The Annals of Statistics

最新文章

• Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality AI翻译
  作者：Hallin, M; Vermandele, C; Werker, B
  作者单位：Universite Libre de Bruxelles; Universite Libre de Bruxelles; Tilburg University; Universite Libre de Bruxelles; Universite Libre de Bruxelles
  摘要：The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, which require an assumption of symmetry. If the median, in the absence of a symmetry assumption, is considered as a location parameter, the maximal invariance property of ordinary ranks is lost to the ranks and the signs. This new maximal invariant thus suggests a new class of statistics, based on ordinary ranks and sig...
• Discussion of equi-energy sampler by Kou, Zhou and Wong AI翻译
  作者：Wu, Ying Nian; Zhu, Song-Chun
  作者单位：University of California System; University of California Los Angeles; University of California System; University of California Los Angeles
• Discussion: Local Rademacher complexities and oracle inequalities in risk minimization AI翻译
  作者：Bartlett, Peter L.; Mendelson, Shahar
  作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley; Australian National University
• Best subset selection, persistence in high-dimensional statistical learning and optimization under l1 constraint AI翻译
  作者：Greenshtein, Eitan
  作者单位：Purdue University System; Purdue University
  摘要：Let (Y, X-1,..., X-m) be a random vector. It is desired to predict Y based on (X-1,..., X-m). Examples of prediction methods are regression, classification using logistic regression or separating hyperplanes, and so on. We consider the problem of best subset selection, and study it in the context m = n(alpha), alpha > 1, where n is the number of observations. We investigate procedures that are based on empirical risk minimization. It is shown, that in common cases, we should aim to find the be...
• Discussion: Conditional growth charts AI翻译
  作者：Pere, Anneli
  作者单位：University of Helsinki
• Equi-energy sampler with applications in statistical inference and statistical mechanics AI翻译
  作者：Kou, S. C.; Zhou, Qing; Wong, Wing Hung
  作者单位：Harvard University; Stanford University
  摘要：We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature-energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in stat...
• On discriminating between long-range dependence and changes in mean AI翻译
  作者：Berkes, Istvan; Horvath, Lajos; Kokoszka, Piotr; Shao, Qi-Man
  作者单位：Graz University of Technology; Hungarian Academy of Sciences; HUN-REN; HUN-REN Alfred Renyi Institute of Mathematics; Utah System of Higher Education; Utah State University; Utah System of Higher Education; University of Utah; University of Oregon; Hong Kong University of Science & Technology
  摘要：We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly dependent with one change in mean at an unknown point, and under the alternative it is long-range dependent. We compute the CUSUM statistic T-n, which allows us to construct an estimator (k) over cap of a change-point. We then compute the statistic T-n,T-1 based o...
• Product-limit estimators of the survival function with twice censored data AI翻译
  作者：Patilea, Valentin; Rolin, Jean-Marie
  作者单位：Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI); Universite Catholique Louvain
  摘要：A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival functions of the individual risks are derived. We deduce the strong convergence of our estimators on the whole real half-line without any additional assumptions and their asymptotic normality under conditions concerning only the observed distribution. When the observations are generated according to the double censoring...
• Asymptotic normality of extreme value estimators on C[0,1] AI翻译
  作者：Einmahl, John H. J.; Lin, Tao
  作者单位：Tilburg University; Xiamen University
  摘要：Consider n i.i.d. random elements on C[0, 1]. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing functions have a Gaussian process as limiting distribution. A key tool is the weak convergence of a weighted tail empirical process, which makes it possible to obtain the results uniformly on [0, 1]. Detailed examples are also presented.
• False discovery and false nondiscovery rates in single-step multiple testing procedures AI翻译
  作者：Sarkar, Sanat K.
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
  摘要：Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these results extend previously known results, providing further insights, particularly under dependence, into the notions of FDR and FNR and related measures. First, considering fixed configurations of true and false null hypotheses, inequalities are obtained to explai...