The Annals of Statistics

最新文章

• Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models AI翻译
  作者：Marzec, L; Marzec, P
  作者单位：University of Wroclaw
  摘要：In the paper a general class of stochastic processes based on the sums of weighted martingale-transform residuals for goodness-of-fit inference in general Cox's type regression models is studied. Their form makes the inference robust to covariate outliers. A weak convergence result for such processes is obtained giving the possibility of establishing the randomness of their graphs together with the construction of the formal chi(2)-type goodness-of-fit tests. By using the Khmaladze innovation ...
• Locally adaptive regression splines AI翻译
  作者：Mammen, E; van de Geer, S
  作者单位：Ruprecht Karls University Heidelberg; Leiden University; Leiden University - Excl LUMC
  摘要：Least squares penalized regression estimates with total variation penalties are considered. It is shown that these estimators are least squares splines with locally data adaptive placed knot points. The definition of these variable knot splines as minimizers of global functionals can be used to study their asymptotic properties. In particular, these results imply that the estimates adapt well to spatially inhomogeneous smoothness. We show rates of convergence in bounded variation function clas...
• Superefficiency in nonparametric function estimation AI翻译
  作者：Brown, LD; Low, MG; Zhao, LH
  作者单位：University of Pennsylvania
  摘要：Fixed parameter asymptotic statements are often used in the context of nonparametric curve estimation problems (e.g., nonparametric density or regression estimation). In this context several forms of superefficiency can occur. In contrast to what can happen in regular parametric problems, here every parameter point (e.g., unknown density or regression function) can be a point of superefficiency. We begin with an example which shows how fixed parameter asymptotic statements have often appeared ...
• A study of a class of weighted bootstraps for censored data AI翻译
  作者：James, LF
  作者单位：Johns Hopkins University
  摘要：Edgeworth expansions are derived for a class of weighted bootstrap methods for the Kaplan-Meier and Nelson-Aalen estimates using the methods contained in the monograph by Barbe and Bertail. Von Mises representations up to the third order are established for the weighted bootstrap versions of these estimators. It is shown that there exists weights which outperform Efron's bootstrap method in terms of coverage accuracy. Moreover, it is shown that this holds for a particular choice of gamma weigh...
• Information and the clone mapping of chromosomes AI翻译
  作者：Yu, B; Speed, TP
  作者单位：University of California System; University of California Berkeley
  摘要：A clone map of part or all of a chromosome is the result of organizing order and overlap information concerning collections of DNA fragments called clone libraries. In this paper the expected amount of information (entropy) needed to create such a map is discussed. A number of different formalizations of the notion of a clone map are considered, and exact or approximate expressions or bounds for the associated entropy are calculated for each formalization. Based on these bounds, comparisons ar...
• Heavy tail modeling and teletraffic data - Discussion AI翻译
  作者：Willinger, W; Paxson, V
  作者单位：AT&T; University of California System; University of California Berkeley; United States Department of Energy (DOE); Lawrence Berkeley National Laboratory
• 1994 Wald memorial lectures - Polynomial splines and their tensor products in extended linear modeling - Rejoinder AI翻译
  作者：Stone, CJ; Hansen, MH; Kooperberg, C; Truong, YK; Huang, JHZ
  作者单位：University of California System; University of California Berkeley; Nokia Corporation; Nokia Bell Labs; AT&T; University of North Carolina; University of North Carolina Chapel Hill; University of Washington; University of Washington Seattle
• On average derivative quantile regression AI翻译
  作者：Chaudhuri, P; Doksum, K; Samarov, A
  作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata; University of California System; University of California Berkeley; Massachusetts Institute of Technology (MIT)
  摘要：For fixed alpha epsilon (0, 1), the quantile regression function gives the alpha th quantile theta(alpha)(x) in the conditional distribution of a response variable Y given the value X = x of a vector of covariates. It can be used to measure the effect of covariates not only in the center of a population, but also in the upper and lower tails. A functional that summarizes key features of the quantile specific relationship between X and Y is the vector beta(alpha) of weighted expected values of ...
• Curve estimation when the design density is low AI翻译
  作者：Hall, P; Marron, JS; Neumann, MH; Titterington, DM
  作者单位：Australian National University
  摘要：in problems where a high-dimensional design is projected into a lower number of dimensions, the density of the new design is typically not bounded away from zero over its support, even if the original one was. Contexts where this problem arises include projection pursuit regression, estimation in single index models and application of the projection-slice method of Radon transform inversion. Theoretical work in these settings typically involves ignoring data toward the ends of the support of t...
• Skewness for multivariate distributions:: Two approaches AI翻译
  作者：Avérous, J; Meste, M
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier
  摘要：This paper presents two approaches for qualitative, quantitative and comparative concepts of skewness to be defined with respect to the spatial median for multivariate distributions. They extend the known quantile-based notions defined for real distributions. The main tool for such extensions consists of a family of central parts that provide suitable generalizations of the real interquantile intervals.