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作者：Jones, LK
作者单位：University of Massachusetts System; University of Massachusetts Lowell
摘要：A criterion for local estimation and approximation in nonlinear regression and neural network training is introduced and motivated. Nth-order greedy approximation for the regression (or target) function based on the criterion is shown to converge at rate O(1/N-1/2) in the nonsampling case.
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作者：Li, L; Speed, TP
作者单位：State University System of Florida; Florida State University; University of California System; University of California Berkeley
摘要：This paper describes a parametric deconvolution method (PDPS) appropriate for a particular class of signals which we call spike-convolution models. These models arise when a sparse spike train-Dirac deltas according to our mathematical treatment-is convolved with a fixed point-spread function, and additive noise or measurement error is superimposed. We view deconvolution as an estimation problem, regarding the locations and heights of the underlying spikes, as well as the baseline and the meas...
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作者：Laurent, B; Massart, P
作者单位：Universite Paris Saclay
摘要：We consider the problem of estimating parallel tos parallel to (2) when s belongs to some separable Hilbert space and one observes the Gaussian process Y(t) = [s, t] + sigmaL(t), for all t is an element of H, where L is some Gaussian isonormal process. This framework allows us in particular to consider the classical Gaussian sequence model for which H = l(2)(N*) and L(t) = Sigma (lambda greater than or equal to1)t(lambda)epsilon (lambda), where (epsilon (lambda))(lambda greater than or equal t...
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作者：Chen, K
作者单位：Hong Kong University of Science & Technology
摘要：Fixed case-control studies separately collect a case sample and a control sample with the two sample sizes being fixed prior to studies and sometimes arbitrarily chosen. This often results in loss of efficiency of case-control designs in terms of cost-saving or time-saving of the studies. We study sequential case-control designs and, in connection with treatment allocation and stochastic approximation, derive a simple sampling rule that leads to optimal case-control designs. Some important iss...
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作者：Knight, K; Fu, WJ
作者单位：University of Toronto; Michigan State University
摘要：We consider the asymptotic behavior of regression estimators that minimize the residual sum of squares plus a penalty proportional to Sigma\beta (j)\(gamma) for some gamma > 0. These estimators include the Lasso as a special case when gamma = 1. Under appropriate conditions, we show that the limiting distributions can have positive probability mass at 0 when the true value of the parameter is 0. We also consider asymptotics for nearly singular designs.
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作者：Xiong, MM; Guo, SW
作者单位：University of Texas System; University of Texas Health Science Center Houston; Medical College of Wisconsin
摘要：The interval mapping method has been shown to be a powerful tool for mapping QTL. However, it is still a challenge to perform a simultaneous analysis of several linked QTLs, and to isolate multiple linked QTLs. To circumvent these problems, multiple regression analysis has been suggested for experimental species. In this paper, the multiple regression approach is extended to human sib-pair data through multiple regression of the squared difference in trait values between two sibs on the propor...
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作者：Cifarelli, DM; Melilli, E
作者单位：Bocconi University
摘要：Let p be a random probability measure chosen by a Dirichlet process whose parameter a: is a finite measure with support contained in [0, +infinity) and suppose that V = integral x(2)p(dx) - [integral xp(dx)](2) is a (finite) random variable. This paper deals with the distribution of V, which is given in a rather general case. A simple application to Bayesian bootstrap is also illustrated.
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作者：Datta, GS; Mukerjee, R; Ghosh, M; Sweeting, TJ
作者单位：University System of Georgia; University of Georgia; State University System of Florida; University of Florida; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; University of Surrey
摘要：We characterize priors which asymptotically match the posterior coverage probability of a Bayesian prediction region with the corresponding frequentist coverage probability. This is done considering both posterior quantiles and highest predictive density regions with reference to a future observation. The resulting priors are shown to be invariant under reparameterization. The role of Jeffreys' prior in this regard is also investigated. It is further shown that, for any given prior, it may be ...
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作者：Dmitrienko, A; Govindarajulu, Z
作者单位：Eli Lilly; Lilly Research Laboratories; University of Kentucky
摘要：The goal of this paper is ti,develop a general framework for constructing sequential fixed size confidence regions based on maximum likelihood estimates. Asymptotic properties of the sequential procedure for setting up the confidence regions are analyzed under very broad assumptions on the underlying parametric model. It is shown that the proposed sequential procedure is asymptotically optimal in the sense that it approximates the optimal fixed-sample size procedure. It is further shown that t...
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作者：Mikosch, T; Starica, C
作者单位：University of Groningen; Chalmers University of Technology
摘要：The asymptotic theory for the sample autocorrelations and extremes of a GARCH(I, 1) process is provided. Special attention is given to the case when the sum of the ARCH and GARCH parameters is close to 1, that is, when one is close to an infinite Variance marginal distribution. This situation has been observed for various financial log-return series and led to the introduction of the IGARCH model. In such a situation, the sample autocorrelations are unreliable estimators of their deterministic...
