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A Residual Based Multiple Testing Procedure for Variance Changepoints
Multiple testing Admissibility Multiple change points Variance change
2016/1/19
In this paper, we approach the variance changepoints detection problem from a multiple testing setting. After proving that the standard Step-Up and Step-Down procedures are inadmissible for the standa...
Variations and Extensions of the Convex-Concave Procedure
Variations Extensions Convex-Concave Procedure
2015/7/9
We investigate the convex-concave procedure (CCP), a local heuristic that utilizes the tools of convex optimization to find local optima of difference of convex (DC) programming problems. The class of...
Monitoring procedure for parameter change in causal time series
Sequential change detection Change-point Causal processes Quasi-maximum likelihood estimator Weak convergence.
2012/11/22
We propose a new sequential procedure to detect change in the parameters of a process $ X= (X_t)_{t\in \Z}$ belonging to a large class of causal models (such as AR($\infty$), ARCH($\infty$), TARCH($\i...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Optimality of the Westfall-Young permutation procedure for multiple testing under dependence
Optimality Westfall-Young permutation procedure
2011/7/5
Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss...
A two-stage hybrid procedure for estimating an inverse regression function
Two-stage estimator bootstrap adaptive design asymptotic properties
2011/6/17
We consider a two-stage procedure (TSP) for estimating an inverse
regression function at a given point, where isotonic regression
is used at stage one to obtain an initial estimate and a local linea...
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...
Nonparametric inference procedure for percentiles of the random effects distribution in meta-analysis
Bivariate beta conditional permutation test
2010/10/19
To investigate whether treating cancer patients with erythropoiesis-stimulating agents (ESAs) would increase the mortality risk, Bennett et al. [Journal of the American Medical Association 299 (2008) ...
Exact properties of Efron's biased coin randomization procedure
Accidental bias exact distribution theory randomization test
2010/10/14
Efron [Biometrika 58 (1971) 403--417] developed a restricted randomization procedure to promote balance between two treatment groups in a sequential clinical trial. He called this the biased coin des...
A universal procedure for aggregating estimators
universal procedure aggregating estimators
2010/4/28
Typically aggregation procedures involve splitting the sample into two
sub-samples: the candidate estimators are constructed on the basis of the
first sub-sample, while the second subsample is used ...
Plugin procedure in segmentation and application to hyperspectral image segmentation
Segmentation mixture model penalized maximum likelihood estimation
2010/3/10
In this article we give our contribution to the problem of segmentation
with plug-in procedures. We give general sufficient conditions
under which plug in procedure are efficient. We also give an al...
KALMAN-TYPE RECURSIONS FOR TIME-VARYING ARMA MODELS AND THEIR IMPLICATION FOR LEAST SQUARES PROCEDURE
Kalman-type recursions least squares procedure state-space representations time-varying ARMA models
2009/9/18
This paper is devoted to ARMA models with timedependent
coefficients, including well-known periodic ARMA models. We
provide state-space representations and Kalman-type recursions to derive a
Wold–C...
An Improved Estimation Procedure for Estimating the Proportion of a Population Possessing Sensitive Attribute in Unrelated Question Randomized Response Technique
Estimation Procedure Sensitive Attribute Randomized Response Technique
2009/9/17
An Improved Estimation Procedure for Estimating the Proportion of a Population Possessing Sensitive Attribute in Unrelated Question Randomized Response Technique。
On the performances of a new thresholding procedure using tree structure
Besov spaces estimation maxiset minimax risk rate of convergence thresholding methods tree structure
2009/9/16
This paper deals with the problem of function estimation. Using the white noise model setting, we provide a method to construct a new wavelet procedure based on thresholding rules which takes advantag...
An adaptive step-down procedure with proven FDR control under independence
Multiple testing false discovery rate
2010/3/19
In this work we study an adaptive step-down procedure for testing
m hypotheses. It stems from the repeated use of the false discovery
rate controlling the linear step-up procedure (sometimes called
...