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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 ...
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。
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
...