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## Principles for Multivariate Surveillance

### Frontiers in Statistical Quality Control 9 (2010): 133-144 , January 01, 2010

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### Summary

Multivariate surveillance is of interest in industrial production as it enables the monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance.

Several types of multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have been proposed. Here a review of general approaches to multivariate surveillance is given with respect to how suggested methods relate to general statistical inference principles.

Suggestions are made on the special challenges of evaluating multivariate surveillance methods.

## Model-based clustering of probability density functions

### Advances in Data Analysis and Classification (2013): 1-19 , June 27, 2013

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Complex data such as those where each statistical unit under study is described not by a single observation (or vector variable), but by a unit-specific sample of several or even many observations, are becoming more and more popular. Reducing these sample data by summary statistics, like the average or the median, implies that most inherent information (about variability, skewness or multi-modality) gets lost. Full information is preserved only if each unit is described by a whole distribution. This new kind of data, a.k.a. “distribution-valued data”, require the development of adequate statistical methods. This paper presents a method to group a set of probability density functions (pdfs) into homogeneous clusters, provided that the pdfs have to be estimated nonparametrically from the unit-specific data. Since elements belonging to the same cluster are naturally thought of as samples from the same probability model, the idea is to tackle the clustering problem by defining and estimating a proper mixture model on the space of pdfs. The issue of model building is challenging here because of the infinite-dimensionality and the non-Euclidean geometry of the domain space. By adopting a wavelet-based representation for the elements in the space, the task is accomplished by using mixture models for hyper-spherical data. The proposed solution is illustrated through a simulation experiment and on two real data sets.

## Time and Spatial Series

### Large Sample Techniques for Statistics (2010) 0: 283-315 , January 01, 2010

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Time series occur naturally in a wide range of practices. For example, the opening price of a certain stock at the New York Stock Exchange, the monthly rainfall total of a certain region, and the CD4+ cell count over time of an individual infected with the HIV virus may all be viewed as time series.

## An Optimal Algorithm To Recognize Robinsonian Dissimilarities

### Journal of Classification (2014): 1-35 , April 12, 2014

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A dissimilarity *D* on a finite set *S* is said to be *Robinsonian* if *S* can be totally ordered in such a way that, for every *i* < *j* < *k*, *D* (*i*, *j*) ≤ *D* (*i*, *k*) and *D* (*j*, *k*) ≤ *D* (*i*, *k*). Intuitively, *D* is Robinsonian if *S* can be represented by points on a line. Recognizing Robinsonian dissimilarities has many applications in seriation and classification. In this paper, we present an optimal *O* (*n*^{2}) algorithm to recognize Robinsonian dissimilarities, where *n* is the cardinal of *S*. Our result improves the already known algorithms.

## An asymptotic test for a geometric process against a lattice distribution with monotone hazard

### Journal of the Italian Statistical Society (1997) 6: 213-231 , December 01, 1997

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### Summary

In this paper a simple characterization of the geometric distribution, in the class of discrete distributions with monotone hazard ratio, is provided. This result is used to construct a test for the hypothesis that the anival process of a discrete queueing model is a geometric process. The properties of the test, as well as those of its «bootstrapped version », are studied both theoretically and by Monte Carlo simulation.

## Within-Schätzung bei anonymisierten Paneldaten

### AStA Wirtschafts- und Sozialstatistisches Archiv (2008) 2: 277-297 , October 02, 2008

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### Zusammenfassung

Dieser Beitrag untersucht die Auswirkungen der beiden datenverändernden Anonymisierungsverfahren ‚variablenspezifische abstandsorientierte Mikroaggregation‘ (vaabMA, im Englischen: Individual Ranking) und ‚multiplikative stochastische Überlagerung‘ auf die „Within“-Schätzung eines linearen Panelmodells mit Individualeffekten. Es wird gezeigt, dass der „Within“-Schätzer auf der Grundlage der mittels vaabMA anonymisierten Daten konsistent bleibt. Bei der multiplikativen stochastischen Überlagerung wird neben der allgemeinen Form der Überlagerung eine spezielle Variante analysiert, bei der die Variablen zuerst mit einem konstantem Grundüberlagerungsfaktor und danach zusätzlich additiv überlagert werden. Es wird weiterhin gezeigt, dass beide Varianten der Überlagerung zu Inkonsistenz der „Within“-Schätzer führen. Anschließend werden korrigierte Schätzer hergeleitet.

## Optimal and robust invariant designs for cubic multiple regression

### Metrika (1995) 42: 29-48 , December 01, 1995

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## On approximating the distribution of quadratic forms in uniform and beta order statistics

### METRON (2013): 1-16 , July 16, 2013

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This paper provides a moment-based approximation to the distribution of a quadratic forms in uniform random variables and in order statistics from a uniform population. Certain goodness-of-fit statistics can be expressed in terms of the latter. In particular, it is shown that the proposed methodology yields more accurate percentiles than a previously used approximation in connection with a criterion that is expressible as a quadratic form in order statistics from a uniform distribution. The more general case of quadratic forms in beta random variables is also discussed. The density approximants are expressed as the product of a beta distributed base density function and a polynomial adjustment. Several illustrative examples are provided.

## Exponential Families

### Theoretical Statistics (2010): 25-38 , January 01, 2010

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Inferential statistics is the science of learning from data. Data are typically viewed as random variables or vectors, but in contrast to our discussion of probability, distributions for these variables are generally unknown. In applications, it is often reasonable to assume that distributions come from a suitable class of distributions. In this chapter we introduce classes of distributions called *exponential families*. Examples include the binomial, Poisson, normal, exponential, geometric, and other distributions in regular use. From a theoretical perspective, exponential families are quite regular. In addition, moments for these distributions can often be computed easily using the differential identities in Section 2.4.

## Estimation of unimodal densities based on the FQ-System

### Statistical Papers (2003) 44: 203-216 , April 01, 2003

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Based on an *FQ*-System for continuous unimodal distributions, which was introduced by Scheffner (1998), we propose a pure data-driven method for density estimation, which provides good results even for small samples. This procedure does not involve any problems or uncertainties as e.g. bandwidth selection for kernel density estimates.