Most existing works on specification testing assume that we have direct observations from the model of interest. We study specification testing for Markov models based on contaminated observations. The evolving model dynamics of the unobservable Markov chain is implicitly coded into the conditional distribution of the observed process. To test whether the underlying Markov chain follows a param...

Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for analyzing group-level differences, i.e., in identifying if trends of estimated objects (e.g., covariance or precision matrices) are different across disparate...

Several authors have proposed nonparametric semivariogram estimators. Shapiro & Botha (1991) did so by application of Bochner’s theorem and Cherry, Banfield & Quimby (1996) further investigated this technique where it performed favorably against parametric estimators even when data were generated under the parametric model. While this approach is sound, it lacks nugget estimation which is essen...

Evaluation of trace evidence for three-level multivariate data with the use of graphical models. Abstract The evaluation of measurements on characteristics of trace evidence found at a crime scene and on a suspect is an important part of forensic science. There are commonly three levels of variation in such evidence. First, there is measurement error on the individual items. Then, individual it...

In general, the risk of joint extreme outcomes in financial markets can be expressed as a function of the tail dependence function of a high-dimensional vector after standardizing marginals. Hence it is of importance to model and estimate tail dependence functions. Even for moderate dimension, nonparametrically estimating a tail dependence function is very inefficient and fitting a parametric m...

In this paper we propose a new parametric abstract finite model of Mobile Ambients able to express several properties on processes. The model can be used for the analysis of these properties by means of model checking techniques. The precision of the model can be increased by modifying certain numeric parameters increasingly avoiding thereby the occurrences of false counterexamples in the analy...

Cox proportional hazards model is a commonly used model in providing hazard ratio to compare survival times of two population groups. The exponentiated linear regression part of the model describes the effects of explanatory variables on hazard ratio. PROC PHREG is a SAS procedure that implements the Cox model and provides the hazard ratio estimate. The estimate is interpreted as the percent ch...

In this paper, a new methodology is presented for detecting anomalies from radiographic images. This methodology exploits a statistical model adapted to the content of radiographic images together with the hypothesis testing theory. The main contributions are the following. First, by using a generic model of radiographies based on the acquisition pipeline, the whole non-destructive testing proc...

This paper analyzes bottled water expenditures data with zero observations by employing parametric and semiparametric models. The overall results of specification tests indicate that the semiparametric model outperforms the parametric model significantly.  2000 Elsevier Science S.A. All rights reserved.