9,245 research outputs found

    Quantile regression with varying coefficients

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    Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider conditional quantiles with varying coefficients and propose a methodology for their estimation and assessment using polynomial splines. The proposed estimators are easy to compute via standard quantile regression algorithms and a stepwise knot selection algorithm. The proposed Rao-score-type test that assesses the model against a linear model is also easy to implement. We provide asymptotic results on the convergence of the estimators and the null distribution of the test statistic. Empirical results are also provided, including an application of the methodology to forced expiratory volume (FEV) data.Comment: Published at http://dx.doi.org/10.1214/009053606000000966 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    On the Divisibility of Trinomials by Maximum Weight Polynomials over F2

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    Divisibility of trinomials by given polynomials over finite fields has been studied and used to construct orthogonal arrays in recent literature. Dewar et al.\ (Des.\ Codes Cryptogr.\ 45:1-17, 2007) studied the division of trinomials by a given pentanomial over \F_2 to obtain the orthogonal arrays of strength at least 3, and finalized their paper with some open questions. One of these questions is concerned with generalizations to the polynomials with more than five terms. In this paper, we consider the divisibility of trinomials by a given maximum weight polynomial over \F_2 and apply the result to the construction of the orthogonal arrays of strength at least 3.Comment: 10 pages, 1 figur

    Interactional Functions of Demonstratives in Korean and Japanese Conversation.

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    Ph.D. Thesis. University of Hawaiʻi at Mānoa 2018
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