简介:Linearmixedmodels(LMMs)havebecomeanimportantstatisticalmethodforanalyzingclusterorlongitudinaldata.Inmostcases,itisassumedthatthedistributionsoftherandomeffectsandtheerrorsarenormal.Thispaperremovesthisrestrictionsandreplacethembythemomentconditions.WeshowthattheleastsquareestimatorsoffixedeffectsareconsistentandasymptoticallynormalingeneralLMMs.Aclosed-formestimatorofthecovariancematrixfortherandomeffectisconstructedanditsconsistentisshown.Basedonthis,theconsistentestimatefortheerrorvarianceisalsoobtained.Asimulationstudyandarealdataanalysisshowthattheprocedureiseffective.
简介:Receiveroperatingcharacteristic(ROC)curvesareoftenusedtostudythetwosampleprobleminmedicalstudies.However,mostdatainmedicalstudiesarecensored.UsuallyanaturalestimatorisbasedontheKaplan-Meierestimator.InthispaperweproposeasmoothedestimatorbasedonkerneltechniquesfortheROCcurvewithcensoreddata.Thelargesamplepropertiesofthesmoothedestimatorareestablished.Moreover,deficiencyisconsideredinordertocomparetheproposedsmoothedestimatoroftheROCcurvewiththeempiricalonebasedonKaplan-Meierestimator.ItisshownthatthesmoothedestimatoroutperformsthedirectempiricalestimatorbasedontheKaplan-Meierestimatorunderthecriterionofdeficiency.Asimulationstudyisalsoconductedandarealdataisanalyzed.
简介:Totacklemulticollinearityorill-conditioneddesignmatricesinlinearmodels,adaptivebiasedestimatorssuchasthetime-honoredSteinestimator,theridgeandtheprincipalcomponentestimatorshavebeenstudiedintensively.Tostudywhenabiasedestimatoruniformlyoutperformstheleastsquaresestimator,somesufficientconditionsareproposedintheliterature.Inthispaper,weproposeaunifiedframeworktoformulateaclassofadaptivebiasedestimators.Thisclassincludesallexistingbiasedestimatorsandsomenewones.Asufficientconditionforoutperformingtheleastsquaresestimatorisproposed.Intermsofselectingparametersinthecondition,wecanobtainalldouble-typeconditionsintheliterature.
简介:§1.IntroductionandMainResultLet(X,F)beaJBrXR'-valuedvector.AssumethatwhenX=xisgiven,thereexistsaconditionaldensityofYtobedenotedbyf(y[x),whichisaBorel-measurablefunctionof(x,y).Notethatwedonotassumetheexistenceofadensityfunctionof(X,F).Let(X-i,fi),—,(Xn,Fn)bei.i.d.samplesof(X,F).Ourpurposeistoestimatef(y\x)basedonthesesamples.Thisisaninterestingprobleminviewofeitherpuretheoryorpracticalapplications.MotivatedbytheideasuggestedinkernelandNNestimationsinthetheoryofnonparametricregressionanddensityestimates,thefirstauthorproposesthefollowingtwoclassesofestimatorsoff(y\x):
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简介:Thispaperisconcernedwiththeoptimallinearestimationproblemforlineardiscrete-timestochasticsystemswithrandommeasurementdelays.Anewmodelthatdescribestherandomdelaysisconstructedwherepossiblethelargestdelayisbounded.Basedonthisnewmodel,theoptimallinearestimatorsincludingfilter,predictorandsmootheraredevelopedviaaninnovationanalysisapproach.TheestimatorsarerecursivelycomputedintermsofthesolutionsofaRiccatidifferenceequationandaLyapunovdif...
简介:Stronguniformconsistencyratesaregivenforkerneltypeestimatorsoftheconditionalfunctionwith(?)-mixingsample.Especially,fornonparametricestimatorsofkerneldensity,theregressionfunctionwhenYisbounded,conditionaldf’s,L-smoothingandM-smoothing,weobtainthesamerateO((n/logn)-1/3)asinthei.i.d.sampleestablishedbyH(?)rdle,JanssenandSerfling.
简介:Thispaperconsiderstheconvergenceratesfornonparametricestimatorsoftheerrordistributioninsemi-parametricregressionmodels.Byestablishingsomegenerallawsoftheiteratedlogarithm,itshowsthattheratesofconvergenceofeithertheempiricaldistributionorasmoothedversionoftheempiricaldistributionfunctionmatchesexactlytheratesobtainedforanindependentsamplefromtheerrordistribution.
简介:ForpartiallinearmodelY=X^Tβ0+go(T)+εwithunknownβ∈R^dandanunknownsmoothfunctiongo,thispaperconsiderstheHuber-Dutterestimatorsofβ0,scaleσfortheerrorsandthefunctiong0respectively,inwhichthesmoothingB-splinefunctionisused.Undersomeregularconditions,itisshownthattheHuber-Dutterestimatorsofβ0andσareasymptoticallynormalwithconvergenceraten^-1/2andtheB-splineHuber-Dutterestimatorofg0achievestheoptimalconvergencerateinnonparametricregression.AsimulationstudydemonstratesthattheHuber-Dutterestimatorofβ0iscompetitivewithitsM-estimatorwithoutscaleparameterandtheordinaryleastsquareestimator.Anexampleispresentedafterthesimulationstudy.
简介:Higher-orderalmostcyclostationarycomplexprocessesarecomplexrandomsignalswithalmostperiodicallytime-varyingstatistics,whichisimportanttotheresearchofnon-Gaussiansignalsininformationsystem.Intinspaper,smoothedpolyperiodogramsareproposedforrelatedtocyclicpolyspectralestimationandareshowntobeconsistentandasymptoticallycomplexnormal.Asymptoticcovarianceexpressionsarederivedalongwiththeircomputableforms.
简介:Inthisarticle,apartiallylinearsingle-indexmodelforlongitudinaldataisinvestigated.Thegeneralizedpenalizedsplineleastsquaresestimatesoftheunknownparametersaresuggested.Allparameterscanbeestimatedsimultaneouslybytheproposedmethodwhilethefeatureoflongitudinaldataisconsidered.Theexistence,strongconsistencyandasymptoticnormalityoftheestimatorsareprovedundersuitableconditions.Asimulationstudyisconductedtoinvestigatethefinitesampleperformanceoftheproposedmethod.Ourapproachcanalsobeusedtostudythepuresingle-indexmodelforlongitudinaldata.