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作者:Cuesta-Albertos, JA; Gordaliza, A; Matrán, C
作者单位:Universidad de Cantabria; Universidad de Valladolid
摘要:A class of procedures based on impartial trimming (self-determined by the data) is introduced with the aim of robustifying k-means, hence the associated clustering analysis. We include a detailed study of optimal regions, showing that only nonpathological regions can arise from impartial trimming procedures. The asymptotic results provided in the paper focus on strong consistency of the suggested methods under widely general conditions. A section is devoted to exploring the performance of the ...
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作者:Drost, FC; Klaassen, CAJ; Werker, BJM
作者单位:Tilburg University; Tilburg University; University of Amsterdam
摘要:In a framework particularly suited for many time-series models we obtain a LAN result under quite natural and economical conditions. This enables us to construct adaptive estimators for (part of) the Euclidean parameter in these semiparametric models. Special attention is directed to group models in time series with the important subclass of models with time varying location and scale. Our set-up is confronted with the existing literature and, as examples, we reconsider linear regression and A...
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作者:Steif, JE
作者单位:Chalmers University of Technology
摘要:The joint distribution of a d-dimensional random field restricted to a box of size k can be estimated by looking at a realization in a box of size n >> k and computing the empirical distribution. This is done by sliding a box of size a around in the box of size n and computing frequencies. We show that when k = ii(n) grows as a function of n, then the total variation distance between this empirical distribution and the true distribution goes to 0 a.s. as n --> infinity provided k(n)(d) less th...
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作者:Bedford, T; Meilijson, I
作者单位:Delft University of Technology; Tel Aviv University
摘要:It is well known that the joint distribution of a pair of lifetime variables X-1 and X-2 which right censor each other cannot be specified in terms of the subsurvival functions P(X-2 > X-1 > x), P(X-1 > X-2 > x) and P(X-1 = X-2 > x) without additional assumptions such as independence of X-1 and X-2. For many practical applications independence is an unacceptable assumption, for example, when X-1 is the lifetime of a component subjected to maintenance and X-2 is the inspection time. Peterson pr...
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作者:Dorado, C; Hollander, M; Sethuraman, J
作者单位:State University System of Florida; Florida State University
摘要:The construction and analysis of repair models is an important area in reliability. A commonly used model is the minimal repair model. Under this model, repair restores the state of the system to its level prior to failure. Kijima introduced repair models that could be classified as better-than-minimal. Under Kijima's models, the system, upon repair, is functionally the same as a working system of lesser age which has never experienced failure. In this paper, we present a new approach to the m...
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作者:Riccomagno, E; Schwabe, R; Wynn, HP
作者单位:University of Warwick; Technical University of Darmstadt
摘要:A theory of optimum orthogonal fractions is developed for Fourier regression models using integer lattice designs. These provide alternatives to simple grids (product designs) in the case when specified main effects and interaction terms are required to be analyzed. The challenge is to obtain sample sizes which are polynomial in the dimension rather than exponential. This is achieved for certain models with special algorithms based on both algebraic generation and more direct sequential search.
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作者:Berry, DA; Chen, RW; Zame, A; Heath, DC; Shepp, LA
作者单位:Duke University; University of Miami; Cornell University; AT&T
摘要:We consider a bandit problem consisting of a sequence of n choices from an infinite number of Bernoulli arms, with n --> infinity. The objective is to minimize the long-run failure rate. The Bernoulli parameters are independent observations from a distribution F. We first assume F to be the uniform distribution on (0, 1) and consider various extensions. In the uniform case we show that the best lower bound for the expected failure proportion is between root 2/root n and 2/root n and we exhibit...
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作者:Dabrowska, DM
作者单位:University of California System; University of California Los Angeles
摘要:Nonparametric regression was shown by Beran and McKeague and Utikal to provide a flexible method for analysis of censored failure times and more general counting processes models in the presence of covariates. We discuss application of kernel smoothing towards estimation in a generalized Cox regression model with baseline intensity dependent on a covariate. Under regularity conditions we show that estimates of the regression parameters are asymptotically normal at rate root-n, and we also disc...
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作者:Gu, C
作者单位:Purdue University System; Purdue University
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作者:Hastie, T; Tibshirani, R
作者单位:Stanford University; University of Toronto