Inconsistency of the MLE for the joint distribution of interval censored survival times and continuous marks

This paper considers the nonparametric maximum likelihood estimator (MLE) for the joint distribution function of an interval censored survival time and a continuous mark variable. We provide a new explicit formula for the MLE in this problem. We use this formula and the mark specific cumulative hazard function of Huang and Louis (1998) to obtain the almost sure limit of the MLE. This result leads to necessary and sufficient conditions for consistency of the MLE which imply that the MLE is inconsistent in general. We show that the inconsistency can be repaired by discretizing the marks. Our theoretical results are supported by simulations.Comment: 27 pages, 4 figure

Strong Approximation of Empirical Copula Processes by Gaussian Processes

We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm

Probing Loop Quantum Gravity with Evaporating Black Holes

This letter aims at showing that the observation of evaporating black holes should allow distinguishing between the usual Hawking behavior and Loop Quantum Gravity (LQG) expectations. We present a full Monte-Carlo simulation of the evaporation in LQG and statistical tests that discriminate between competing models. We conclude that contrarily to what was commonly thought, the discreteness of the area in LQG leads to characteristic features that qualify evaporating black holes as objects that could reveal quantum gravity footprints.Comment: 5 pages, 3 figures. Version accpeted by Phys. Rev. Let

Random walks - a sequential approach

In this paper sequential monitoring schemes to detect nonparametric drifts are studied for the random walk case. The procedure is based on a kernel smoother. As a by-product we obtain the asymptotics of the Nadaraya-Watson estimator and its as- sociated sequential partial sum process under non-standard sampling. The asymptotic behavior differs substantially from the stationary situation, if there is a unit root (random walk component). To obtain meaningful asymptotic results we consider local nonpara- metric alternatives for the drift component. It turns out that the rate of convergence at which the drift vanishes determines whether the asymptotic properties of the monitoring procedure are determined by a deterministic or random function. Further, we provide a theoretical result about the optimal kernel for a given alternative

Empirical Survival Jensen-Shannon Divergence as a Goodness-of-Fit Measure for Maximum Likelihood Estimation and Curve Fitting

The coefficient of determination, known as R2, is commonly used as a goodness-of-fit criterion for fitting linear models. R2 is somewhat controversial when fitting nonlinear models, although it may be generalised on a case-by-case basis to deal with specific models such as the logistic model. Assume we are fitting a parametric distribution to a data set using, say, the maximum likelihood estimation method. A general approach to measure the goodness-of-fit of the fitted parameters, which is advocated herein, is to use a non- parametric measure for comparison between the empirical distribution, comprising the raw data, and the fitted model. In particular, for this purpose we put forward the Survi- val Jensen-Shannon divergence (SJS) and its empirical counterpart (ESJS) as a metric which is bounded, and is a natural generalisation of the Jensen-Shannon divergence. We demonstrate, via a straightforward procedure making use of the ESJS, that it can be used as part of maximum likelihood estimation or curve fitting as a measure of goodness-of-fit, including the construction of a confidence interval for the fitted parametric distribution. Furthermore, we show the validity of the proposed method with simulated data, and three empirical data sets

Bayesian methods and optimal experimental design for gene mapping by radiation hybrids

Radiation hybrid mapping is a somatic cell technique for ordering human loci along a chromosome and estimating the physical distance between adjacent loci. The present paper considers a realistic model of fragment generation and retention. This model assumes that fragments are generated in the ancestral cell of a clone according to a Poisson breakage process along the chromosome. Once generated, fragments are independently retained in the clone with a common retention probability. Based on this and less restrictive models, statistical criteria such as minimum obligate breaks, maximum likelihood, and Bayesian posterior probabilities can be used to decide order. Distances can be estimated by either maximum likelihood or Bayesian posterior means. The model also permits rational design of radiation dose for optimal statistical precision. A brief examination of some real data illustrates our criteria and computational algorithms.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/65749/1/j.1469-1809.1992.tb01139.x.pd