论文检索

函数型混合效应谱分析AI 解读

In many experiments, time series data can be collected from multiple units and multiple time series segments can be collected from the same unit. This article introduces a mixed effects Cramér spectral representation which can be used to model the effects of design covariates on the second-order power spectrum while accounting for potential correlations among the time series segments collected from the same unit. The transfer function is composed of a deterministic component…

依赖情形下自适应 Bonferroni 与 Holm 程序的一则说明AI 解读

Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini’s adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.

利用 Cholesky 分解进行多元谱分析AI 解读

We propose to smooth the Cholesky decomposition of a raw estimate of a multivariate spectrum, allowing different degrees of smoothness for different elements. The final spectral estimate is reconstructed from the smoothed Cholesky elements, and is consistent and positive definite. More importantly, the Cholesky decomposition matrix of the spectrum can be used as a transfer function in generating time series whose spectrum is identical to the given spectrum at the Fourier…