2003

最新文章

• Semiparametric estimation of multivariate fractional cointegration AI翻译
  作者：Chen, WW; Hurvich, CM
  作者单位：Texas A&M University System; Texas A&M University College Station; New York University
  摘要：We consider the semiparametric estimation of fractional cointegration in a multivariate process of cointegrating rank r > 0. We estimate the cointegrating relationships by the eigenvectors corresponding to the r smallest eigenvalues of an averaged periodogram matrix of tapered, differenced observations. The number of frequencies m used in the periodogram average is held fixed as the sample size grows. We first show that the averaged periodogram matrix converges in distribution to a singular ma...
• Likelihood-based inference in some continuous exponential families with unknown threshold parameters AI翻译
  作者：Dubinin, TM; Vardeman, SB
  作者单位：Iowa State University; Iowa State University
  摘要：We study likelihood-based inference in some continuous exponential families with unknown threshold parameters. The introduction of threshold parameters necessitates modification of the standard asymptotic arguments, and some possibly unexpected limiting distributions result.
• Finding the number of clusters in a dataset: An information-theoretic approach AI翻译
  作者：Sugar, CA; James, GM
  作者单位：University of Southern California
  摘要：One of the most difficult problems in cluster analysis is identifying the number of groups in a dataset. Most previously suggested approaches to this problem are either somewhat ad hoc or require parametric assumptions and complicated calculations. In. this article we develop a simple, yet powerful nonparametric method for choosing the number of clusters based on distortion, a quantity that measures the average distance, per dimension, between each observation and its closest cluster center. O...
• Inference and interpretability considerations in frequentist model averaging and selection - Discussion AI翻译
  作者：Cook, RD; Li, LX
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of California System; University of California Davis
• Cox regression with accurate covariates unascertainable: A nonparametric-correction approach (vol 95, pg 1209, 2000) AI翻译
  作者：Huang, Y; Wang, CY
• The intrinsic distribution and selection bias of long-period cometary orbits AI翻译
  作者：Jupp, PE; Kim, PT; Koo, JY; Wiegert, P
  作者单位：University of St Andrews; University of Guelph; Inha University; Queens University - Canada
  摘要：A question that arises in the study of cometary orbits is whether or not the directed normals to the orbits are uniformly distributed on the celestial sphere. Previous studies by statisticians have not taken selection effects into account and have tended to reject uniformity. Here a plausible selection mechanism is proposed that gives rise to a one-parameter family of distributions on the sphere. Data on long-period comets are analyzed using this one-parameter family. A nonzero selection effec...
• From the statistics of data to the statistics of knowledge: Symbolic data analysis AI翻译
  作者：Billard, L; Diday, E
  作者单位：University System of Georgia; University of Georgia; Universite PSL; Universite Paris-Dauphine
  摘要：Increasingly, datasets are so large they must be summarized in some fashion so that the resulting summary dataset is of a more manageable size, while still retaining as much knowledge inherent to the entire dataset as possible. One consequence of this situation is that the data may no longer be formatted as single values such as is the case for classical data, but rather may be represented by lists, intervals, distributions, and the like. These summarized data are examples of symbolic data. Th...
• Adaptive estimators and tests of stationary and nonstationary short- and long-memory ARFIMA-GARCH models AI翻译
  作者：Ling, SQ
  作者单位：Hong Kong University of Science & Technology
  摘要：This article considers the fractionally autoregressive integrated moving average [ARFIMA(p, d, q)] models with GARCH errors. The process generated by this model is short memory, long memory, stationary, and nonstationary, respectively, when d is an element of (- 1/2, 0), d is an element of (0, 1/2), d is an element of (- 1/2, 1/2), and d is an element of (1/2, infinity). Using a unified approach, the local asymptotic normality of the model is established for d is an element of U-j=0(infinity)(...
• A model of the joint distribution of purchase quantity and timing AI翻译
  作者：Boatwright, P; Borle, S; Kadane, JB
  作者单位：Carnegie Mellon University; Rice University
  摘要：Prediction of purchase timing and quantity decisions of a household is an important element for success of any retailer. This is especially so for an online retailer, as the traditional brick and-mortar retailer would be more concerned with total sales. A number of statistical models have been developed in the marketing literature to aid traditional retailers in predicting sales and analyzing the impact of various marketing activities on sales. However, there are two important differences betw...
• Optimality, variability, power: Evaluating response-adaptive randomization procedures for treatment comparisons AI翻译
  作者：Hu, FF; Rosenberger, WF
  作者单位：University of Virginia; National University of Singapore; University System of Maryland; University of Maryland Baltimore County; University System of Maryland; University of Maryland Baltimore; National University of Singapore
  摘要：We provide a theoretical template for the comparison of response-adaptive randomization procedures for clinical trials. Using a Taylor expansion of the noncentrality parameter of the usual chi-squared test for binary responses, we show explicitly the relationship among the target allocation proportion, the bias of the randomization procedure from that target, and the variability induced by the randomization procedure. We also generalize this relationship for more than two treatments under vari...