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作者：Dauxois, J; Nkiet, GM
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：Measures of association between two random variables (r.v.) that are symmetric nondecreasing functions of the canonical coefficients provided by the nonlinear canonical analysis of the r.v.'s are studied. These measures can be used to characterize independence. Their estimators are obtained by estimating a suitable approximation to nonlinear canonical analysis. When some conditions ae satisfied, asymptotic distributions of the estimators, both under the independence hypothesis and under depend...
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作者：Scheike, TH; Zhang, MJ
作者单位：University of Copenhagen; Medical College of Wisconsin
摘要：The longitudinal regression model Y-i,Y-j = m(V-tau i,j(i)) + epsilon(i,j) where Y-i,Y-j, is the jth measurement of the ith subject at random time tau(i,j), m is the regression function, V-tau i,j(i) is a predictable covariate process observed at time tau(i,j) and epsilon(i,j) is noise, often provides an adequate framework for modeling and comparing groups of data. The proposed longitudinal regression model is based on marked point process theory, and allows a quite general dependency structur...
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作者：Bickel, PJ; Ritov, Y; Rydén, T
作者单位：University of California System; University of California Berkeley; Lund University; Hebrew University of Jerusalem
摘要：Hidden Markov models (HMMs) have during the last decade become a widespread tool for modeling sequences of dependent random variables. Inference for such models is usually based on the maximum-likelihood estimator (MLE), and consistency of the MLE for general HMMs was recently proved by Leroux. In this paper me show that under mild conditions the MLE is also asymptotically normal and prove that the observed information matrix is a consistent estimator of the Fisher information.
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作者：Miller, FR; Neill, JW; Sherfey, BW
作者单位：Kansas State University; Kansas State University
摘要：To assess the adequacy of a nonreplicated linear regression model, Christensen introduced the concepts of orthogonal between- and within-cluster lack of fit with corresponding optimal tests. However, the properties of these tests depend on the choice of near-replicate clusters. In this paper, a graph theoretic framework is presented to represent candidate clusterings. A clustering is then selected according to a proposed maximin power criterion from among the clusterings consistent with a spec...
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作者：Spokoiny, VG
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：We propose a method of adaptive estimation of a regression function which is near optimal in the classical sense of the mean integrated error. At the same time, the estimator is shown to be very sensitive to discontinuities or change-points of the underlying function f or its derivatives. For instance, in the case of a jump of a regression function, beyond the intervals of length (in order) n(-1) log n around change-points the quality of estimation is essentially the same as if locations of ju...
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作者：Dette, H; Haller, G
作者单位：Ruhr University Bochum
摘要：For the Fourier regression model, we determine optimal designs for identifying the order of periodicity. It is shown that the optimal design problem for trigonometric regression models is equivalent to the problem of optimal design for discriminating between certain homo- and heteroscedastic polynomial regression models. These optimization problems are then solved using the theory of canonical moments, and the optimal discriminating designs for the Fourier regression model can be found explici...
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作者：Neumann, MH; Kreiss, JP
作者单位：Humboldt University of Berlin; Braunschweig University of Technology
摘要：We derive a strong approximation of a local polynomial estimator (LPE) in nonparametric autoregression by an LPE in a corresponding nonparametric regression model. This generally suggests the application of regression-typical tools for statistical inference in nonparametric autoregressive models. It provides an important simplification for the bootstrap method to be used: It is enough to mimic the structure of a nonparametric regression model rather than to imitate the more complicated process...
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作者：Li, G; Zhang, CH
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This paper concerns linear regression with interval censored data. M-estimators for the regression coefficients are derived. Asymptotic consistency and normality of the M-estimators are obtained via an exponential inequality for U-statistics. Asymptotically efficient estimators are provided under mild conditions.
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作者：Raimondo, M
作者单位：Australian National University
摘要：We define the sharp change point problem as an extension of earlier problems in change point analysis related to nonparametric regression. As particular cases, these include estimation of jump points in smooth curves. More generally, we give a systematic treatment of the correct rate of convergence for estimating the position of a cusp of an arbitrary order. We propose a test function for the local regularity of a signal that characterizes such a point as a global maximum. In the sample implem...
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作者：Cheng, CS; Martin, RJ; Tang, BX
作者单位：University of California System; University of California Berkeley; University of Sheffield; University of Memphis
摘要：The construction of run orders of two-level factorial designs with extreme (minimum and maximum) numbers of level changes is considered. Minimizing the number of level changes is mainly due to economic considerations, while the problem of maximizing the number of level changes arises from some recent results on trend robust designs. The construction is based on the fact that the 2(k) runs of a saturated regular fractional factorial design for 2(k) -1 factors can be ordered in such a way that t...
