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最新文章

• An infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one AI翻译
  作者：Pistone, G; Sempi, C
  作者单位：University of Salento
  摘要：Let M(mu) be the set of all probability densities equivalent to a given reference probability measure mu. This set is thought of as the maximal regular (i.e., with strictly positive densities) mu-dominated statistical model. For each f is an element of M(mu) We define (1) a Banach space L(f) with unit ball V-f and(2) a mapping sf from a subset U-f of M(mu) onto V-f, in such a way that the system (s(f), U-f, f is an element of M(mu)) is an affine atlas on M(mu). Moreover each parametric exponen...
• Variational solution of penalized likelihood problems and smooth curve estimation AI翻译
  作者：Machler, MB
  摘要：Usual nonparametric regression estimators often show many little wiggles which do not appear to be necessary for a good description of the data. The new ''Wp'' smoother is a maximum penalized likelihood (MPL) estimate with a novel roughness penalty. It penalizes a relative change of curvature. This leads to disjoint classes of functions, each with a given number, n(w), of inflection points. For a ''Wp'' estimate, f ''(x) = +/- (x - w(1))...(x - w(nw)). exp h(f)(x), which is semiparametric, wit...
• Intrinsic analysis of statistical estimation AI翻译
  作者：Oller, JM; Corcuera, JM
  摘要：The parametric statistical models with suitable regularity conditions have a natural Riemannian manifold structure, given by the information metric. Since the parameters are merely labels for the probability measures, an inferential statement should be formulated through intrinsic objects, invariant under reparametrizations. In this context the estimators will be random objects valued on the manifold corresponding to the statistical model. In spite of these considerations, classical measures o...
• Periodogram-based estimators of fractal properties AI翻译
  作者：Chan, G; Hall, P; Poskitt, DS
  作者单位：Australian National University; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
  摘要：We suggest an estimator, based on the periodogram, of the fractal index and fractal dimension of a continuous, stationary Gaussian process. We argue that the cosine part of the periodogram is more appropriate than the full periodogram for this application. The term ''semiperiodogram'' is used to describe the cosine component, and our estimator is based on simple linear regression of the logarithm of the semiperiodogram on the algorithm of frequency. Theoretical properties of the estimator, inc...
• Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative AI翻译
  作者：Andrews, DWK; Ploberger, W
  作者单位：Technische Universitat Wien
  摘要：This paper establishes the asymptotic admissibility of the likelihood ratio (LR) test for a general class of testing problems in which a nuisance parameter is present only under the alternative hypothesis. The paper also establishes the finite sample admissibility of the LR test for testing problems of this sort that arise in Gaussian linear regression models with known variance.
• Kernel estimation in a nonparametric marker dependent hazard model AI翻译
  作者：Nielsen, JP; Linton, OB
  作者单位：Yale University
  摘要：We introduce a new kernel hazard estimator in a nonparametric model where the stochastic hazard depends on the current value of time and on the current value of a time dependent covariate or marker. We establish the pointwise and global convergence of our estimator.
• Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes AI翻译
  作者：VandeGeer, S
  摘要：We obtain an exponential probability inequality for martingales and a uniform probability inequality for the process integral gdN, where N is a counting process and where g varies within a class of predictable functions g. For the latter, we use techniques from empirical process theory. The uniform inequality is shown to hold under certain entropy conditions on g. As an application, we consider rates of convergence for (nonparametric) maximum likelihood estimators for counting processes. A sim...
• Inference for unstable long-memory processes with applications to fractional unit root autoregressions AI翻译
  作者：Chan, NH; Terrin, N
  作者单位：Carnegie Mellon University
  摘要：An autoregressive time series is said to be unstable if all of its characteristic roots lie on or outside the unit circle, with at least one on the unit circle. This paper aims at developing asymptotic inferential schemes for an unstable autoregressive model generated by long-memory innovations. This setting allows both nonstationarity and long-memory behavior in the modeling of low-frequency phenomena. In developing these procedures, a novel weak convergence result for a sequence of long-memo...
• M-estimates of rigid body motion on the sphere and in Euclidean space AI翻译
  作者：Chang, T; Ko, DJ
  作者单位：Virginia Commonwealth University
  摘要：This paper calculates the influence functions and asymptotic distributions of M-estimators of the rotation A in a spherical regression model on the unit sphere in p dimensions with isotropic errors. The problem arises in the reconstruction of the motion of a rigid body on the surface of the sphere. The comparable model for p-dimensional Euclidean space data is that (upsilon(1),...,upsilon(n)) are independent with upsilon(i) symmetrically distributed around gamma A . u(i) + b, u(i) known, where...
• Hyper Markov laws in the statistical analysis of decomposable graphical models (vol 21, pg 1272, 1993) AI翻译
  作者：Dawid, AP; Lauritzen, SL