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作者：Skouras, K
作者单位：University of London; University College London
摘要：The class of nonlinear stochastic regression models includes most of the linear and nonlinear models used in time series, stochastic control and stochastic approximation schemes. The consistency of least squares estimators was established first by Lai. We present another set of sufficient conditions for consistency, which avoid the use of partial derivatives and are closer in spirit to the conditions presented by Wu for non-stochastic regression models with independent errors.
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作者：Eggermont, PPB; LaRiccia, VN
作者单位：University of Delaware
摘要：We study the nonparametric estimation of univariate monotone and unimodal densities using the maximum smoothed likelihood approach. The monotone estimator is the derivative of the least concave majorant of the distribution corresponding to a kernel estimator. We prove that the mapping on distributions Phi with density phi, phi bar right arrow the derivative of the least concave majorant of Phi, is a contraction in all L-P norms (1 less than or equal to p less than or equal to infinity), and so...
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作者：Belitser, E
作者单位：Leiden University - Excl LUMC; Leiden University
摘要：Suppose the X-0, ..., X-n are observations of a one-dimensional stochastic dynamic process described by autoregression equations when the autoregressive parameter is drifted with time, i.e. it is some function of time: theta (0), ..., theta (n), with theta (k) = theta (k/n). The function theta (t) is assumed to belong a priori to a predetermined nonparametric class of functions satisfying the Lipschitz smoothness condition. At each time point t those observations are accessible which have been...
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作者：Siegmund, D; Yakir, B
作者单位：Stanford University; Hebrew University of Jerusalem
摘要：Assume that two sequences from a finite alphabet are optimally aligned according to a scoring system that rewards similarities according to a general scoring scheme and penalizes gaps (insertions and deletions). Under the assumption that the letters in each sequence are independent and identically distributed and the two sequences are also independent, approximate p-values are obtained for the optimal local alignment when either (i) there are at most a fixed number of gaps, or (ii) the gap ini...
