A semiparametric maximum likelihood ratio test for the change point in copula models

In the present paper, a semiparametric maximum-likelihood-type test statistic is proposed and proved to have the same limit null distribution as the classical parametric likelihood one. Under some mild conditions, the limiting law of the proposed test statistic, suitably normalized and centralized, is shown to be double exponential, under the null hypothesis of no change in the parameter of copula models. We also discuss the Gaussian-type approximations for the semiparametric likelihood ratio. The asymptotic distribution of the proposed statistic under specified alternatives is shown to be normal, and an approximation to the power function is given. Simulation results are provided to illustrate the finite sample performance of the proposed statistical tests based on the double exponential and Gaussian-type approximations.     

ESTIMATING THE ROOT OF A NONPARAMETRIC REGRESSION FUNCTION IN A ROBUST FASHION

For a nonparametric regression model y = m(x)+e with n independent observations, we analyze a robust method of finding the root of m(x) based on an M-estimation first discussed by Härdle & Gasser (1984). It is shown here that the robustness properties (minimaxity and breakdown function) of such an estimate are quite analogous to those of an M -estimator in the simple location model, but the rate of convergence is somewhat limited due to the nonparametric nature of the problem.     

网络技术下统计的变革和统计教育面临的任务

网络经济的发展使现行的统计信息生产方式和统计制度发生深刻变革,使统计人才的知识结构发生重大变化,从而对统计教育的着力点和培养目标、培养方式提出了新的要求。如何培养大量优秀的复合型统计人才,极大地提高统计人员的素质,是统计教育面临的艰巨任务。     

SADDLEPOINT METHODS FOR BOOTSTRAP CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION

Bootstrap techniques have been used to construct confidence bands in nonparametric regression problems (Härdle & Bowman, 1988). Yet the required simulation is generally computationally intensive and therefore makes it difficult to conduct further investigations. In this paper, two saddlepoint methods are considered as alternatives to the naive simulation procedure. Some improvements to Härdle & Bowman's bootstrap method are suggested. The improvements are numerically verified using these efficient and accurate analytic methods.     

Uniform in Bandwidth Estimation of Integral Functionals of the Density Function

Abstract. We apply recent results on local U‐statistics to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions.     

Nonparametric tests of hypotheses for umbrella alternatives

The author proposes a general method for constructing nonparametric tests of hypotheses for umbrella alternatives. Such alternatives are relevant when the treatment effect changes in direction after reaching a peak. The author's class of tests is based on the ranks of the observations. His general approach consists of defining two sets of rankings: the first is induced by the alternative and the other by the data itself. His test statistic measures the distance between the two sets. The author determines the asymptotic distribution for some special cases of distances under both the null and the alternative hypothesis when the location of the peak is known or unknown. He shows the good power of his tests through a limited simulation study     

Bandwidth-based nonparametric inference

Nonparametric curve estimation is an extremely common statistical procedure. While its primary purpose has been exploratory, some advances in inference have been made. This paper provides a critical review of inferential tests that make fundamental use of a key element of nonparametric smoothing, the bandwidth, to determine the significance of certain features. A major focus is on two important problems that have been tackled using bandwidth-based inference: testing for the multimodality of a density and testing for the monotonicity of a regression curve. Early research in bandwidth-based inference is surveyed, as well as recent theoretical advances. Possible future directions in bandwidth-based inference are discussed.     

高职院校统计课程教学改革的思考

根据高等职业教育特点的研究 ,研究目前统计教学中存在着偏重理论知识、侧重课本导向、忽略信息化授课方式、以教师为中心等问题。改革统计课程教学 ,要推进相关课程的整合 ,加强实践教学 ,加快信息化教学步伐 ,鼓励学生参与教学活动     

顾客满意度调研及实施浅析

随着社会经济的不断发展 ,经营者对顾客满意度的关注正日益增强 ,这是市场竞争日趋激烈的直接结果。实施顾客满意度调研是提供改进建议、推动公司发展的有效手段。但其具体实施却并非一般想像中分发几百张问卷那样简单 ,它应该是一个有规划、有组织的项目 ,并以缜密的统计分析为保证 ,通常还应当有专业调研公司的参与。经营者要善于运用调研结果 ,达到持续改善竞争力的目的     

自然博物馆动物标本统计分析的作用

通过对自然博物馆动物标本统计整理 ,可以发现很多重要数据 ,这些数据有着十分明显的重要性和功用性 ,但已往对此项工作认识不足 ,重视不够 ,并有待加强 ,让动物标本更好的为研究、陈列宣传和采集工作服务 ,为社会服务。