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作者：Genovese, CR; Wasserman, L
作者单位：Carnegie Mellon University
摘要：We construct nonparametric confidence sets for regression functions using wavelets that are uniform over Besov balls. We consider both thresholding and modulation estimators for the wavelet coefficients. The confidence set is obtained by showing that a pivot process, constructed from the loss function, converges uniformly to a mean zero Gaussian process. Inverting this pivot yields a confidence set for the wavelet coefficients, and from this we obtain confidence sets on functionals of the regr...
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作者：Shimotsu, K; Phillips, PCB
作者单位：Queens University - Canada; Yale University
摘要：An exact form of the local Whittle likelihood is studied with the intent of developing a general-purpose estimation procedure for the memory parameter (d) that does not rely on tapering or differencing prefilters. The resulting exact local Whittle estimator is shown to be consistent and to have the same N(0, (1)/(4)) limit distribution for all values of d if the optimization covers an interval of width less than (9)/(2) and the initial value of the process is known.
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作者：Gu, C; Ma, P
作者单位：Purdue University System; Purdue University; Harvard University
摘要：Mixed-effect models are widely used for the analysis of correlated data such as longitudinal data and repeated measures. In this article, we study an approach to the nonparametric estimation of mixed-effect models. We consider models with parametric random effects and flexible fixed effects, and employ the penalized least squares method to estimate the models. The issue to be addressed is the selection of smoothing parameters through the generalized cross-validation method, which is shown to y...
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作者：Hampel, F
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
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作者：Jermyn, IH
作者单位：Inria
摘要：A frequent and well-founded criticism of the maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimates of a continuous parameter gamma taking values in a differentiable manifold F is that they are not invariant to arbitrary reparameterizations of 1. This paper clarifies the issues surrounding this problem, by pointing out the difference between coordinate invariance, which is a sine qua non for a mathematically well-defined problem, and diffeomorphism invariance, which is a su...
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作者：Chatterjee, S; Bose, A
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron. the delete-d jackknife and variations of the Bayesian bootstrap. The use of the proposed technique is discussed in some examples, Distributional consistency of the method is established and an asymptotic representation of the resampling variance estimator is obtained.
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作者：Delgado, MA; Hidalgo, J; Velasco, C
作者单位：Universidad Carlos III de Madrid; University of London; London School Economics & Political Science
摘要：This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated) martingale transformation of the Bartlett T-p-process with estimated parameters, which converges in distribution to the standard Brownian motion under the null hypothesis. We discuss tests of different natures such as omnibus, directional and Portmanteau-ty...
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作者：Oja, H
作者单位：University of Jyvaskyla
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作者：Müller, HG; Stadtmüller, U
作者单位：University of California System; University of California Davis; Ulm University
摘要：We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the predictor function with a smooth parameter function, and the expected value of the response is related to this linear predictor via a link function. If, in addition, a variance function is specified, this leads to a functional estimating equation which correspond...
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作者：Cohen, A; Sackrowitz, HB
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：A resurgence of interest in multiple hypothesis testing has Occurred in the last decade. Motivated by studies in genomics. microarrays, DNA sequencing, drug screening, clinical trials. bioassays, education and psychology, statisticians have been devoting considerable research energy in an effort to properly analyze multiple endpoint data. In response to new applications. new criteria and new methodology, many ad hoc procedures have emerged. The classical requirement has been to use procedures ...
