680 research outputs found

    Statistical expansions and locally uniform Fréchet differentiability

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    Estimators which have locally uniform expansions are shown in this paper to be asymptotically equivalent to M-estimators. The M-functionals corresponding to these M-estimators are seen to be locally uniformly Fréchet differentiable. Other conditions for M-functionals to be locally uniformly Fréchet differentiable are given. An example of a commonly used estimator which is robust against outliers is given to illustrate that the locally uniform expansion need not be valid

    Fitting replicated multiple time series models

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    This paper shows that the interleaving of replicated multiple time series allows the estimation methods available in standard multiple time series packages to be applied simultaneously to each of the replicated series without loss of information. The methodology employs a non-trivial multivariate extension of an earlier univariate result involving interleaving. The interleaving approach is used to model more than sixty years of daily maximum and minimum temperatures for Perth, Western Australia

    Adaptive trimmed likelihood estimation in regression

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    In this paper we derive an asymptotic normality result for an adaptive trimmed likelihood estimator of regression starting from initial high breakdownpoint robust regression estimates. The approach leads to quickly and easily computed robust and efficient estimates for regression. A highlight of the method is that it tends automatically in one algorithm to expose the outliers and give least squares estimates with the outliers removed. The idea is to begin with a rapidly computed consistent robust estimator such as the least median of squares (LMS) or least trimmed squares (LTS) or for example the more recent MM estimators of Yohai. Such estimators are now standard in statistics computing packages, for example as in SPLUS or R. In addition to the asymptotics we provide data analyses supporting the new adaptive approach. This approach appears to work well on a number of data sets and is quicker than the related brute force adaptive regression approach described in Clarke (2000). This current approach builds on the work of Bednarski and Clarke (2002) which considered the asymptotics for the location estimator only

    A comparison of the L2 minimum distance estimator and the EM-algorithm when fitting k-component univariate normal mixtures

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    The method of maximum likelihood using the EM-algorithm for fitting finite mixtures of normal distributions is the accepted method of estimation ever since it has been shown to be superior to the method of moments. Recent books testify to this. There has however been criticism of the method of maximum likelihood for this problem, the main criticism being when the variances of component distributions are unequal the likelihood is in fact unbounded and there can be multiple local maxima. Another major criticism is that the maximum likelihood estimator is not robust. Several alternative minimum distance estimators have since been proposed as a way of dealing with the first problem. This paper deals with one of these estimators which is not only superior due to its robustness, but in fact can have an advantage in numerical studies even at the model distribution. Importantly, robust alternatives of the EM-algorithm, ostensibly fitting t distributions when in fact the data are mixtures of normals, are also not competitive at the normal mixture model when compared to the chosen minimum distance estimator. It is argued for instance that natural processes should lead to mixtures whose component distributions are normal as a result of the Central Limit Theorem. On the other hand data can be contaminated because of extraneous sources as are typically assumed in robustness studies. This calls for a robust estimato

    Influence functions of trimmed likelihood estimators for lifetime experiments

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    We provide a general approach for deriving the influence function for trimmed likelihood estimators using the implicit function theorem. The approach is applied to lifetime models with exponential or lognormal distributions possessing a linear or nonlinear link function. A side result is that the functional form of the trimmed estimator for location and linear regression used by Bednarski and Clarke (1993, 2002) and Bednarski et al. (2010) is not generally always the correct functional form of a trimmed likelihood estimator. However, it is a version for which the influence function has a treatable form. A real data example shows the effect of trimming using a nonlinear link function for either the exponential or lognormal distribution

    Influence functions of trimmed likelihood estimators for lifetime experiments

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    We provide a general approach for deriving the influence function for trimmed likelihood estimators using the implicit function theorem. The approach is applied to lifetime models with exponential or lognormal distributions possessing a linear or nonlinear link function. A side result is that the functional form of the trimmed estimator for location and linear regression used by Bednarski and Clarke (1993, 2002) and Bednarski et al. (2010) is not generally always the correct functional form of a trimmed likelihood estimator. However, it is a version for which the influence function has a treatable form. A real data example shows the effect of trimming using a nonlinear link function for either the exponential or lognormal distribution

    Tracing Ghost Cavities with Low Frequency Radio Observations

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    We present X-ray and multi-frequency radio observations of the central radio sources in several X-ray cavity systems. We show that targeted radio observations are key to determining if the lobes are being actively fed by the central AGN. Low frequency observations provide a unique way to study both the lifecycle of the central radio source as well as its energy input into the ICM over several outburst episodes.Comment: 6 pages, 4 figures, To appear in the Proceedings of "Heating vs. Cooling in Galaxies and Clusters of Galaxies", eds. H. Boehringer, P. Schuecker, G. W. Pratt & A. Finoguenov (ESO Astrophysics Symposia, Springer-Verlag), Garching (Germany), August 200

    Cold Feedback in Cooling-Flow Galaxy Clusters

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    We put forward an alternative view to the Bondi-driven feedback between heating and cooling of the intra-cluster medium (ICM) in cooling flow galaxies and clusters. We adopt the popular view that the heating is due to an active galactic nucleus (AGN), i.e. a central black hole accreting mass and launching jets and/or winds. We propose that the feedback occurs with the entire cool inner region (5-30 kpc). A moderate cooling flow does exist here, and non-linear over-dense blobs of gas cool fast and are removed from the ICM before experiencing the next major AGN heating event. Some of these blobs may not accrete on the central black hole, but may form stars and cold molecular clouds. We discuss the conditions under which the dense blobs may cool to low temperatures and feed the black hole.Comment: 6 pages, no figures, to appear in the Proceedings of "Heating vs. Cooling in Galaxies and Clusters of Galaxies", August 2006, Garching (Germany

    Higher dimensional radiation collapse and cosmic censorship

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    We study the occurrence of naked singularities in the spherically symmetric collapse of radiation shells in a higher dimensional spacetime. The necessary conditions for the formation of a naked singularity or a black hole are obtained. The naked singularities are found to be strong in the Tipler's sense and thus violating cosmic censorship conjecture.Comment: 4 pages, ReVTeX, Phys Rev D Vol 62 107502 (2000

    Single-Proton Removal Reaction Study of 16B

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    The low-lying level structure of the unbound system 16^{16}B has been investigated via single-proton removal from a 35 MeV/nucleon 17^{17}C beam. The coincident detection of the beam velocity 15^{15}B fragment and neutron allowed the relative energy of the in-flight decay of 16^{16}B to be reconstructed. The resulting spectrum exhibited a narrow peak some 85 keV above threshold. It is argued that this feature corresponds to a very narrow (Γ\Gamma \ll 100 keV) resonance, or an unresolved multiplet, with a dominant π(p3/2)1ν(d5/23)J=3/2+\pi (p_{3/2})^{-1} \otimes \nu (d_{5/2}^3)_{J=3/2^+} + π(p3/2)1ν(d5/22,s1/2)J=3/2+\pi (p_{3/2})^{-1} \otimes \nu (d_{5/2}^2,s_{1/2})_{J=3/2^+} configuration which decays by d-wave neutron emission.Comment: 16 pages, 5 figures, 1 table, submitted to Phys. Lett.
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