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作者：Hallin, Marc; Saidi, Abdessamad
作者单位：Universite Libre de Bruxelles; Universite de Montreal
摘要：The problem of testing noncorrelation between two multivariate time series is considered. Assuming that the global process admits a joint vector autoregressive (VAR) representation, noncorrelation between the two component series is equivalent to the hypothesis that all off-diagonal blocks in the matrix coefficients and the innovation covariance of the joint VAR representation are zero. We establish an adequate local asymptotic normality (LAN) property for this VAR model in the vicinity of non...
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作者：Meiring, Wendy
作者单位：University of California System; University of California Santa Barbara
摘要：A functional data analysis approach is presented to study altitude-dependent patterns of ozone variation in data from a sequence of ozonesonde flights. Ozonesondes are balloon-based instruments that measure ozone as the balloon ascends through the troposphere and lower stratosphere. This article concentrates on variation in the altitude range of 15.5-30.5 kin, in January-July in 1967-1998. Ozonesonde flights originating at a mid-latitude site, Hohenpeissenberg in Germany, are studied. Estimate...
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作者：Shi, Jianxin; Siegmund, David; Yakir, Benny
作者单位：Stanford University; Hebrew University of Jerusalem
摘要：Importance sampling methods are proposed for estimating the probability that the maximum of a random process exceeds a high threshold, with particular attention to assessing genome-wide significance levels in linkage analysis. The proposed algorithm is applied to computing the conditional significance level, given observed phenotypes, of scan statistics to map quantitative traits in experimental populations and in extended pedigrees of moderate size with partially informative markers. For dete...
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作者：Wang, Hansheng; Leng, Chenlei
作者单位：Peking University; National University of Singapore
摘要：We propose a method of least squares approximation (LSA) for unified yet simple LASSO estimation. Our general theoretical framework includes ordinary least squares, generalized linear models, quantile regression, and many others as special cases. Specifically, LSA can transfer many different types of LASSO objective functions into their asymptotically equivalent least squares problems. Thereafter, the standard asymptotic theory can be established and the LARS algorithm can be applied. In parti...
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作者：Cooley, Daniel; Nychka, Douglas; Naveau, Philippe
作者单位：Colorado State University System; Colorado State University Fort Collins; National Center Atmospheric Research (NCAR) - USA; National Center Atmospheric Research (NCAR) - USA; Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); Universite Paris Cite; University of Colorado System; University of Colorado Boulder
摘要：Quantification of precipitation extremes is important for flood planning purposes, and a common measure of extreme events is the r-year return level. We present a method for producing maps of precipitation return levels and uncertainty measures and apply it to a region in Colorado. Separate hierarchical models are constructed for the intensity and the frequency of extreme precipitation events. For intensity, we model daily precipitation above a high threshold at 56 weather stations with the ge...
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作者：Huang, Hsin-Cheng; Chen, Chun-Shu
作者单位：National Central University
摘要：In many fields of science, predicting variables of interest over a study region based on noisy data observed at some locations is an important problem. Two popular methods for the problem are kriging and smoothing splines. The former assumes that the underlying process is stochastic, whereas the latter assumes it is purely deterministic. Kriging performs better than smoothing splines in some situations, but is outperformed by smoothing splines in others. However, little is known regarding sele...
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作者：Tian, Lu; Liu, Jun; Wei, L. J.
作者单位：Northwestern University; Harvard University
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作者：Kalbfleisch, John D.; Jiang, Wenyu
作者单位：University of Michigan System; University of Michigan; Concordia University - Canada
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作者：Wu, Yichao; Liu, Yufeng
作者单位：Princeton University; University of North Carolina; University of North Carolina Chapel Hill
摘要：The support vector machine (SVM) has been widely applied for classification problems in both machine learning and statistics. Despite its popularity, however, SVM has some drawbacks in certain situations. In particular, the SVM classifier can be very sensitive to outliers in the training sample. Moreover, the number of support vectors (SVs) can be very large in many applications. To circumvent these drawbacks, we propose the robust truncated hinge loss SVM (RSVM), which uses a truncated hinge ...
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作者：He, Xuming; Hu, Feifang
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Virginia
