5期

最新文章

• Error bound in a central limit theorem of double-indexed permutation statistics AI翻译
  作者：Zhao, LC; Bai, ZD; Chao, CC; Liang, WQ
  作者单位：Chinese Academy of Sciences; University of Science & Technology of China, CAS; National Sun Yat Sen University; Academia Sinica - Taiwan
  摘要：An error bound in the normal approximation to the distribution of the double-indexed permutation statistics is derived. The derivation is based on Stein's method and on an extension of a combinatorial method of Bolthausen. The result can be applied to obtain the convergence rate of order n(-1/2) for some rank-related statistics, such as Kendall's tau, Spearman's rho and the Mann-Whitney-Wilcoxon statistic. Its applications to graph-related nonparametric statistics of multivariate observations ...
• Interpolation methods for nonlinear wavelet regression with irregularly spaced design AI翻译
  作者：Hall, P; Turlach, BA
  作者单位：Australian National University
  摘要：We introduce interpolation methods that enable nonlinear wavelet estimators to be employed with stochastic design, or nondyadic regular design, in problems of nonparametric regression. This approach allows relatively rapid computation, involving dyadic approximations to wavelet-after-interpolation techniques. New types of interpolation are described, enabling first-order variance reduction at the expense of second-order increases in bias. The effect of interpolation on threshold choice is addr...
• Good exact confidence sets for a multivariate normal mean AI翻译
  作者：Tseng, YL; Brown, LD
  作者单位：Academia Sinica - Taiwan; University of Pennsylvania
  摘要：A class of confidence sets with constant coverage probability for the mean of a p-variate normal distribution is proposed through a pseudo-empirical-Bayes construction. When the dimension is greater than 2, by combining analytical results with some exact numerical calculations the proposed sets are proved to have a uniformly smaller volume than the usual confidence region. Sufficient conditions for the connectedness of the proposed confidence sets are also derived. In addition, our confidence ...
• Heavy tail modeling and teletraffic data - Discussion AI翻译
  作者：Adler, RJ
  作者单位：Technion Israel Institute of Technology; University of North Carolina; University of North Carolina Chapel Hill
• Simultaneous estimation of location parameters for sign-invariant distributions AI翻译
  作者：Xu, JL
  作者单位：University of Houston System; University of Houston
  摘要：Estimation of p, p greater than or equal to 3, location parameters of a distribution of a p-dimensional random vector X is considered under quadratic loss. Explicit estimators which are better than the best invariant one are given for a sign-invariantly distributed random vector X. The results depend only on the second and the third moments of parallel to X-theta parallel to. The generalizations to concave loss functions and to n observations are also considered. Additionally, if the scale is ...
• Heavy tail modeling and teletraffic data AI翻译
  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...
• Abstract tubes, improved inclusion-exclusion identities and inequalities and importance sampling AI翻译
  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...
• Heavy tail modeling and teletraffic data - Discussion AI翻译
  作者：Willinger, W; Paxson, V
  作者单位：AT&T; University of California System; University of California Berkeley; United States Department of Energy (DOE); Lawrence Berkeley National Laboratory
• Skewness for multivariate distributions:: Two approaches AI翻译
  作者：Avérous, J; Meste, M
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier
  摘要：This paper presents two approaches for qualitative, quantitative and comparative concepts of skewness to be defined with respect to the spatial median for multivariate distributions. They extend the known quantile-based notions defined for real distributions. The main tool for such extensions consists of a family of central parts that provide suitable generalizations of the real interquantile intervals.
• Heavy tail modeling and teletraffic data - Discussion AI翻译
  作者：Beran, J
  作者单位：University of Konstanz