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2009 International Institute of Applied Statistics Studies（2009国际应用统计学术研讨会）
2009 国际应用统计 学术研讨会
2009/4/23
随着经济、科技与信息的快速发展，统计理论和统计技术在各个行业中的应用越来越广泛，世界范围内以加速新理论、新方法推广应用为宗旨的学术交流也越来越迫切。为构建交流平台，增进世界范围内各个行业领域应用统计的相互了解，由中国现场统计研究会统计评价及监测预警研究分会、澳大利亚澳华学者出版社、山东省应用统计学会联合发起，在去年成功举办“2008国际应用统计学术研讨会”的基础上（去年的会议被教育部 “学术会议在...
Large and Moderate Deviations for Hotelling's T^2-Statistics
largedeviation moderate deviation self-normalized partial sums law of the iterated logarithm
2009/4/22
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.
Large and Moderate Deviations for Hotelling's T^2-Statistics
random variable deviation normal law Hotelling's T^2-Statistics
2009/4/1
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.
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...
Asymptotic Representation of Ratio Statistics and Their Mean Squared Errors
asymptotic mean squared error asymptotic U-statistics bias correction coefficient of variation correlation coefficient H-decomposition
2009/3/9
Some statistics in common use take a form of a ratio of two statistics such as sample correlation coefficient, Pearson’s coefficient of variation and so on. In this paper, obtaining an asymptotic repr...
A Convex Combination of Two-Sample U-Statistics
convex combination two-sample U-statistic two-sample V-statistic
2009/3/6
A convex combination of one-sample U-statistics was introduced by Toda and Yamato (2001) and its Edgeworth expansion was derived by Yamato et al. (2003). We introduce a convex combination of two-sampl...
Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis
canonical correlation analysis perturbation method principal component
2009/3/5
We investigate the canonical correlation of the principal components from two populations, and attain the limiting distribution using the perturbation expansion of the canonical correlation estimate. ...
Conditions for Robustness to Nonnormality on Test Statistics in a GMANOVA Model
actual test size asymptotic expansion Bartlett correction chi-square approximation general multivariate linear hypothesis modified Bartlett correction
2009/3/5
This paper presents the conditions for robustness to the nonnormality on\break three test statistics for a general multivariate linear hypothesis, which were proposed under the normal assumption in a ...
APPLICATION OF ROBUST STATISTICS TO ASSET ALLOCATION MODELS
robust statistics asset allocation FAST-MCD bivariate Winsorization penalization
2009/2/25
Many strategies for asset allocation involve the computation of the expected value and
the covariance matrix of the returns of financial instruments. How much of each instrument
to own is determined...
Improving small area estimation by combining surveys：new perspectives in regional statistics
composite estimator complementary survey mean squared error official statistics regional statistics small areas
2009/2/23
A national survey designed for estimating a specific population quantity is sometimes used for
estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a...
Wavelet methods in statistics：Some recent developments and their applications
curve smoothing density estimation wavelet thresholding penalized least-squares robust regression partial linear models mixed effects models inverse regression time series prediction
2009/2/11
The development of wavelet theory has in recent years spawned applications in signal processing, in fast algorithms for integral transforms, and in image and function representation methods. This last...
Special section on statistics in the atmospheric sciences
Meteorology precipitation forecasting Markov models dataassimilation air pollution climate change
2010/3/17
With the possible exception of gambling, meteorology, particularly precipitation
forecasting, may be the area with which the general public is most
familiar with probabilistic assessments of uncerta...
Statistics of extremes by oracle estimation
Nonparametric adaptive estimation extreme values Hill estimator probabilities of rare events high quantiles
2010/4/30
We use the fitted Pareto law to construct an accompanying approximation
of the excess distribution function. A selection rule of
the location of the excess distribution function is proposed based on...
Divergences Test Statistics for Discretely Observed Diffusion Processes
diffusion processes empirical level hypotheses testing divergences -divergences
2010/4/30
In this paper we propose the use of -divergences as test statistics to verify
simple hypotheses about a one-dimensional parametric diffusion process
dXt = b(Xt, )dt + (Xt, )dWt, from discrete ob...
UK Statistics Authority
UK Statistics Authority 英国
2008/7/14
The UK Statistics Authority's overall objective is to promote and safeguard the quality of official statistics that serve the public good. The Statistics Authority is also required to promote and safe...