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作者：Dahlhaus, R
作者单位：Ruprecht Karls University Heidelberg
摘要：A general minimum distance estimation procedure is presented for nonstationary time series models that have an evolutionary spectral representation. The asymptotic properties of the estimate are derived under the assumption of possible model misspecification. For autoregressive processes with time varying coefficients, the estimate is compared to the least squares estimate. Furthermore, the behavior of estimates is explained when a stationary model is fitted to a nonstationary process.
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作者：Hosoya, Y
作者单位：Tohoku University
摘要：This paper provides limit theorems for multivariate, possibly non-Gaussian stationary processes whose spectral density matrices may have singularities not restricted at the origin, applying those limiting results to the asymptotic theory of parameter estimation and testing for statistical models of long-range dependent processes. The central limit theorems are proved based on the assumption that the innovations of the stationary processes satisfy certain mixing conditions for their conditional...
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作者：Butler, SM; Louis, TA
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Kentucky
摘要：We consider a general random effects model for repeated binary measures, assuming a latent linear model with any class of mixing distributions. The latent model is assumed to have the Laird-Ware structure, but the random effects may be from any specified class of multivariate distributions and the error vector may have any specified continuous distribution. Elementwise threshold crossing then gives the observed vector of binary outcomes. Special cases of this model include recently discussed m...
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作者：Lindsay, B; Roeder, K
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Carnegie Mellon University
摘要：Consider finite mixture models of the form g(x; Q) = integral f(x; theta)dQ(theta), where f is a parametric density and Q is a discrete probability measure. An important and difficult statistical problem concerns the determination of the number of support points (usually known as components) of Q from a sample of observations from g. For an important class of exponential family models we have the following result: if P has more than p components and Q is an appropriately chosen p-component app...
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作者：Portnoy, S
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：Quantile smoothing splines were introduced by Koenker, Ng and Portnoy as natural and appealing estimates of conditional quantiles of response variables. The natural setting for the problem considers minimization of a weighted combination of a fit penalty and a roughness penalty over the space of functions whose derivatives have bounded variation. Although this space is not traditional, Shen has shown recently that the quantile smoothing splines do indeed converge at the usual optimal rate (n(-...
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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：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...
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作者：Baddeley, A; Gill, RD
作者单位：University of Western Australia; Utrecht University; Leiden University - Excl LUMC; Leiden University
摘要：When a spatial point process is observed through a bounded window, edge effects hamper the estimation of characteristics such as the empty space function F, the nearest neighbor distance distribution G and the reduced second-order moment function K. Here we propose and study product-limit type estimators of F, G and K based on the analogy with censored survival data: the distance from a fixed point to the nearest point of the process is right-censored by its distance to the boundary of the win...
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作者：Imbens, GW; Rubin, DB
作者单位：Harvard University; Harvard University
摘要：For most of this century, randomization has been a cornerstone of scientific experimentation, especially when dealing with humans as experimental units. In practice, however, noncompliance is relatively common with human subjects, complicating traditional theories of inference that require adherence to the random treatment assignment. In this paper we present Bayesian inferential methods for causal estimands in the presence of noncompliance, when the binary treatment assignment is random and h...
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作者：Neumann, MH; von Sachs, R
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; University of Kaiserslautern
摘要：We derive minimax rates for estimation in anisotropic smoothness classes. These rates are attained by a coordinatewise thresholded wavelet estimator based on a tensor product basis with separate scale parameter for every dimension. It is shown that this basis is superior to its one-scale multiresolution analog, if different degrees of smoothness in different directions are present. As an important application we introduce a new adaptive wavelet estimator of the time-dependent spectrum of a loc...
