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Concentration inequalities of the cross-validation estimator for Empirical Risk Minimiser
Cross-validation generalization error concentration inequality optimal splitting resampling
2010/11/8
In this article, we derive concentration inequalities for the cross-validation estimate of the
generalization error for empirical risk minimizers. In the general setting, we prove sanity-check bounds...
A semiparametric efficient estimator in case-control studies
case-control study gene-environment interaction logistic regression
2010/10/19
We construct a semiparametric estimator in case-control studies where the gene and the environment are assumed to be independent. A discrete or continuous parametric distribution of the genes is assum...
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...
An alternative marginal likelihood estimator for phylogenetic models
Bayes factor harmonic mean importance sampling marginal likelihood phylogenetic models
2010/3/9
Bayesian phylogenetic methods are generating noticeable enthusiasm in
the eld of molecular systematics. Several phylogenetic models are often at
stake and di erent approaches are used to compare th...
Uniqueness of the maximum likelihood estimator for k-monotone densities
uniqueness k–monotone density mixture mod-els density estimation maximum likelihood nonparametric estimation shape constraints
2010/3/9
We prove uniqueness of the maximum likelihood estimator for
the class of k?monotone densities.
AMS 2000 subject classifications: Primary 62G07.
Sieve-based maximum likelihood estimator for almost periodic stochastic process models
Sieve-based maximum likelihood estimator almost periodic stochastic process models
2009/9/23
Sieve-based maximum likelihood estimator for almost periodic stochastic process models。
On admissibility in estimating the mean squared error of a linear estimator
admissibility in estimating the mean squared error a linear estimator
2009/9/22
Consider a linear estimator of a parametric vector C@
in the normal Oauss-Markov model Y - N(X/3, aV). The Mean
Squared Error of such an estimator may be presented in the form
ka + #l'XfKXP and may...
Note on asymptotic normality of kernel density estimator for linear process under short-range dependence
asymptotic normality kernel density estimator linear process short-range dependence
2009/9/21
Wc mnf;i&r the paablem of density estimation for
m a one-sided linear prosees X, = zt _ , a, Z, , with i.id square iategra-
Me kovatims - We prove that under weak contritions on
(ai)&, which imply ...
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models
Maximum Likelihood Estimator One-Parameter Exponential Family Models
2009/9/18
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models。
Role of Regression Estimator Involving Measurement Errors
Role Regression Estimator Involving Measurement Errors
2009/9/17
Role of Regression Estimator Involving Measurement Errors。
Note on the Autoregressive Spectral Estimator。
Probability Density Functions of the Empirical Wavelet Coefficients of a Wavelet Estimator of Multidimensional Poisson Intensities
Probability Density Functions Empirical Wavelet Coefficients Wavelet Estimator Poisson Intensities
2009/9/17
Probability Density Functions of the Empirical Wavelet Coefficients of a Wavelet Estimator of Multidimensional Poisson Intensities。
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Ornstein-Uhlenbeck processes stable process drift coefficient matrix estimation consistency asymptotic efficiency
2009/9/16
In this paper, we investigate the consistency and asymptotic efficiency of an estimator of the drift matrix, $F$, of Ornstein-Uhlenbeck processes that are not necessarily stable. We consider all the c...
On the asymptotic properties of the group lasso estimator for linear models
Least Squares Sparsity Group-Lasso Model Selection Oracle Inequalities Persistence
2009/9/16
We establish estimation and model selection consistency, prediction and estimation bounds and persistence for the group-lasso estimator and model selector proposed by Yuan and Lin (2006) for least squ...
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
stationary marked Gibbs point processes pseudolikelihood method minimum contrast estimators
2009/9/16
This paper is devoted to the estimation of a vector θ parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency and asymptotic normality re...