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作者：KNEIP, A; ENGEL, J
作者单位：University of Bonn
摘要：Given data from a sample of noisy curves, we consider a nonlinear parametric regression model with unknown model function. An iterative algorithm for estimating individual parameters as well as the model function is introduced under the assumption of a certain shape invariance: the individual regression curves are obtained from a common shape function by Linear transformations of the axes. Our algorithm is based on least-squares methods for parameter estimation and on nonparametric kernel meth...
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作者：CHEN, K; CHAO, MT; LO, SH
作者单位：Academia Sinica - Taiwan
摘要：In this paper, we prove that the Lynden-Bell estimator of a distribution function in the random truncation model is uniformly strong tent over the whole half line, a problem left open by Woodroofe.
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作者：HENGARTNER, NW; STARK, PB
作者单位：Yale University
摘要：A conservative finite-sample simultaneous confidence envelope for a density can be found by solving a finite set of finite-dimensional linear programming problems if the density is known to be monotonic or to have at most it modes relative to a positive weight function. The dimension of the problems is at most (n/log n)(1/3), where n is the number of observations. The linear programs find densities attaining the largest and smallest values at a point among cumulative distribution functions in ...
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作者：MAMMEN, E; TSYBAKOV, AB
作者单位：Sorbonne Universite
摘要：In this paper optimal rates of convergence are derived for estimates of sets in N-dimensional ''black and white'' pictures under smoothness conditions. It is assumed that the boundaries of the ''black'' regions have a smooth parameterisation, that is, that the boundaries are given by smooth functions from the sphere S-N-1 into R(N). Furthermore, classes of convex regions are considered. Two models are studied: edge estimation models motivated by image segmentation problems and density support ...
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作者：SIEGMUND, DO; WORSLEY, KJ
作者单位：McGill University
摘要：We suppose that our observations can be decomposed into a fixed signal plus random noise, where the noise is modelled as a particular stationary Gaussian random field in N-dimensional Euclidean space. The signal has the form of a known function centered at an unknown location and multiplied by an unknown amplitude, and we are primarily interested in a test to detect such a signal. There are many examples where the signal scale or width is assumed known, and the test is based on maximising a Ga...
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作者：ELLIS, SP
作者单位：University of Rochester; Rutgers University System; Rutgers University New Brunswick; Rutgers University Biomedical & Health Sciences
摘要：Let n > p > k > O be integers. Let delta be any technique for fitting k-planes to p-variate data sets of size n, for example, linear regression, principal components-or projection pursuit. Let J be the set of data sets which are (1) singularities of delta, that is, near them delta is unstable (for example, collinear data sets are singularities of least squares regression) and (2) nondegenerate, that is, their rank, after centering, is at least k. It is shown that the Hausdorff dimension, dim(H...
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作者：MYKLAND, PA
摘要：This paper introduces the concept of dual likelihood as a method of improving accuracy in inference situations depending on martingale estimating equations. Asymptotic results are given for the dual likelihood ratio statistic, and the structure of the family of alternatives is explored. Applications to survival analysis and also to time series, likelihood inference and independent observations are given. Connections to nonparametric likelihood (including empirical likelihood) are established.
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作者：WONG, WH; SHEN, XT
作者单位：University System of Ohio; Ohio State University
摘要：Let Y-1,...,Y-n be independent identically distributed with density p(o) and let F be a space of densities. We show that the supremum of the likelihood ratios Pi(i=1)(n)p(Y-i)/p(o)(Y-i), where the supremum is over p is an element of F with \\p(1/2) - p(o)(1/2)\\(2) greater than or equal to epsilon, is exponentially small with probability exponentially dose to 1. The exponent is proportional to n epsilon(2). The only condition required for this to hold is that epsilon exceeds a value determined...
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作者：HALL, WJ; WIJSMAN, RA; GHOSH, JK
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作者：LI, TH
摘要：A method is proposed to deal with the problem of blind deconvolution of a special non-Gaussian linear process, in which the input to the linear system is a real- or complex-valued multilevel random sequence that satisfies certain regularity conditions. The gist of the method is to apply a linear filter to the observed process and adjust the filter until a multilevel output is obtained. It is shown that the deconvolution problem can be solved (with only scale/rotation and shift ambiguities) if ...
