10,753 research outputs found
Product-limit estimators of the gap time distribution of a renewal process under different sampling patterns
Nonparametric estimation of the gap time distribution in a simple renewal
process may be considered a problem in survival analysis under particular
sampling frames corresponding to how the renewal process is observed. This note
describes several such situations where simple product limit estimators, though
inefficient, may still be useful
Uniform Bahadur Representation for Nonparametric Censored Quantile Regression: A Redistribution-of-Mass Approach
Censored quantile regressions have received a great deal of attention in the literature. In a linear setup, recent research has found that an estimator based on the idea of “redistribution-of-mass” in Efron (1967, Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, vol. 4, pp. 831–853, University of California Press) has better numerical performance than other available methods. In this paper, this idea is combined with the local polynomial kernel smoothing for nonparametric quantile regression of censored data. We derive the uniform Bahadur representation for the estimator and, more importantly, give theoretical justification for its improved efficiency over existing estimation methods. We include an example to illustrate the usefulness of such a uniform representation in the context of sufficient dimension reduction in regression analysis. Finally, simulations are used to investigate the finite sample performance of the new estimator
Detection and localization of change-points in high-dimensional network traffic data
We propose a novel and efficient method, that we shall call TopRank in the
following paper, for detecting change-points in high-dimensional data. This
issue is of growing concern to the network security community since network
anomalies such as Denial of Service (DoS) attacks lead to changes in Internet
traffic. Our method consists of a data reduction stage based on record
filtering, followed by a nonparametric change-point detection test based on
-statistics. Using this approach, we can address massive data streams and
perform anomaly detection and localization on the fly. We show how it applies
to some real Internet traffic provided by France-T\'el\'ecom (a French Internet
service provider) in the framework of the ANR-RNRT OSCAR project. This approach
is very attractive since it benefits from a low computational load and is able
to detect and localize several types of network anomalies. We also assess the
performance of the TopRank algorithm using synthetic data and compare it with
alternative approaches based on random aggregation.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS232 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Exact and Asymptotic Weighted Logrank Tests for Interval Censored Data: The interval R Package
For right-censored data perhaps the most commonly used tests are weighted logrank tests, such as the logrank and Wilcoxon-type tests. In this paper we review several generalizations of those weighted logrank tests to interval-censored data and present an R package, interval, to implement many of them. The interval package depends on the perm package, also presented here, which performs exact and asymptotic linear permutation tests. The perm package performs many of the tests included in the already available coin package, and provides an independent validation of coin. We review analysis methods for interval-censored data, and we describe and show how to use the interval and perm packages.
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