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作者：Siegmund, D; Yakir, B
作者单位：Stanford University; Hebrew University of Jerusalem
摘要：Assume that two sequences from a finite alphabet are optimally aligned according to a scoring system that rewards similarities according to a general scoring scheme and penalizes gaps (insertions and deletions). Under the assumption that the letters in each sequence are independent and identically distributed and the two sequences are also independent, approximate p-values are obtained for the optimal local alignment when either (i) there are at most a fixed number of gaps, or (ii) the gap ini...
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作者：Freund, Y; Schapire, RE
作者单位：AT&T
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作者：Stephens, M
作者单位：University of Oxford
摘要：Richardson and Green present a method of performing a Bayesian analysis of data from a finite mixture distribution with an unknown number of components. Their method is a Markov Chain Monte Carlo (MCMC) approach, which makes use of the reversible jump methodology described by Green. We describe an alternative MCMC method which views the parameters of the model as a (marked point process, extending methods suggested by Ripley to create a Markov birth-death process with an appropriate stationary...
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作者：Chaudhuri, P; Marron, JS
作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata; University of North Carolina; University of North Carolina Chapel Hill
摘要：Scale space theory from computer vision leads to an interesting and novel approach to nonparametric curve estimation. The family of smooth curve estimates indexed by the smoothing parameter can be represented as a surface called the scale space surface. The smoothing parameter here plays the same role as that played by the scale of resolution in a visual system. In this paper, we study in detail various features of that surface from a statistical viewpoint. Pi-Teak convergence of the empirical...
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作者：Dette, H
作者单位：Ruhr University Bochum
摘要：In this paper we study the problem of testing the functional farm of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in the assumed regression model and a nonparametric variance estimator. The corresponding test statistic can be shown to be asymptotically normal under the null hypothesis and under fixed alternatives with different rates of convergence corresponding to both cases. This provides a simple asymptotic ...
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作者：Chiou, JM; Müller, HG
作者单位：National Chung Cheng University; University of California System; University of California Davis
摘要：The quasi-likelihood function proposed by Wedderburn broadened the scope of generalized linear models by specifying the variance function instead of the entire distribution. However, complete specification of variance functions in the quasi-likelihood approach may not be realistic We define a nonparametric quasi-likelihood by replacing the specified variance function in the conventional quasi-likelihood with a nonparametric variance function estimate. This nonparametric variance function estim...
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作者：Mykland, PA
作者单位：University of Chicago
摘要：The connection between large and small deviation results for the signed square root statistic R is studied, both for likelihoods and for likelihood-like criterion functions. We show that if p - 1 Barlett identities are satisfied to first order, but the pth identity is violated to this order, then cum,(R) = O(n(-q/2)) for 3 less than or equal to q < p, whereas cum(p)(R) = kappa(P)n(-(p-2)/2) + O(n(-p/2)). We also show that the large deviation behavior of R is determined by the values of p and k...
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作者：Srivastava, MS; Kubokawa, T
作者单位：University of Toronto; University of Tokyo
摘要：In this paper, we consider a multivariate one-way random effect model with equal replications. We propose nonnegative definite estimators for between and within components of variance. Under the Stein loss function, it is shown that the proposed estimators of the within component dominate the best unbiased estimator. Restricted maximum likelihood, truncated and order-preserving minimax estimators are also proposed. A Monte Carlo simulation is carried out to choose among these estimators. For e...
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作者：Läuter, J; Glimm, E; Kropf, S
作者单位：University Hospital Magdeburg
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作者：Lugosi, G; Nobel, AB
作者单位：Pompeu Fabra University; University of North Carolina; University of North Carolina Chapel Hill
摘要：Given n independent replicates of a jointly distributed pair (X, Y) epsilon R(d) x R x , we wish to select from a fixed sequence of model classes F(1), F(2),... a deterministic prediction rule f: R(d) --> R whose risk is small. WE investigate the possibility of empirically assessing the complexity of each model class, that is, the actual difficulty of the estimation problem within each class. The estimated complexities are in turn used to define an adaptive model selection procedure, which is ...
