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作者:Smith, RL; Coles, S; Ferro, C; Butler, A; Anderson, M; Sahu, SK; Mardia, KV; Dupuis, DJ; Drees, H; Atkinson, AC; Beirlant, J; Goegebeur, Y; Boldi, MO; Davison, AC; Chatfield, C; Ledford, A; Peng, L; Qi, Y; Segers, J
作者单位:University of North Carolina; University of North Carolina Chapel Hill
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作者:Hand, DJ; Glasbey, C; Husmeier, D; Gower, JC; van Houwelingen, HC; Bugrien, JB; Nason, G; Critchley, F; Hoff, PD; McLachlan, GJ; Bean, RW
作者单位:Imperial College London; Open University - UK; Leiden University; Leiden University Medical Center (LUMC); Leiden University - Excl LUMC; University of Leeds; University of Bristol; University of Washington; University of Washington Seattle; University of Queensland
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作者:Hall, P; Park, J
作者单位:Australian National University; University of North Carolina; University of North Carolina Chapel Hill
摘要:In studies of properties of queues, for example in relation to Internet traffic, a subject that is of particular interest is the 'shape' of service time distribution. For example, we might wish to know whether the service time density is unimodal, suggesting that service time distribution is possibly homogeneous, or whether it is multimodal, indicating that there are two or more distinct customer populations. However, even in relatively controlled experiments we may not have access to explicit...
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作者:Nason, G; Moulines, E; Robert, CP; Andrieu, C; Stoffelen, A; Paul, D; Abramovich, F; Aykroyd, RG; West, RM; Meng, S; Butucea, C; Cavalier, L; Davy, M; De Canditiis, D; Golubev, Y; Hoffman, RN; Khabie-Zeitoune, E; Munk, A; Ruymgaart, FH; Olhede, SC; Tsybakov, A; Wahba, G; Johnstone, IM; Kerkyacharian, G; Picard, D; Raimondo, M; Wolfe, PJ; Godsill, SJ; Ng, WJ; Haario, H; Laine, M; Lehtinen, M; Saksman, E; Tamminen, J; Cornford, D; Csató, L; Evans, DJ; Opper, M
作者单位:University of Bristol
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作者:Rao Chaganty, N; Joe, H
作者单位:Old Dominion University; University of British Columbia
摘要:Using standard correlation bounds, we show that in generalized estimation equations (GEEs) the so-called 'working correlation matrix'R(alpha) for analysing binary data cannot in general be the true correlation matrix of the data. Methods for estimating the correlation param-eter in current GEE software for binary responses disregard these bounds. To show that the GEE applied on binary data has high efficiency, we use a multivariate binary model so that the covariance matrix from estimating equ...
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作者:Tjelmeland, H; Eidsvik, J
作者单位:Norwegian University of Science & Technology (NTNU)
摘要:We propose new Metropolis-Hastings algorithms for sampling from multimodal distributions on R-n. Tjelmeland and Hegstad have obtained direct mode jumping proposals by optimization within Metropolis-Hastings updates and different proposals for 'forward' and 'backward' steps. We generalize their scheme by allowing the probability distribution for forward and backward kernels to depend on the current state. We use the new setting to combine mode jumping proposals and proposals from a prior approx...
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作者:Johnstone, IM; Kerkyacharian, G; Picard, D; Raimondo, M
作者单位:Stanford University; Centre National de la Recherche Scientifique (CNRS); Universite Paris Nanterre; Universite Paris Cite; University of Sydney
摘要:Deconvolution problems are naturally represented in the Fourier domain, whereas thresholding in wavelet bases is known to have broad adaptivity properties. We study a method which combines both fast Fourier and fast wavelet transforms and can recover a blurred function observed in white noise with O{n log(n)2} steps. In the periodic setting, the method applies to most deconvolution problems, including certain 'boxcar' kernels, which are important as a model of motion blur, but having poor Four...
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作者:Prentice, RL; Moodie, FZ; Wu, JR
作者单位:Fred Hutchinson Cancer Center; St Jude Children's Research Hospital
摘要:A representation is developed that expresses the bivariate survivor function as a function of the hazard function for truncated failure time variables. This leads to a class of nonparametric survivor function estimators that avoid negative mass. The transformation from hazard function to survivor function is weakly continuous and compact differentiable, so that such properties as strong consistency, weak convergence to a Gaussian process and boot-strap applicability for a hazard function estim...
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作者:Heffernan, JE; Tawn, JA
作者单位:Lancaster University
摘要:Multivariate extreme value theory and methods concern the characterization, estimation and extrapolation of the joint tail of the distribution of a d-dimensional random variable. Existing approaches are based on limiting arguments in which all components of the variable become large at the same rate. This limit approach is inappropriate when the extreme values of all the variables are unlikely to occur together or when interest is in regions of the support of the joint distribution where only ...
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作者:Oh, HS; Li, TH
作者单位:University of Alberta; International Business Machines (IBM); IBM USA