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作者：Paparoditis, E; Politis, DN
作者单位：University of Cyprus; University of California System; University of California San Diego
摘要：We introduce and study tapered block bootstrap methodology that yields an improvement over the well-known block bootstrap for time series of Kunsch (1989). The asymptotic validity and the favourable bias properties of the tapered block bootstrap are shown. The important practical issues of optimally choosing the window shape and the block size are addressed in detail, while some finite-sample simulations are presented validating the good performance of the tapered block bootstrap.
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作者：Basu, S; Ebrahimi, N
作者单位：Northern Illinois University
摘要：This paper considers estimation of the unknown size N of a population based on multiple capture-recapture samples. We extend the Bayesian multiple recapture model to accommodate possible heterogeneity and dependence among the samples and possible heterogeneity within the samples. In the dependent model, we show that posterior inference for N is independent of almost all the nuisance parameters. We develop a flexible Bayesian model for heterogeneity within samples and demonstrate how Gibbs samp...
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作者：Van Lieshout, MNM; Molchanov, IS; Zuyev, SA
作者单位：Centrum Wiskunde & Informatica (CWI); University of Glasgow; University of Strathclyde
摘要：We formulate clustering as a minimisation problem in the space of measures by modelling the cluster centres as a Poisson process with unknown intensity function. We derive a Ward-type clustering criterion which, under the Poisson assumption, can easily be evaluated explicitly in terms of the intensity function. We show that asymptotically, i.e. for increasing total intensity, the optimal intensity function is proportional to a dimension-dependent power of the density of the observations. For f...
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作者：Roberts, GO; Stramer, O
作者单位：Lancaster University; University of Iowa
摘要：In this paper, we introduce a new Markov chain Monte Carlo approach to Bayesian analysis of discretely observed diffusion processes. We treat the paths between any two data points as missing data. As such, we show that, because of full dependence between the missing paths and the volatility of the diffusion, the rate of convergence of basic algorithms can be arbitrarily slow if the amount of the augmentation is large. We offer a transformation of the diffusion which breaks down dependency betw...
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作者：Bandyopadhyay, U; Biswas, A
作者单位：University of Calcutta; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：Adaptive designs are often used in clinical trials to force balance in sequential allocation of patients between two or more competitive treatments. Sometimes, from ethical considerations, the goal may be to allocate a larger number of patients to the better treatment in the course of the trial. In the present paper we consider patients who are heterogeneous with respect to some prognostic factors and assume that the response from each patient is a continuous variable. We consider a normal lin...
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作者：Mukerjee, R; Reid, N
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; University of Toronto
摘要：Conditions are obtained for the approximate frequentist validity of the posterior quantiles of any smooth parametric function. An application to Bayesian tolerance limits is indicated.
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作者：Ha, ID; Lee, Y; Song, JK
作者单位：Seoul National University (SNU); Kyungpook National University (KNU)
摘要：Systematic likelihood inference for frailty models is possible using Lee & Nelder's (1996) hierarchical likelihood. We develop an inferential method for frailty models via hierarchical likelihood, which gives a simple unified framework and a numerically efficient algorithm. Simulations and practical examples are presented to illustrate the new method.
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作者：Li, WK; Ling, SQ; Wong, H
作者单位：University of Hong Kong; Hong Kong University of Science & Technology; Hong Kong Polytechnic University
摘要：This paper investigates a partially nonstationary multivariate autoregressive model, which allows its innovations to be generated by a multivariate ARCH, autoregressive conditional heteroscedastic, process. Three estimators, including the least squares estimator, a full-rank maximum likelihood estimator and a reduced-rank maximum likelihood estimator, are considered and their asymptotic distributions are derived. When the multivariate ARCH process reduces to the innovation with a constant cova...
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作者：Antoniadis, A; Sapatinas, T
作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); University of Cyprus
摘要：We propose a wavelet shrinkage methodology for univariate natural exponential families with quadratic variance functions, covering the Gaussian, Poisson, gamma, binomial, negative binomial and generalised hyperbolic secant distributions. Simulation studies for Poisson and binomial data are used to illustrate the usefulness of the proposed methodology, and comparisons are made with other methods available in the literature. We also present applications to datasets arising from high-energy astro...
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作者：Fisher, NI; Marron, JS
作者单位：Commonwealth Scientific & Industrial Research Organisation (CSIRO); University of North Carolina; University of North Carolina Chapel Hill
摘要：The problem of identifying the number of modal groups manifested in a sample of data is of continuing interest and importance in statistical practice. In this paper, we combine features of two current approaches to the mode-testing problem with some new ideas, to produce a method that provides the data analyst with a powerful and flexible way of exploring modality in univariate data. This approach also provides what appears to be the first satisfactory test of modality for samples of circular ...
