2期

最新文章

• Representations of Levy processes without Gaussian components AI翻译
  作者：Walker, S; Damien, P
  作者单位：Imperial College London; University of Michigan System; University of Michigan
  摘要：We consider Levy processes without Gaussian components, known as pure jump processes, with a view to simulating such a process in order to implement full Bayesian nonparametric analyses involving the modelling of continuous time stochastic processes. In particular, from practical and theoretical perspectives, we investigate a recent representation of Wolpert & Ickstadt (1998).
• Is this the least squares estimate? AI翻译
  作者：Demidenko, E
  作者单位：Dartmouth College; Dartmouth College
  摘要：It is shown that the sum of squares can have several local minima with a positive probability for any intrinsically nonlinear regression with infinite tails. Therefore, the availability of global criteria is crucial. The concept of the local convexity level for the sum of squares in nonlinear regression models is introduced, A general formula for this local convexity level is derived and it is shown that the local convexity level is equal to the minimum of the squared radius of the full curvat...
• Statistical assessment of bilateral symmetry of shapes AI翻译
  作者：Mardia, KV; Bookstein, FL; Moreton, IJ
  作者单位：University of Leeds; University of Michigan System; University of Michigan; University of Leeds
  摘要：This paper formulates the problem of measuring bilateral symmetry of objects analytically for landmark data, and develops various new testing procedures and exploratory data analyses. The development is linked with the fundamental biological problem of measuring directional asymmetry and fluctuating asymmetry. We distinguish two types of symmetry, object symmetry and matching symmetry, and provide tests under assumptions of isotropic landmark variability as well as non-isotropy. The tests requ...
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix AI翻译
  作者：Pourahmadi, M
  作者单位：Northern Illinois University
  摘要：The positive-definiteness constraint is the most awkward stumbling block in modelling the covariance -matrix. Pourahmadi's (1999) unconstrained parameterisation models covariance using covariates in a similar manner to mean modelling in generalised linear models. The new covariance parameters have statistical interpretation as the regression coefficients and logarithms of prediction error variances corresponding to regressing a response on its predecessors. In this paper, the maximum likelihoo...
• On the estimation of poles in intensity functions AI翻译
  作者：Choi, E; Hall, P
  作者单位：Australian National University
  摘要：Motivated by spatial data on earthquake epicentres, we consider the problem of estimating properties of poles in point-process intensity functions. Our methods are semiparametric, requiring only 'asymptotic' models for the intensity. They produce estimates of the locations and strengths of poles. Strength is expressed in terms of an exponent of regular variation, and is simply related to the correlation dimension of the underlying point process. It is argued that existing methods for estimatin...