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作者:Zhang, CH
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:Nonasymptotic risk bounds are provided for maximum likelihood-type isotonic estimators of an unknown nondecreasing regression function, with general average loss at design points. These bounds are optimal Lip to scale constants. and they imply uniform n(-1/3)-consistency of the l(p) risk for unknown regression functions of uniformly bounded variation, under mild assumptions on the joint probability distribution of the data, with possibly dependent observations.
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作者:Bickel, PJ
作者单位:University of California System; University of California Berkeley
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作者:Koltchinskii, V; Panchenko, D
作者单位:University of New Mexico
摘要:We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers, such as boosting and bagging. The bounds are in terms of the empirical distribution of the margin of the combined classifier. They are based on the methods of the theory of Gaussian and empirical processes (comparison inequalities, symmetrization method, co...
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作者:Dempster, AP
作者单位:Harvard University
摘要:Although not a traditional philosopher, John Tukey contributed much to our understanding of statistical science and empirical science more broadly. The former is represented by the light he shed on the relation of drawing conclusions to making decisions, and of how simple concepts like significance and confidence serve to back up or confirm empirical findings. Less successfully, he attempted inconclusively to sort out the ambiguities of R. A. Fisher's fiducial argument. His main effort, howeve...
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作者:van der Vaart, A
作者单位:Vrije Universiteit Amsterdam
摘要:We give an overview and appraisal of the scientific work in theoretical statistics, and its impact, by Lucien Le Cam. The references to Le Cam's papers refer to the Le Cam bibliography. The reference is the first paper for the given year if not stated.
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作者:Brown, LD; Lin, Y
作者单位:University of Pennsylvania
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作者:Finner, H; Roters, M
作者单位:University of Potsdam; Heinrich Heine University Dusseldorf
摘要:The performance of multiple test procedures with respect to error control is an old issue. Assuming that all hypotheses are true we investigate the behavior of the expected number of type I errors (ENE) as a characteristic of certain multiple tests controlling the familywise error rate (FWER) or the false discovery rate (FDR) at a prespecified level. We derive explicit formulas for the distribution of the number of false rejections as well as for the ENE for single-step, step-down and step-up ...
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作者:Brons, H
作者单位:University of Copenhagen
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作者:Helland, IS
作者单位:University of Oslo
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作者:Bedford, T; Cooke, RM
作者单位:University of Strathclyde; Delft University of Technology
摘要:A new graphical model, called a vine, for dependent random variables is introduced. Vines generalize the Markov trees often used in modelling high-dimensional distributions. They differ from Markov trees and Bayesian belief nets in that the concept of conditional independence is weakened to allow for various forms of conditional dependence. Vines can be used to specify multivariate distributions in a straightforward way by specifying various marginal distributions and the ways in which these m...