Saddlepoint approximation for Student's t-statistic with no moment conditions

A saddlepoint approximation of the Student's t-statistic was derived by Daniels and Young [Biometrika 78 (1991) 169-179] under the very stringent exponential moment condition that requires that the underlying density function go down at least as fast as a Normal density in the tails. This is a severe restriction on the approximation's applicability. In this paper we show that this strong exponential moment restriction can be completely dispensed with, that is, saddlepoint approximation of the Student's t-statistic remains valid without any moment condition. This confirms the folklore that the Student's t-statistic is robust against outliers. The saddlepoint approximation not only provides a very accurate approximation for the Student's t-statistic, but it also can be applied much more widely in statistical inference. As a result, saddlepoint approximations should always be used whenever possible. Some numerical work will be given to illustrate these points.Comment: Published at http://dx.doi.org/10.1214/009053604000000742 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Edgeworth expansion for U -statistics under minimal conditions

Berry-Esseen bounds for U-statistics under the optimal moment conditions were derived by Koroljuk and Borovskich and Friedrich. Under the same optimal moment assumptions with an additional nonlattice condition, we establish a one-term Edgeworth expansion with remainder o(n-1/2) for U-statistics

Profile-based Maximum Penalised Likelihood Trajectory Estimation from Space-borne LOS Measurements

Estimating the boost-phase trajectory of a ballistic missile using line of sight measurements from space-borne passive sensors is an important issue in missile defense. A well-known difficulty of this issue is the poor-observability of the target motion. A profile-based maximum penalised likelihood estimator is presented, which is expected to work in poor-observability scenarios. Firstly, a more adaptable boost-phase profile is proposed by introducing unknown parameters. Then, the estimator is given based on the Bayesian paradigm. After that, a special penalty for box constraint is constructed based on a mixed distribution. Numerical results for some typical scenarios and sensitivity with respect to a priori information are reported to show that the proposed estimator is promising

Periodic Radio Variability in NRAO 530: Phase Dispersion Minimization Analysis

In this paper, a periodicity analysis of the radio light curves of the blazar NRAO 530 at 14.5, 8.0, and 4.8 GHz is presented employing an improved Phase Dispersion Minimization (PDM) technique. The result, which shows two persistent periodic components of $\sim 6$ and $\sim 10$ years at all three frequencies, is consistent with the results obtained with the Lomb-Scargle periodogram and weighted wavelet Z-transform algorithms. The reliability of the derived periodicities is confirmed by the Monte Carlo numerical simulations which show a high statistical confidence. (Quasi-)Periodic fluctuations of the radio luminosity of NRAO 530 might be associated with the oscillations of the accretion disk triggered by hydrodynamic instabilities of the accreted flow. \keywords{methods: statistical -- galaxies: active -- galaxies: quasar: individual: NRAO 530}Comment: 8 pages, 5 figures, accepted by RA

The use of visual marker genes for investigation of regeneration pathway and development of transformation system for wheat (Triticum aestivum L.) and barley (Hordeum vulgare L.)

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