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作者：Hendriks, Harrie; Landsman, Zinoviy
作者单位：Radboud University Nijmegen; University of Haifa
摘要：Given an m-dimensional compact submanifold M of Euclidean space R-s, the concept of mean location of a distribution, related to mean or expected vector, is generalized to more general R-s-valued functionals including median location, which is derived from the spatial median. The asymptotic statistical inference for general functionals of distributions on such submanifolds is elaborated. Convergence properties are studied in relation to the behavior of the underlying distributions with respect ...
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作者：Wang, Li; Yang, Lijian
作者单位：University System of Georgia; University of Georgia; Michigan State University
摘要：Application of nonparametric and semiparametric regression techniques to high-dimensional time series data has been hampered due to the lack of effective tools to address the curse of dimensionality. Under rather weak conditions, we propose spline-backfitted kernel estimators of the component functions for the nonlinear additive time series data that are both computationally expedient so they are usable for analyzing very high-dimensional time series, and theoretically reliable so inference ca...
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作者：Zhang, Jin-Ting; Chen, Jianwei
作者单位：National University of Singapore; California State University System; San Diego State University; University of Rochester
摘要：With modem technology development, functional data are being observed frequently in many scientific fields. A popular method for analyzing such functional data is '' smoothing first, then estimation.'' That is, statistical inference such as estimation and hypothesis testing about functional data is conducted based on the substitution of the underlying individual functions by their reconstructions obtained by one smoothing technique or another. However, little is known about this substitution e...
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作者：Cheng, Ming-Yen; Peng, Liang; Wu, Jyh-Shyang
作者单位：National Taiwan University; University System of Georgia; Georgia Institute of Technology; Tamkang University
摘要：A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias remains unchanged. The nearby points are chosen to maximize the variance reduction. We study in detail the case of univariate local linear regression. While the new estimator retains many advantages of the local linear estimator, it has appealing asymptotic ...
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作者：Schennach, Susanne M.
作者单位：University of Chicago
摘要：Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219-255] have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties, namely, that its O(n(-1)) bias is small and that bias-corrected EL is higher-order efficient. Although EL possesses these properties when the model is correctly specified, this paper shows that, in the presence of model misspecific...
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作者：Li, Yingxing; Zhu, Li-Xing
作者单位：Cornell University; Hong Kong Baptist University
摘要：In this paper, we systematically study the consistency of sliced average variance estimation (SAVE). The findings reveal that when the response is continuous, the asymptotic behavior of SAVE is rather different from that of sliced inverse regression (SIR). SIR can achieve root n, consistency even when each slice contains only two data points. However, SAVE cannot be root n consistent and it even turns out to be not consistent when each slice contains a fixed number of data points that do not d...
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作者：Mcelroy, Tucker; Politis, Dimitris N.
作者单位：University of California System; University of California San Diego
摘要：In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under this assumption, we study the limit behavior of the partial sums of the marked point process {(t(i), X (t(i)))}, where X(t) is a stationary random field and the points t(i) are generated from an independent Poisson random measure N on R-d. We ...
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作者：Cuevas, Antonio; Fraiman, Ricardo; Rodriguez-Casal, Alberto
作者单位：Autonomous University of Madrid; Universidade de Santiago de Compostela
摘要：The Minkowski content L-0(G) of a body G C R-d represents the bound ary length (for d = 2) or the surface area (for d = 3) of G. A method for estimating L-0(G) is proposed. It relies on a nonparametric estimator based on the information provided by a random sample (taken on a rectangle containing G) in which we are able to identify whether every point is inside or outside G. Some theoretical properties concerning strong consistency, L-1-error and convergence rates are obtained. A practical app...
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作者：Huo, Xiaoming; Ni, Xuelei
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Recent results in homotopy and solution paths demonstrate that certain well-designed greedy algorithms, with a range of values of the algorithmic parameter, can provide solution paths to a sequence of convex optimization problems. On the other hand, in regression many existing criteria in subset selection (including C-p, AIC, BIC, MDL, RIC, etc.) involve optimizing an objective function that contains a counting measure. The two optimization problems are formulated as (P1) and (P0) in the prese...
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作者：Efron, Bradley; Hastie, Trevor; Tibshiran, Robert
作者单位：Stanford University
