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A nonparametric CUSUM control chart based on the Mann-Whitney statistic
Change-point Mann-Whitney statistic cumulative sum chart
2013/6/14
This article aims to consider a new univariate nonparametric cumulative sum (CUSUM) control chart for small shift of location based on both change-point model and Mann-Whitney statistic. Some comparis...
Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
Approximation for the Distribution Three-dimensional Discrete Scan Statistic
2013/4/27
We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribut...
Another look at Bootstrapping the Student t-statistic
Bootstrap Conditional Central Limit Theorems Stochastically Weighted Partial Sums
2012/11/22
Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $\mu=E X$. Let ${v_1^{(n)},...,v_n^{(n)}}_{n=1}^\infty$ be vectors of non-negative random variables (weights), independent of the ...
A Novel Universal Statistic for Computing Upper Limits in Ill-behaved Background
Novel Universal Statistic Computing Upper Limits Ill-behaved Background
2012/9/18
Analysis of experimental data must sometimes deal with abrupt changes in the distribution of measured values. Setting upper limits on signals usually involves a veto procedure that excludes data not d...
Estimation of the relative risk following group sequential procedure based upon the weighted log-rank statistic
Weighted Logrank Statistic Group Sequential Interim Analysis Estimation
2011/3/24
In this paper we consider a group sequentially monitored trial on a survival endpoint, monitored using a weighted log-rank (WLR) statistic with deterministic weight function. We introduce a summary st...
On the heavy-tailedness of Student's $t$-statistic
fi niteness of moments robustness Student’s t-statistic t-distributions t-test
2011/3/21
Let $\{X_i\}_{i\geq1}$ be an i.i.d. sequence of random variables and define, for $n\geq2$, \[T_n=\cases{n^{-1/2}\hat{\sigma}_n^{-1}S_n,\quad \hat{\sigma}_n>0,\cr 0,\quad \hat{\sigma}_n=0,}with S_n=\su...
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...
Robustness and accuracy of methods for high dimensional data analysis based on Student's t statistic
Bootstrap central limit theorem classication dimension reduction higher criticism large deviation probability
2010/3/9
Student's t statistic is nding applications today that were never envisaged
when it was introduced more than a century ago. Many of these applications
rely on properties, for example robustness aga...
Asymptotic multivariate normality for the subseries values of a general statistic form a stationary sequence - with applications to nonparametric confidence intervals
Asymptotic multivariate the subseries values of a general statistic a stationary sequence
2009/9/23
Asymptotic multivariate normality for the subseries values of a general statistic form a stationary sequence - with applications to nonparametric confidence intervals。
Let $X, X_1, X_2, dots $ be a sequence of nondegenerate, independent and identically distributed random variables and set $S_n=X_1+dots +X_n, V_n^2=X_1^2+dots +X_n^2.$ We answer a question of G"otze, ...
THE EFFECTS OF NONNORMALITY ON THE UPPER PERCENTILES OF T2max STATISTIC IN ELLIPTICAL DISTRIBUTIONS
Asymptotic expansion Bonferroni inequality Elliptical distribution Monte Carlo simulation Pairwise multiple comparison
2009/3/10
In this paper, we consider the effects of nonnormality on the upper percentiles of T2max statistic in elliptical distributions. Some approximations based on the Bonferroni inequalities and asymptotic ...
Edgeworth Expansions of Some Statistics Including the LB-statistic and V-statistic
Edgeworth expansion linear combination of U-statistics V-statistic
2009/3/10
As an estimator of an estimable parameter, Toda and Yamato (2001) introduced a linear combination Yn of U-statistics which includes V-statistic and LB-statistic. We give the Edgeworth expansions of th...
Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments
Asymptotic expansion large-Kn asymptotics many instruments
2009/3/5
This paper studies properties of the likelihood ratio (LR) tests associated with the limited information maximum likelihood (LIML) estimators in a structural form estimation when the number of instrum...
The Atkinson Index，the Moran Statistic，and Testing Exponentiality
Asymptotic normality Atkinson index Carleman condition consistency economic inequality exponential distribution Kullback-Leibler distance Moran statistic nonparametric inference parametric inference
2009/3/5
Constructing tests for exponentiality has been an active and fruitful research area, with numerous applications in engineering, biology and other sciences concerned with life-time data. In the present...
A multivariate empirical Bayes statistic for replicated microarray time course data
Microarray time course longitudinal multivariate empiricalBayes moderation gene ranking replication
2010/4/26
In this paper we derive one- and two-sample multivariate empirical
Bayes statistics (the MB-statistics) to rank genes in order of
interest from longitudinal replicated developmental microarray time
...