2期

最新文章

• State space modeling of long-memory processes AI翻译
  作者：Chan, NH; Palma, W
  作者单位：Carnegie Mellon University; Pontificia Universidad Catolica de Chile
  摘要：This paper develops a state space modeling for long-range dependent data. Although a long-range dependent process has an infinite-dimensional state space representation, it is shown that by using the Kalman filter, the exact likelihood function can be computed recursively in a finite number of steps. Furthermore, an approximation to the likelihood function based on the truncated state space equation is considered. Asymptotic properties of these approximate maximum likelihood estimates are esta...
• Limiting distributions for L1 regression estimators under general conditions AI翻译
  作者：Knight, K
  作者单位：University of Toronto
  摘要：It is well known that L-1-estimators of regression parameters are asymptotically normal if the distribution function has a positive derivative at 0. In this paper, we derive the asymptotic distributions under more general conditions on the behavior of the distribution function near 0.
• Validation of linear regression models AI翻译
  作者：Dette, H; Munk, A
  作者单位：Ruhr University Bochum
  摘要：A new test is proposed in order to verify that a regression function, say g, has a prescribed (Linear) parametric form. This procedure is based on the large sample behavior of an empirical L-2-distance between g and the subspace U spanned by the regression functions to be verified. The asymptotic distribution of the test statistic is shown to be normal with parameters depending only on the variance of the observations and the L-2-distance between the regression function g and the model space U...
• Nonlinear principal components I. Absolutely continuous random variables with positive bounded densities AI翻译
  作者：Salinelli, E
  作者单位：University of Turin
  摘要：Nonlinear principal components for an absolutely continuous random vector X with positive bounded density are defined as the solution of a variational problem in a suitable function space. In this way transformations depending on all the components of X are obtained. Some properties of nonlinear principal components are proved: in particular, it is shown that the set of nonlinear principal transformations of X is an orthonormal basis for the function space associated with the optimal problem. ...
• Quadratic and inverse regressions for Wishart distributions AI翻译
  作者：Letac, G; Massam, H
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; York University - Canada
  摘要：If U and V are independent random variables which are gamma distributed with the same scale parameter, then there exist a and b in R such that E(U | U + V) = a(U + V) and E(U-2 | U + V) = b(U + V)(2). This, in fact, is characteristic of gamma distributions. Our paper extends this property to the Wishart distributions in a suitable way, by replacing the real number U-2 by a pair of quadratic functions of the symmetric matrix U. This leads to a new characterization of the Wishart distributions, ...
• Classification by pairwise coupling AI翻译
  作者：Hastie, T; Tibshirani, R
  作者单位：Stanford University; University of Toronto
  摘要：We discuss a strategy for polychotomous classification that involves estimating class probabilities for each pair of classes, and then coupling the estimates together. The coupling model is similar to the Bradley-Terry method for paired comparisons. We study the nature of the class probability estimates that arise, and examine the performance of the procedure in real and simulated data sets. Classifiers used include Linear discriminants, nearest neighbors, adaptive nonlinear methods and the su...
• Bahadur representation of Mm estimates AI翻译
  作者：Bose, A
  作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata
  摘要：We take a unified approach to asymptotic properties of M-m estimates based on i.i.d. observations defined through the minimization of a real-valued criterion function of one or more variables. Our results are applicable to a host of location and scale estimators found in the literature.
• Local asymptotic normality of truncated empirical processes AI翻译
  作者：Falk, M
  摘要：Given n lid copies X-1,...,X-n of a random element X in some arbitrary measurable space S, we are only interested in those observations that fall into some subset D having but a small probability of occurrence. It is assumed that the distribution P-X of X belongs on D to a parametric family P-X(.boolean AND D) = P-v, V epsilon Theta subset of R-d Nonlinear regression analysis and the peaks-over-threshold (POT) approach in extreme value analysis are prominent examples. For the POT approach on S...
• Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables AI翻译
  作者：Mizera, I; Wellner, JA
  作者单位：Comenius University Bratislava; University of Washington; University of Washington Seattle
  摘要：Necessary and sufficient conditions for the weak consistency of the sample median of independent, but not identically distributed random variables are given and discussed.
• Symmetry and lattice conditional independence in a multivariate normal distribution AI翻译
  作者：Andersson, S; Madsen, J
  作者单位：Indiana University System; Indiana University Bloomington; University of Copenhagen
  摘要：A class of multivariate normal models with symmetry restrictions given by a finite group and conditional independence restrictions given by a finite distributive lattice is defined and studied. The statistical properties of these models including maximum likelihood inference, invariance and hypothesis testing are discussed.