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作者：Beran, R; Dümbgen, L
作者单位：University of California System; University of California Berkeley; Ruprecht Karls University Heidelberg
摘要：An unknown signal plus white noise is observed at n discrete time points. Within a large convex class of linear estimators of xi, we choose the estimator <(xi)over cap> that minimizes estimated quadratic risk. By construction, <(xi)over cap> is nonlinear. This estimation is done after orthogonal transformation of the data to a reasonable coordinate system. The procedure adaptively tapers the coefficients of the transformed data. If the class of candidate estimators satisfies a uniform entropy ...
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作者：El Barmi, H; Dykstra, R
作者单位：Kansas State University; University of Iowa
摘要：The purpose of this article is to derive and illustrate a method for fitting models involving both convex and log-convex constraints on the probability vector(s) of a (product) multinomial distribution. We give a two-step algorithm to obtain maximum likelihood estimates of the probability vector(s) and show that it is guaranteed to converge to the true solution. Some examples are discussed which illustrate the procedure.
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作者：Luo, Z
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：A computational scheme for fitting smoothing spline ANOVA models to large data sets with a (near) tensor product design is proposed. Such data sets are common in spatial-temporal analyses. The proposed scheme uses the backfitting algorithm to take advantage of the tensor product design to save both computational memory and time. Several ways to further speed up the backfitting algorithm, such as collapsing component functions and successive over-relaxation, are discussed. An iterative imputati...
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作者：Cai, TT; Brown, LD
作者单位：Purdue University System; Purdue University; University of Pennsylvania
摘要：Standard wavelet shrinkage procedures for nonparametric regression are restricted to equispaced samples. There, data are transformed into empirical wavelet coefficients and threshold rules are applied to the coefficients. The estimators are obtained via the inverse transform of the denoised wavelet coefficients. In many applications, however, the samples are nonequispaced. It can be shown that these procedures would produce suboptimal estimators if they were applied directly to nonequispaced s...
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作者：Chen, SX
作者单位：New York University
摘要：This paper outlines a theoretical framework for finite population models with unequal sample probabilities, along with sampling schemes for drawing random samples from these models. We first present four exact weighted sampling schemes that can be used for any finite population model to satisfy such requirements as ordered/unordered samples, with/without replacement, and fixed/nonfixed sample size. We then introduce a new class of finite population models called weighted polynomial models or, ...
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作者：Peña, EA
作者单位：University System of Ohio; Bowling Green State University
摘要：Consider a counting process (N(t), t epsilon T) with compensator process (A(t), t epsilon T), where A(t) = integral(o)(t)Y(s)lambda(o)(s) ds, (Y(t), t epsilon T) is an observable predictable process, and lambda(0)((.)) is an unknown hazard rate function. A general procedure for extending Neyman's smooth goodness-of-bt test for the composite null hypothesis H-o: lambda(0)((.)) epsilon C = (lambda(0)((.); eta): eta epsilon Gamma subset of or equal to R-q) is proposed and developed. The extension...
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作者：Davis, RA; Mikosch, T
作者单位：Colorado State University System; Colorado State University Fort Collins; University of Groningen
摘要：We study the sample ACVF and ACF of a general stationary sequence under a weak mixing condition and in the case that the marginal distributions are regularly varying. This includes linear and bilinear processes with regularly varying noise and ARCH processes, their squares and absolute values. We show that the distributional limits of the sample ACF can be random, provided that the Variance of the marginal distribution is infinite and the process is nonlinear. This is in contrast to infinite v...
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作者：Efron, B; Tibshirani, R
作者单位：Stanford University; University of Toronto; University of Toronto
摘要：In the problem of regions, we wish to know which one of a discrete set of possibilities applies to a continuous parameter vector. This problem arises in the following way: we compute a descriptive statistic from a set of data, notice an interesting feature and wish to assign a confidence level to that feature. For example, we compute a density estimate and notice that the estimate is bimodal. What confidence can we assign to bimodality? A natural way to measure confidence is via the bootstrap:...
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作者：Zhou, S; Shen, X; Wolfe, DA
作者单位：University System of Ohio; Ohio State University
摘要：In this paper, we study the local behavior of regression splines. In particular, explicit expressions for the asymptotic pointwise bias and variance of regression splines are obtained. In addition, asymptotic normality for regression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.
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作者：Polonik, W
作者单位：Ruprecht Karls University Heidelberg
摘要：Based on empirical Levy-type concentration functions, a new graphical representation of the ML-density estimator under order restrictions is given. This representation generalizes the well-known representation of the Grenander estimator of a monotone density as the slope of the least concave majorant of the empirical distribution function to higher dimensions and arbitrary order restrictions. From the given representation it follows that a density estimator called silhouette, which arises natu...
