Prior knowledge can be introduced into system identiication problems in terms of constraints on the parameter space, or regularizing penalty functions in a prediction error criterion. The contribution of this work is mainly an extention of the well known FPE (Final Prediction Error) statistic to the case when the system identiication problem is constrainted and contains a regularization penalty...

This paper studies the problem of multiple changepoints in rate parameter of a Poisson process. We propose a binary segmentation algorithm in conjunction with a cumulative sums statistic for detection of changepoints such that in each step we need only to test the presence of a simple changepoint. We derive the asymptotic distribution of the proposed statistic, prove its consistency and obtain ...

A testing problem of homogeneity in gamma mixture models is studied. It is found that there is a proportion of the penalized likelihood ratio test statistic that degenerates to zero. The limiting distribution of this statistic is found to be the chi-bar-square distributions. The degeneration is due to the negative-definiteness of a complicated random matrix, depending on the shape parameter und...

We compare the statistical properties of structures normal and transverse to the line of sight which appear in theoretical N-body simulations of structure formation, and seem also to be present in observational data from redshift surveys. We present a statistic which can quantify this effect in a conceptually different way from standard analyses of distortions of the power-spectrum or correlati...

We compare the statistical properties of structures normal and transverse to the line of sight which appear in theoretical N-body simulations of structure formation, and seem also to be present in observational data from redshift surveys. We present a statistic which can quantify this effect in a conceptually different way from standard analyses of distortions of the power-spectrum or correlati...

Rapidly rotating, slightly nonaxisymmetric neutron stars emit nearly periodic gravitational waves (GWs), quite possibly at levels detectable by ground-based GW interferometers. We refer to these sources as ‘‘GW pulsars.’’ For any given sky position and frequency evolution, the F -statistic is the maximum likelihood statistic for the detection of GW pulsars. However, in ‘‘all-sky’’ searches for ...

Estimation of parameters in the drift and diffusion terms of stochastic differential equations involves simulation and generally requires substantial data sets. We examine a method that can be applied when available time series are limited to less than 20 observations per replication. We compare and contrast parameter estimation for linear and nonlinear firstorder stochastic differential equati...

In a simple multivariate normal prediction setting, derivation of a predictive distribution can flow from formal Bayes arguments as well as pivoting arguments. We look at two special cases and show that the classical invariant predictive distribution is based on a pivot that does not have a parameter free distribution – that is, is not an ancillary statistic. In contrast, a predictive distribut...

In this work, we evaluated the e ectiveness of synthetic aperture radar (SAR) target detection algorithms that consist of any number of combinations of three statistics which include two-parameter CFAR, variance, and extended fractal features. The performance of these algorithms were tested at various threshold settings over the public domain MSTAR database. This database contains one foot reso...