180 research outputs found

    Estimating invariant laws of linear processes by U-statistics

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    Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary distribution of the process. The usual estimator would be the empirical estimator. It can be improved using the fact that the innovations are centered. We construct an even better estimator using the representation of the observations as infinite-order moving averages of the innovations. Then the expectation of the function under the stationary distribution can be written as the expectation under the distribution of an infinite series in terms of the innovations, and it can be estimated by a U-statistic of increasing order (also called an ``infinite-order U-statistic'') in terms of the estimated innovations. The estimator can be further improved using the fact that the innovations are centered. This improved estimator is optimal if the coefficients of the linear process are estimated optimally

    Uniformly root-NN consistent density estimators for weakly dependent invertible linear processes

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    Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate n−1/2n^{-1/2}. Our estimator is a convolution of two different residual-based kernel estimators. We obtain in particular convergence rates for such residual-based kernel estimators; these results are of independent interest.Comment: Published at http://dx.doi.org/10.1214/009053606000001352 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Uniform convergence of convolution estimators for the response density in nonparametric regression

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    We consider a nonparametric regression model Y=r(X)+εY=r(X)+\varepsilon with a random covariate XX that is independent of the error ε\varepsilon. Then the density of the response YY is a convolution of the densities of ε\varepsilon and r(X)r(X). It can therefore be estimated by a convolution of kernel estimators for these two densities, or more generally by a local von Mises statistic. If the regression function has a nowhere vanishing derivative, then the convolution estimator converges at a parametric rate. We show that the convergence holds uniformly, and that the corresponding process obeys a functional central limit theorem in the space C0(R)C_0(\mathbb {R}) of continuous functions vanishing at infinity, endowed with the sup-norm. The estimator is not efficient. We construct an additive correction that makes it efficient.Comment: Published in at http://dx.doi.org/10.3150/12-BEJ451 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

    National Socialist law and the censuring of modernist culture, art and literature

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    This paper traces the development of National Socialist cultural and legal policy towards the arts. It examines the role of censure in this development starting with Hitler's first attempts at power in the Weimar republic. It then looks more closely into aspects of the development of new policies in and after 1933 and their implementation in institutions of the totalitarian state. As the paper shows, policies were carried out within a legal framework that included parliament and constitutional law but they were often also accompanied by aggressive political actions. Racial and nationalistic ideologies were at the heart of the National Socialist discourse about culture. This discourse quickly established modernity as its principal enemy and saw modernist culture (in the broad sense of the word), and especially art criticism, as being under Jewish domination. True German Kultur was set against this; Hitler himself promoted German art both through exhibitions and through policies which included the removal of un-German art and the exclusion of writers and artists who did not conform the cultural ideal. As Jewish artists and intellectuals in modernist culture posed the greatest threat to the establishment of a new German culture, Nazi policies towards the arts embarked on a process of censure, exclusion and annihilation. The purpose of these policies was nothing less than the elimination of all modernist (Jewish and ‘degenerate’) culture and any memory of it

    Efficient prediction for linear and nonlinear autoregressive models

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    Conditional expectations given past observations in stationary time series are usually estimated directly by kernel estimators, or by plugging in kernel estimators for transition densities. We show that, for linear and nonlinear autoregressive models driven by independent innovations, appropriate smoothed and weighted von Mises statistics of residuals estimate conditional expectations at better parametric rates and are asymptotically efficient. The proof is based on a uniform stochastic expansion for smoothed and weighted von Mises processes of residuals. We consider, in particular, estimation of conditional distribution functions and of conditional quantile functions.Comment: Published at http://dx.doi.org/10.1214/009053606000000812 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Optimality of estimators for misspecified semi-Markov models

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    Suppose we observe a geometrically ergodic semi-Markov process and have a parametric model for the transition distribution of the embedded Markov chain, for the conditional distribution of the inter-arrival times, or for both. The first two models for the process are semiparametric, and the parameters can be estimated by conditional maximum likelihood estimators. The third model for the process is parametric, and the parameter can be estimated by an unconditional maximum likelihood estimator. We determine heuristically the asymptotic distributions of these estimators and show that they are asymptotically efficient. If the parametric models are not correct, the (conditional) maximum likelihood estimators estimate the parameter that maximizes the Kullback--Leibler information. We show that they remain asymptotically efficient in a nonparametric sense.Comment: To appear in a Special Volume of Stochastics: An International Journal of Probability and Stochastic Processes (http://www.informaworld.com/openurl?genre=journal%26issn=1744-2508) edited by N.H. Bingham and I.V. Evstigneev which will be reprinted as Volume 57 of the IMS Lecture Notes Monograph Series (http://imstat.org/publications/lecnotes.htm

    Nostalgia for transcendence : on its meaning in B. Strauß' work

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    In his writing Botho Strauß deals with the question of a longing for transcendence over a number of years and from a number of different perspectives. The article firstly considers the way in which social theories and world views which Strauß originally followed have led this longing in the wrong direction and ignored the true role of technology. Strauß' own analysis, which incorporates considerations in particular from the natural sciences, fails to take adequate account of creative activity. Another perspective emerges from Strauß' representation of the unhappy consciousness of the modern individual and of the attempts made to transcend this. Finally, Strauß' own attempt to achieve transcendence through art is examined. The article draws attention here again to the under-developed role of creative activity in his work.Botho Strauß hat die Frage der Sehnsucht nach Transzendenz von verschiedenen Gesichtspunkten aus immer wieder in seinem Werk behandelt. Da ist zunächst der Punkt, wie Gesellschaftstheorien und Weltbilder, denen er ursprünglich selbst gefolgt ist, diese Sehnsucht in eine falsche Richtung gelenkt und die wirkliche Rolle von Technologie unbehandelt gelassen haben. Strauß' eigene Analyse, die Überlegungen vor allem aus den Naturwissenschaften aufnimmt, vernachlässigt aber die Bedeutung schöpferischer Aktivität. Ein weiterer Gesichtspunkt ergibt sich aus Strauß' Darstellung des unglücklichen Bewusstseins des modernen Individuums und den Versuchen, dieses zu transzendieren. In einem letzten Punkt wird dann Strauß' eigener Versuch erörtert, im Kunstwerk Transzendenz zu schaffen. Der Artikel macht hier erneut auf die unterbelichtete Rolle schöpferischer Aktivität aufmerksam

    Relationship between Maternal/Family Functioning and Social Functioning in Youth with ADHD

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    Affecting roughly 5% of the population, Attention-Deficit/Hyperactivity Disorder (ADHD) is a common mental health disorder characterized by deficits in attention, activity level, and/or impulse control causing impairments across multiple domains of functioning (APA, 2013). Although ADHD is most commonly associated with impairment in academic and behavioral functioning, there also exists a strong connection between the disorder and significant social impairment. Indeed, youth with ADHD typically have fewer friends and experience significantly higher levels of peer rejection than do typically developing youth (Bagwell, Molina, Pelham, & Hoza, 2001). In addition to social problems, ADHD is often associated with problems in the home, such as poor parental and family functioning (Theule, Weiner, Tannock, & Jenkins, 2013). Research also indicates that parental distress is both directly and indirectly related to child behavioral and social problems (Sanner & Neece, 2018; Fenesey, Teh, & Lee, 2019). Therefore, it is possible that the relationship between social impairment in youth with ADHD and poor parental/family functioning is bidirectional. The proposed study aimed to examine the relationship between maternal/family functioning and social functioning in young adolescents with ADHD and to examine if maternal/family functioning predicts social functioning outcomes following a 14-week friendship building intervention

    Scrapbooking the Everyday Scaffolding of Sexual Violence: Making Sense of ‘Rape Culture’

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    Feminist attention to the cultural causes of sexual violence has assumed many forms and debates, with the concept of ‘rape culture’ taking hold in the 1970s and being reinvigorated today. This thesis explores these debates to arrive at its unique conceptualisation of the ‘everyday scaffolding’ of sexual violence. Everyday scaffolding refers to the discursive practices – situated and material ways in which knowledges are formed – through which sexual violence becomes possible and intelligible. Designing an innovative research practice of scrapbooking, this thesis establishes these scaffolds in the lives of its participant scrapbookers; twenty-three adults with unwanted sexual experiences and one UK Rape Crisis centre. Scrapbooking involves saving, organising and sharing ‘scraps’ from everyday life, a potentially enjoyable, therapeutic and consciousness-raising practice. Paying attention to queer, post-structuralist and feminist new materialist thinkers, this research organises scraps from participants’ books and relevant literatures into four scaffolds. Firstly, ‘Conflation and Marginalisation’: where the bringing together and confusing of often contentious sexual matters naturalises and obscures sexual violence, as does the drawing of different boundaries to separate sexual violence out. Secondly, ‘Spectacularisation’: discursive practices by which sexual violence is constituted as a spectacle, a dramatic event cut out from everyday life, with particular audiences in mind. Thirdly, ‘Catching Out’: discursive practices which establish a ‘truth’ beneath a ‘lie’ in need of unmasking, connecting sexual violence to all manner of ‘corrective’ activities. Finally, ‘Weaponisation’: sexual violence as a means towards particular and harmful ends; to further divisive politics, to facilitate sexual access, and to naturalise ‘vulnerability’. These four scaffolds are presented in order to both name and change sexual violence in ways which work with the ambiguity and potentiality of the everyday, the necessity for continuum-thinking and the reality of the research’s own performative involvement in the worlds or ‘rape cultures’ it claims to make sense of
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