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作者：Routledge, R; Tsao, M
作者单位：Simon Fraser University; University of Victoria
摘要：Although the cumulative distribution function may be differentiated to obtain the corresponding density function, whether or not a similar relationship exists between their asymptotic expansions remains a question. We provide a rigorous argument to prove that Lugannani and Rice's asymptotic expansion for the cumulative distribution function of the mean of a sample of i.i.d. observations may be differentiated to obtain Daniels's asymptotic expansion for the corresponding density function. We th...
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作者：Stone, CJ; Hansen, MH; Kooperberg, C; Truong, YK
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
摘要：Analysis of variance type models are considered for a regression function or for the logarithm of a probability function, conditional probability function, density function, conditional density function, hazard function, conditional hazard function or spectral density function. Polynomial splines are used to model the main effects, and their tensor products are used to model any interaction components that are included. In the special context of survival analysis, the baseline hazard function ...
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作者：Gamboa, F; Gassiat, E
作者单位：Universite Paris Saclay; Universite Paris Saclay; Universite Paris 13
摘要：In this paper, we study linear inverse problems where some generalized moments of an unknown positive measure are observed, We introduce a new construction, called the maximum entropy on the mean method (MEM), which relies on a suitable sequence of finite-dimensional discretized inverse problems. Its advantage is threefold: It allows us to interpret all usual deterministic methods as Bayesian methods; it gives a very convenient way of taking into account prior information; it also leads to new...
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作者：Cabaña, A; Cabaña, EM
作者单位：Venezuelan Institute Science Research; Universidad de la Republica, Uruguay
摘要：A general way of constructing classes of goodness-of-fit tests for multivariate samples is presented. These tests are based on a random signed measure that plays the same role as the empirical process in the construction of the classical Kolmogorov-Smirnov tests. The resulting tests are consistent against any fixed alternative, and, for each sequence of contiguous alternatives, a test in each class can be chosen so as to optimize the discrimination of those alternatives.
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作者：Small, CG
作者单位：University of Waterloo
摘要：In this paper we introduce a depth function for distributions on graphs that is analogous to recent multivariate definitions. Using the property of geodesic convexity on graphs, a median-like center for distributions on graphs is constructed and applied to ranking data as well as multivariate data spanned by the minimal spanning tree.
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作者：Riedel, KS
作者单位：New York University
摘要：Given noisy data, function estimation is considered when the unknown function is known a priori to be either convex or concave on each of a small number of regions where the function. When the number of regions is unknown, the model selection problem is to determine the number of convexity change points. For kernel estimates in Gaussian noise, the number of false change points is evaluated as a function of the smoothing parameter. To insure that the number of false convexity change points tend...
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作者：Chen, MH; Shao, QM
作者单位：Worcester Polytechnic Institute; University of Oregon
摘要：Recently, estimating ratios of normalizing constants has played an important role in Bayesian computations. Applications of estimating ratios of normalizing constants arise in many aspects of Bayesian statistical inference. In this article, we present an overview and discuss the current Monte Carlo methods for estimating ratios of normalizing constants. Then we propose a new ratio importance sampling method and establish its theoretical framework. We find that the ratio importance sampling met...
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作者：Wang, KM; Gasser, T
作者单位：University of Zurich
摘要：When studying some process or development in different subjects or units-be it biological, chemical or physical-we usually see a typical pattern, common to all curves. Yet there is variation both in amplitude and dynamics between curves. Following some ideas of structural analysis introduced by Kneip and Gasser, we study a method-dynamic time warping with a proper cost function-for estimating the shift or warping function from one curve to another to align the two functions. For some models th...
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作者：Robinson, PM; Hidalgo, FJ
作者单位：University of London; London School Economics & Political Science
摘要：A central limit theorem is established for time series regression estimates which include generalized least squares, in the presence of long-range dependence in both errors and stochastic regressors. The setting and results differ significantly from earlier work on regression with long-range-dependent errors. Spectral singularities are permitted at any frequency. When sufficiently strong spectral singularities in the error and a regressor coincide at the same frequency, least squares need no l...
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作者：Resnick, SI
作者单位：Cornell University
