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作者：Wei, Ying; He, Xuming
作者单位：Columbia University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Growth charts are often more informative when they are customized per subject, taking into account prior measurements and possibly other covariates of the subject. We study a global semiparametric quantile regression model that has the ability to estimate conditional quantiles without the usual distributional assumptions. The model can be estimated from longitudinal reference data with irregular measurement times and with some level of robustness against outliers, and it is also flexible for i...
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作者：Hall, Peter; Maiti, Tapabrata
作者单位：Australian National University; Iowa State University
摘要：Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and mean-squared prediction error is the main way in which prediction performance is measured. In this paper we suggest a new approach to estimating mean-squared prediction error. We introduce a matched-moment, double-bootstrap algorithm, enabling the notorious underes...
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作者：Levina, Elizaveta; Bickel, Peter J.
作者单位：University of Michigan System; University of Michigan; University of California System; University of California Berkeley
摘要：This paper introduces a nonparametric algorithm for bootstrapping a stationary random field and proves certain consistency properties of the algorithm for the case of mixing random fields. The motivation for this paper comes from relating a heuristic texture synthesis algorithm popular in computer vision to general nonparametric bootstrapping of stationary random fields. We give a formal resampling scheme for the heuristic texture algorithm and prove that it produces a consistent estimate of t...
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作者：Aslan, Mihaela
作者单位：US Department of Veterans Affairs; Veterans Health Administration (VHA); VA Connecticut Healthcare System; Yale University
摘要：Given a random sample from a distribution with density function that depends on an unknown parameter 0, we are interested in accurately estimating the true parametric density function at a future observation from the same distribution. The asymptotic risk of Bayes predictive density estimates with Kullback-Leibler loss function D(f(theta)parallel to(f) over cap) = integral (f) over cap (theta) log (f(theta)/(f) over cap) is used to examine various ways of choosing prior distributions; the prin...
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作者：Cai, T. Tony; Low, Mark G.
作者单位：University of Pennsylvania
摘要：Adaptive estimation of a quadratic functional over both Besov and L(p) balls is considered. A collection of nonquadratic estimators are developed which have useful bias and variance properties over individual Besov and L(p) balls. An adaptive procedure is then constructed based on penalized maximization over this collection of nonquadratic estimators. This procedure is shown to be optimally rate adaptive over the entire range of Besov and L(p) balls in the sense that it attains certain constra...
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作者：Carroll, Raymond J.; Ruppert, David
作者单位：Texas A&M University System; Texas A&M University College Station; Cornell University
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作者：Fromont, Magalie; Laurent, Beatrice
作者单位：Universite Rennes 2; Universite de Rennes; Universite Federale Toulouse Midi-Pyrenees (ComUE); Universite de Toulouse; Institut National des Sciences Appliquees de Toulouse
摘要：Given an i.i.d. sample drawn from a density f, we propose to test that f equals some prescribed density fo or that f belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the L-2-distance between f and fo or between f and the parametric family that we consider. For each sample size n, our test has level of significance a. In the case of simple hypotheses, we prove that our test is adaptive: it achieves the optimal rates of testing establi...
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作者：Mei, YJ
作者单位：Fred Hutchinson Cancer Center; California Institute of Technology
摘要：In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution f(theta) and tries to minimize the detection delay for every possible post-change distribution g(lambda). In this paper, motivated by a number of practical examples, we first consider the reverse question by specifying a required detection delay at a given post-change distribution and trying to minimize the frequency of false alarms for every poss...
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作者：Scricciolo, Catia
作者单位：Bocconi University
摘要：We study the rate of convergence of posterior distributions in density estimation problems for log-densities in periodic Sobolev classes characterized by a smoothness parameter p, The posterior expected density provides a nonparametric estimation procedure attaining the optimal minimax rate of convergence under Hellinger loss if the posterior distribution achieves the optimal rate over certain uniformity classes. A prior on the density class of interest is induced by a prior on the coefficient...
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作者：Hall, Peter; Vial, Celine
作者单位：Australian National University; Universite Paris Nanterre
摘要：The difficulties of estimating and representing the distributions of functional data mean that principal component methods play a substantially greater role in functional data analysis than in more conventional finite-dimensional settings. Local maxima and minima in principal component functions are of direct importance; they indicate places in the domain of a random function where influence on the function value tends to be relatively strong but of opposite sign. We explore statistical proper...
