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作者：GU, C
摘要：Asa sequel to an earlier article by Gu and Qiu, this article describes and illustrates a dimensionless automatic algorithm for nonparametric probability density estimation using smoothing splines. The algorithm is designed to calculate an adaptive finite dimensional solution to the penalized likelihood problem, which was shown by Gu and Qiu to share the same asymptotic convergence rates as the nonadaptive infinite dimensional solution. The smoothing parameter is updated jointly with the estima...
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作者：BOWMAN, AW; FOSTER, PJ
作者单位：University of Manchester
摘要：Methods of adaptive smoothing of density estimates, where the amount of smoothing applied varies according to local features of the underlying density, are investigated. The difficulties of applying Taylor series arguments in this context are explored. Simple properties of the estimates are investigated by numerical integration and compared with the fixed kernel approach. Optimal smoothing strategies, based on the multivariate Normal distribution, are derived. As an application of these techni...
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作者：WAND, MP; JONES, MC
作者单位：Open University - UK
摘要：The basic kernel density estimator in one dimension has a single smoothing parameter, usually referred to as the bandwidth. For higher dimensions, however, there are several options for smoothing parameterization of the kernel estimator. For the bivariate case, there can be between one and three independent smoothing parameters in the estimator, which leads to a flexibility versus complexity trade-off when using this estimator in practice. In this article the performances of the different poss...
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作者：KIM, PT; CARTER, EM; HUBERT, JJ; HAND, KJ
摘要：This article examines the finite and infinite sample properties of the shrinkage estimator, motivated by a Bayesian argument, for the log relative potency, proposed in an earlier paper by Kim, Carter, and Hubert. This estimator can be written in closed form and is shown to have finite mean and finite variance in finite samples. As a consequence, this shrinkage estimator has finite frequentist risk, which is an improvement over the usual maximum likelihood estimator, for all finite sample sizes...
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作者：JOHNSON, R; KLOTZ, J
摘要：We consider the problem of estimating probabilities for the different numbers in a lottery when the winning numbers are selected sequentially without replacement. Numerical methods are developed to compute maximum likelihood estimates of the probabilities and their variance-covariance matrix based on observed outcomes. The generalized likelihood ratio statistic -2 ln(lambda) for testing equiprobable numbers is also given. The methods are applied to a data set from the Lotto America lottery. Th...
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作者：AMMANN, LP
摘要：Robust location and covariance estimators are developed via general of estimation for covariance matrix eigenvectors and eigenvalues. The solution to this GM estimation problem is obtained by transforming it into a series of robust regression problems based on a new algorithm for the singular value decomposition. It is shown here that the singular value decomposition can be represented as an iteration of two steps: a least squares regression fit of the data matrix followed by a rotation to the...
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作者：THEODOSSIOU, PT
摘要：A firm in the early stages of financial distress exhibits characteristics different from those of healthy firms. As the economic condition of a firm worsens, its financial characteristics shift toward those of failed firms. Practitioners in the financial sector have long been interested in the early detection of a firm's slide toward insolvency. Several models have been developed with this purpose in mind, but these older models are static in nature. Therefore, a need exists for the developmen...
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作者：FUNG, WK
摘要：Identification of multiple outliers and leverage points is difficult because of the masking effect. Recently, Rousseeuw and van Zomeren suggested using high-breakdown robust estimation methods-the least median of squares and minimum volume ellipsoid-for unmasking these observations. These methods tend to declare too many observations as extreme, however. A stepwise analysis is proposed here for confirmation of outliers and leverage points detected using the robust methods. Diagnostic measures ...
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作者：LEE, EW; WEI, LJ; YING, Z
作者单位：New York University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：In this article we consider cases where data consist of many small and independent groups of correlated failure time observations. For each failure time, which may be censored. some important covariates are also recorded. Our goal is to examine the covariate effects on the individual failure time observations. We assume that the logarithm of each failure time is linearly related to its covariates. We then take a population-averaged model approach to obtain inference procedures for the regressi...
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作者：MEIER, K; NYCHKA, D
作者单位：North Carolina State University
摘要：Knowledge of the rate of a biological process is important for characterizing the system and is necessary for gaining a deeper understanding of the process. Consider measurements, Y, made over time on a system following the model Y = f(t) + e, where f is a smooth, unknown function and e is measurement error. Although most statistical methodology has focused on estimating f(t) or f'(t), in some applications what is of real biological interest is the relationship between f and f'. One example is...
