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James P. McDermott G. Jogesh Babu John C. Liechty Dennis K. J. Lin 《Statistics and Computing》2007,17(4):311-321
We consider the problem of density estimation when the data is in the form of a continuous stream with no fixed length. In
this setting, implementations of the usual methods of density estimation such as kernel density estimation are problematic.
We propose a method of density estimation for massive datasets that is based upon taking the derivative of a smooth curve
that has been fit through a set of quantile estimates. To achieve this, a low-storage, single-pass, sequential method is proposed
for simultaneous estimation of multiple quantiles for massive datasets that form the basis of this method of density estimation.
For comparison, we also consider a sequential kernel density estimator. The proposed methods are shown through simulation
study to perform well and to have several distinct advantages over existing methods. 相似文献
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Constrained allocation problems with single-peaked preferences: An axiomatic analysis 总被引:1,自引:0,他引:1
Özgür Kıbrıs 《Social Choice and Welfare》2003,20(3):353-362
We introduce a new class of problems that contains two existing classes: allocation problems with single-peaked preferences
and bankruptcy problems. On this class, we analyze the implications of well-known properties such as Pareto optimality, strategy-proofness,
resource-monotonicity, no-envy, equal treatment of equals, and two new properties we introduce, hierarchical no-envy and independence
of nonbinding constraints. Unlike earlier literature, we consider rules that allow free-disposability. We present characterizations
of a rule we introduce on this domain. We relate this rule to well-known rules on the aforementioned subdomains. Based on
this relation, we present a characterization of a well-known bankruptcy rule called the constrained equal awards rule.
Received: 22 June 2000/Accepted: 21 March 2002
This paper is based on the first chapter of my Ph.D. thesis submitted to the University of Rochester. I wish to thank my
advisor, William Thomson, for helpful comments and suggestions. 相似文献
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Jason P. Fine David V. Glidden Kristine E. Lee 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(1):317-329
Summary. We propose a simple estimation procedure for a proportional hazards frailty regression model for clustered survival data in which the dependence is generated by a positive stable distribution. Inferences for the frailty parameter can be obtained by using output from Cox regression analyses. The computational burden is substantially less than that of the other approaches to estimation. The large sample behaviour of the estimator is studied and simulations show that the approximations are appropriate for use with realistic sample sizes. The methods are motivated by studies of familial associations in the natural history of diseases. Their practical utility is illustrated with sib pair data from Beaver Dam, Wisconsin. 相似文献