An Alternative Formulation of Neyman's Smooth Goodness of Fit Tests Under Composite Alternatives.
We revisit Sklar’s Theorem and give another proof, primarily based on the use of right quantile functions. To this end we slightly generalise the distributional transform approach of Rüschendorf and facilitate some new results including a rigorous characterisation of an almost surely existing “left-invertibility” of distribution functions.
The main purpose of the paper is to present a statistical model-based iterative approach to the problem of image reconstruction from projections. This originally formulated reconstruction algorithm is based on a maximum likelihood method with an objective adjusted to the probability distribution of measured signals obtained from an x-ray computed tomograph with parallel beam geometry. Various forms of objectives are tested. Experimental results show that an objective that is exactly tailored statistically...
It is known that the identifiability of multivariate mixtures reduces to a question in algebraic geometry. We solve the question by studying certain generators in the ring of polynomials in vector variables, invariant under the action of the symmetric group.
The contribution deals with an application of the nonparametric version of Cox regression model to the analysis and modeling of the failure rate of technical devices. The objective is to recall the method of statistical analysis of such a model, to adapt it to the real–case study, and in such a way to demonstrate the flexibility of the Cox model. The goodness-of-fit of the model is tested, too, with the aid of the graphical test procedure based on generalized residuals.
The distribution of product of two normally distributed variables come from the first part of the XX Century. First works about this issue were [1] and [2] showed that under certain conditions the product could be considered as a normally distributed. A more recent approach is [3] that studied approximation to density function of the product using three methods: numerical integration, Monte Carlo simulation and analytical approximation to the result using the normal distribution....
An approximate necessary condition for the optimal bandwidth choice is derived. This condition is used to construct an iterative bandwidth selector. The algorithm is based on resampling and step-wise fitting the bandwidth to the density estimator from the previous iteration. Examples show fast convergence of the algorithm to the bandwidth value which is surprisingly close to the optimal one no matter what is the initial knowledge on the unknown density.
We consider the likelihood ratio test (LRT) process related to the test of the absence of QTL (a QTL denotes a quantitative trait locus, i.e. a gene with quantitative effect on a trait) on the interval representing a chromosome. The originality is in the fact that some genotypes are missing. We give the asymptotic distribution of this LRT process under the null hypothesis that there is no QTL on and under local alternatives with a QTL at on . We show that the LRT process is asymptotically...
In this paper we consider a new class of consistent semi-parametric estimators of a negative extreme value index, based on the set of the k largest observations. This class of estimators depends on a control or tuning parameter, which enables us to have access to an estimator with a null second-order component of asymptotic bias, and with a rather interesting mean squared error, as a function of k. We study the consistency and asymptotic normality of the proposed estimators. Their finite sample...