A new time series bootstrap scheme, the Time Frequency Toggle (TFT)-Bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then back-transforming them to obtain a bootstrap sample in the time domain. Related previous proposals, such as the ‘surrogate data’ approach, resampled only the phase of the Fourier coefficients, and thus had only ...

The bootstrap, introduced by Efron (1979), merges simulation with formal model-based statistical inference. A statistical model for a sample Xn of size n is a family of distributions {Pθ,n : θ ∈ Θ}. The parameter space Θ is typically metric, possibly infinite-dimensional. The value of θ that identifies the true distribution from which Xn is drawn is unknown. Suppose that θ̂n = θ̂n(Xn) is a consis...

This paper proposes the use of prediction intervals based on bootstrap for threshold autoregressive models. We consider four bootstrap methods to account for the variability of estimated threshold values, correct the bias of autoregressive coefficients and allow for heterogenous errors. Simulation shows that bootstrap prediction intervals generally perform better than classical prediction inter...

INTERVAL ESTIMATION OF EXCESS RISK RELATED EFFECTIVE DOSES IN TOBIT MODELS by Jia Wang ADVISOR: Professor Nan Lin December 2009 Saint Louis, Missouri In this thesis we consider interval estimation of excess risk related effective dose (ERED) in dose-response studies using tobit model. Let P (x) be the probability of response at dose level x. Considering the background probability P (0), excess ...

Let Qd denote the hypercube of dimension d. Given d ≥ m, a spanning subgraph G of Qd is said to be (Qd, Qm)-saturated if it does not contain Qm as a subgraph but adding any edge of E(Qd) \E(G) creates a copy of Qm in G. Answering a question of Johnson and Pinto [27], we show that for every fixed m ≥ 2 the minimum number of edges in a (Qd, Qm)-saturated graph is Θ(2 d). We also study weak satura...

The problem of large-scale simultaneous hypothesis testing is revisited. Bagging and subagging procedures are put forth with the purpose of improving the discovery power of the tests. The procedures are implemented in both simulated and real data. It is shown that bagging and subagging significantly improve power at the cost of a small increase in false discovery rate with the proposed ‘maximum...

E-discussion tools provide students with the opportunity not only to learn about the topic under discussion but to acquire argumentation and collaboration skills and to engage in analytic thinking. However, too often, ediscussions are not fruitful and moderation is needed. We describe our approach, which employs intelligent data analysis techniques, to support teachers as they moderate multiple...