作者：FAN, JQ; GIJBELS, I
作者单位：Universite Catholique Louvain; University of North Carolina; University of North Carolina Chapel Hill
摘要：When estimating a mean regression function and its derivatives, locally weighted least squares regression has proven to be a very attractive technique. The present paper focuses on the important issue of how to select the smoothing parameter or bandwidth. In the case of estimating curves with a complicated structure, a variable bandwidth is desirable. Furthermore, the bandwidth should be indicated by the data themselves. Recent developments in nonparametric smoothing techniques inspired us to ...
作者：SPECKMAN, PL; MARRON, JS; SILVERMAN, B; NASON, G; WANG, KM; SEIFERT, B; GASSER, T; EFROMOVITCH, S; NUSSBAUM, M; WANG, YZ; VONSACHS, R; BRILLINGER, DR; NEUMANN, MH; HASTIE, T; FAN, JQ; ANTONIADIS, A; BIRGE, L; CRELLIN, NJ; MARTIN, MA; DOUKHAN, P; ENGEL, J; GEORGIEV, AA; LIU, H; GOOD, IJ; HALL, P; PATIL, P; HERRMANN, E; KOLACZYK, ED; LEPSKII, OV; MAMMEN, E; SPOKOINY, VG; LUCIER, B; MCCULLAGH, P; MOULIN, P; MULLER, HG; OLSHEN, RA; TSYBAKOV, AB; WAHBA, G; WALTER, GG; TIBSHIRANI, R
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Bristol; University of Zurich; University of New Mexico; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; University of Kaiserslautern; University of California System; University of California Berkeley; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; AT&T; Nokia Corporation; Nokia Bell Labs; University of Toronto; Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Sorbonne Universite; Stanford University; Australian National University; CY Cergy Paris Universite; University of Bonn; Albemarle Corporation; Louisiana State University System; Louisiana State University; University of Pennsylvania; Virginia Polytechnic Institute & State University; Technical University of Darmstadt; University of Chicago; Federal Research Center Computer Science & Control of RAS; Institute Systems Analysis of Russian Academy of Sciences; Humboldt University of Berlin; Kharkevich Institute for Information Transmission Problems of the RAS; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Purdue University System; Purdue University; Telcordia Technologies; University of California System; University of California Davis; Stanford University; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Milwaukee
作者：COPAS, JB
摘要：By drawing an analogy with likelihood for censored data, a local likelihood function is proposed which gives more weight to observations near a region of interest in the sample space. Resulting methods can be used for assessing local departures from a parametric model, and for semiparametric density estimation. Some theory, and three examples, is given.
作者：CHENG, RCH; TRAYLOR, L
摘要：Four non-regular estimation problems are reviewed and discussed. One (the unbounded likelihood problem) involves distributions with infinite spikes, for which maximum likelihood can fail to give consistent estimators. A comparison is made with modified likelihood and spacings methods which do give efficient estimators in this case. An application to the Box-Cox shifted power transform is given. The other three problems occur when the true parameter lies in some special subregion. In one (the c...
作者：BENJAMINI, Y; HOCHBERG, Y
摘要：The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses - the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of the fa...
作者：LAI, TL
摘要：After a brief survey of a large variety of sequential detection procedures that are widely scattered in statistical references on quality control and engineering references on fault detection and signal processing, we study some open problems concerning these procedures and introduce a unified theory of sequential changepoint detection. This theory leads to a class of sequential detection rules which are not too demanding in computational and memory requirements for on-line implementation and ...
作者：DRAPER, D
摘要：In most examples of inference and prediction, the expression of uncertainty about unknown quantities y on the basis of known quantities x is based on a model M that formalizes assumptions about how x and y are related. M will typically have two parts: structural assumptions S, such as the form of the link function and the choice of error distribution in a generalized linear model, and parameters theta whose meaning is specific to a given choice of S. It is common in statistical theory and prac...
