosh and Ramamoorthi studied posterior consistency for survival models and showed that the posterior was consistent when the prior on the distribution of survival times was the Dirichlet process prior. In this paper, we study posterior consistency of survival models with neutral to the right process priors which include Dirichlet process priors. A set of sufficient conditions for posterior consistency with neutral to the right process priors are given. Interestingly, not all the neutral to th...
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作者：Hartigan, JA
作者单位：Yale University
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作者：Galtchouk, L; Konev, V
作者单位：Universites de Strasbourg Etablissements Associes; Universite de Strasbourg; Tomsk State University
摘要：We consider the problem of parameter estimation for multidimensional continuous-time linear stochastic regression models with an arbitrary finite number of unknown parameters and with martingale noise. The main result of the paper claims that the unknown parameters can be estimated with prescribed mean-square precision in this general model providing a unified description of both discrete and continuous time process. Among the conditions on the regressors there is one bounding the growth of th...
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作者：Scheike, TH
作者单位：University of Copenhagen
摘要：We present a non-parametric survival model with two time-scales. The time-scales are equivalent up to a constant that varies over the subjects. Covariate effects are modelled linearly on each time scale by additive Aalen models. Estimators of the cumulative intensities on the two time-scales are suggested by solving approximate local maximum likelihood estimating equations. The local estimating equations necessitate only the choice of one bandwidth. The estimators are provided with large sampl...
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作者：Efron, B
作者单位：Stanford University
摘要：Scatterplot smoothers estimate a regression function y = f(x) by local averaging of the observed data points (x(i), y(i)). In using a smoother, the statistician must choose a window width, a crucial smoothing parameter that says just how locally the averaging is done. This paper concerns the data-based choice of a smoothing parameter for splinelike smoothers, focusing on the comparison of two popular methods, C-p and generalized maximum likelihood. The latter is the MLE within a normal-theory ...
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作者：Geiger, D; Heckerman, D; King, H; Meek, C
作者单位：Technion Israel Institute of Technology; University System of Maryland; University of Maryland College Park
摘要：We describe a hierarchy of exponential families which is useful for distinguishing types of graphical models. Undirected graphical models with no hidden variables are linear exponential families (LEFs). Directed acyclic graphical (DAG) models and chain graphs with no hidden variables, including DAG models with several families of local distributions, are curved exponential families (CEFs). Graphical models with hidden variables are what we term stratified exponential families (SEFs). A SEF is ...
