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作者：Resnick, SI
作者单位：Cornell University
摘要：Huge data sets from the teletraffic industry exhibit many nonstandard characteristics such as heavy tails and long range dependence. Various estimation mer;hods for heavy tailed time series with positive innovations are reviewed. These include parameter estimation and model identification methods for autoregressions and moving averages. Parameter estimation methods include those of Yule-Walker and the linear programming estimators of Feigin and Resnick as well estimators for tail heaviness suc...
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作者：Lepski, OV; Mammen, E; Spokoiny, VG
作者单位：Federal Research Center Computer Science & Control of RAS; Institute Systems Analysis of Russian Academy of Sciences; Ruprecht Karls University Heidelberg; Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：A new variable bandwidth selector for kernel estimation is proposed. The application of this bandwidth selector leads to kernel estimates that achieve optimal rates of convergence over Besov classes. This implies that the procedure adapts to spatially inhomogeneous smoothness. In particular, the estimates share optimality properties with wavelet estimates based on thresholding of empirical wavelet coefficients.
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作者：Wick, D; Self, SG
作者单位：Fred Hutchinson Cancer Center
摘要：We describe models for infectious disease attack rates outside Aalen's multiplicative class and incorporating heterogeneity and interactions between subjects. Large-sample theory for the Nelson-Aalen estimator is developed, and its relevance examined in a simulation study. Planning for randomized, controlled clinical trials of prophylactic HIV vaccines partly motivated this work.
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作者：Naiman, DQ; Wynn, HP
作者单位：Johns Hopkins University; City St Georges, University of London
摘要：Numerous statistical applications require the evaluation of the probability content of a convex polyhedron. We demonstrate for a given polyhedron in R-d that there is a depth d inclusion-exclusion identity for its indicator function, which is a linear combination of indicator functions of intersections of at most d half-spaces. Terms in the identity are determined by the incidence of the facets of the polyhedron, which can be found using linear programming. This identity can be truncated at an...
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作者：Schmid, W; Schöne, A
作者单位：European University Viadrina Frankfurt Oder; Ulm University
摘要：Schmid extended the classical EWMA control chart to autocorrelated processes. Here, we consider the tail probability of the run length in the in-control state. The in-control process is assumed to be a stationary Gaussian process. It is proved that the tails for the autocorrelated process are larger than in the case of independent variables if all autocovariances are greater than or equal to zero. The inequality is strict. Moreover, this result is still valid for stationary processes having el...
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作者：Marzec, L; Marzec, P
作者单位：University of Wroclaw
摘要：In the paper a general class of stochastic processes based on the sums of weighted martingale-transform residuals for goodness-of-fit inference in general Cox's type regression models is studied. Their form makes the inference robust to covariate outliers. A weak convergence result for such processes is obtained giving the possibility of establishing the randomness of their graphs together with the construction of the formal chi(2)-type goodness-of-fit tests. By using the Khmaladze innovation ...
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作者：Mammen, E; van de Geer, S
作者单位：Ruprecht Karls University Heidelberg; Leiden University; Leiden University - Excl LUMC
摘要：Least squares penalized regression estimates with total variation penalties are considered. It is shown that these estimators are least squares splines with locally data adaptive placed knot points. The definition of these variable knot splines as minimizers of global functionals can be used to study their asymptotic properties. In particular, these results imply that the estimates adapt well to spatially inhomogeneous smoothness. We show rates of convergence in bounded variation function clas...
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作者：Brown, LD; Low, MG; Zhao, LH
作者单位：University of Pennsylvania
摘要：Fixed parameter asymptotic statements are often used in the context of nonparametric curve estimation problems (e.g., nonparametric density or regression estimation). In this context several forms of superefficiency can occur. In contrast to what can happen in regular parametric problems, here every parameter point (e.g., unknown density or regression function) can be a point of superefficiency. We begin with an example which shows how fixed parameter asymptotic statements have often appeared ...
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作者：James, LF
作者单位：Johns Hopkins University
摘要：Edgeworth expansions are derived for a class of weighted bootstrap methods for the Kaplan-Meier and Nelson-Aalen estimates using the methods contained in the monograph by Barbe and Bertail. Von Mises representations up to the third order are established for the weighted bootstrap versions of these estimators. It is shown that there exists weights which outperform Efron's bootstrap method in terms of coverage accuracy. Moreover, it is shown that this holds for a particular choice of gamma weigh...
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作者：Yu, B; Speed, TP
作者单位：University of California System; University of California Berkeley
摘要：A clone map of part or all of a chromosome is the result of organizing order and overlap information concerning collections of DNA fragments called clone libraries. In this paper the expected amount of information (entropy) needed to create such a map is discussed. A number of different formalizations of the notion of a clone map are considered, and exact or approximate expressions or bounds for the associated entropy are calculated for each formalization. Based on these bounds, comparisons ar...
