396 research outputs found
Nikolaos Politis: Study on the life of modern Greeks
No full textTitle: Μελέτη ἐπί τοῦ βίου τῶν νεοτέρων Ἑλλήνων (Study on the life of modern Greeks) Originally published: in Τόμος Α’ (vol. I), ‘Νεοελληνική Μυθολογία’ of the four-volume Μελέτη ἐπί τοῦ βίου τῶν νεοτέρων Ἑλλήνων (Athens: τύποις Σαραντάκος Οἰκονόμου, 1871). Language: Greek The excerpts used are from the original, Preface, pp. α’- γ.’ About the author Nikolaos Politis [1852, Kalamata..
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Towards a Theoretical Foundation of the Model-free Bootstrap for Regression and Time Series
No full textThe model-free bootstrap (MFB), first introduced in Politis [2013] followed by the monograph of Politis [2015], and further investigated in a series of papers (cf. Pan and Politis [2016b], Chen and Politis [2019], Das and Politis [2020], etc), is a recent advent in the bootstrap literature. The principle of MFB is to (invertibly) transform the original data to a space of i.i.d. variables, wherein the standard i.i.d. bootstrap is performed for the variables, and then the inverse transform is used to obtain bootstrap samples in the original data space. Because of the wide selection of applicable transforms, the MFB framework can be easily extended for complex data scenarios – such as regression and time series. The term "model-free" relates to the fact that thetransformations are estimated without model assumptions, i.e., nonparametrically.The main purpose of this dissertation is to build a theoretical foundation for the MFB under different setups. Specifically, in Chapter 1, we analyze the MFB under model-free regres- sion setup, and compare it with other methods of interest focusing on conditional coverage of prediction intervals. The concept of pertinent prediction intervals is extended to this setup, and we propose the notion of conjecture testing for predictive inference. In Chapter 2, we establish bootstrap validity of various statistics for a general class of univariate time series under very basic dependence assumptions, using the recently developed m ́approximation technique. In Chapter 3, the MFB algorithm of chapter 2 is further extended to handle multivariate time series, wherein we specifically focus on the generation of prediction regions. We also link the MFB under multivariate context with the well-known copula models. Finally in Chapter 4, we propose a new MFB algorithm for quantile autoregressive processes based on the MFB framework for general Markov process by Pan and Politis [2016b], using an augmented quantile regression estimator
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
No full textA correction on the optimal block size algorithms of Politis and White (2004) is given following a correction of Lahiri's (Lahiri 1999) theoretical results by Nordman (2008).Block bootstrap, Block size, Circular bootstrap, Stationary bootstrap,
Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis
No full textA corrected statement and proof of Theorem 4 of Jach, McElroy, and Politis (2012) is provided.Non peer reviewe
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Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices
No full textA new class of HAC covariance matrix estimators is proposed based on the notion of a flat-top kernel as in Politis and Romano (1995)and Politis (2001). The new estimators are shown to be higher-order accurate when higher-order accuracy is possible, and a discussion on kernel choice is given. The higher-order accuracy of flat-top kernel estimators typically comes at the sacrifice of the positive semi-definite property. Nevertheless, we show how a modified flat-top estimator is positive semi-definite while maintaining its higher-order accuracy. In addition, an automatic and consistent procedure for optimal bandwidth choice for flat-top kernel HAC estimators is given. The general problem of spectral matrix estimation is also treated
Assessing structural relationships between distributions - a quantile process approach based on Mallows distance
No full textWe suggest diagnostic tools for the assessment of shape similarity of distributions, i.e. whether several distributions are equal up to a pre-specified semiparametric deviation, such as a simple shift in location or a scale deviation. This will be called a structural relationship between distributions, and it is of importance, for instance, in an initial analysis within the (nonparametric) analysis of variance. Our approach is based on a modification of a trimmed version of Mallows distance between distribution functions. Asymptotic theory for the corresponding test statistics is provided and a bootstrap limit theorem is shown. In particular, the case of dependent samples is covered as well. A simulation study reveals the bias corrected and accelerated bootstrap as an adequate method for the assessment of shape similar distributions. A medical application is discussed
The multivariate linear process bootstrap
No full textThe linear process bootstrap (LPB) for univariate time seri
es has been introduced by McMurry
and Politis (2010) and it is called LPB because it generates l
inear processes in the bootstrap domain.
However, it does not assume that the data are themselves a sam
ple from a linear process. They use
tapered and banded estimates for the autocovariance matrix
of the whole data stretch [cf. Wu and
Pourahmadi (2009)] and i.i.d. resampling of appropriately
standardized residuals. Under a physical
dependence assumption [cf. Wu (2005)], they show validity o
f the LPB for the sample mean.
In this paper, we generalize their approach to the case of mul
tivariate time series and show its
validity for the sample mean under different assumptions (mi
xing, weak dependence, linearity). To
complement the theory of McMurry and Politis (2010), we show
that the multivariate LPB works
also for spectral density estimation, but that it fails gene
rally for sample autocovariances. Even in
the univariate case and under assumed linearity, this is sti
ll the case. However, we show consistency
of the LPB for univariate, causal and invertible linear processes for higher order statistics as e.g. autocovariances and for autocorrelations in the univariate case under linearity only. Moreover, the validity of the LPB for the multivariate sample mean can be used in order to correct the invalidity of the univariate LPB for higher order statistics as e.g. autocovariances in the general case. For this purpose, an LPB-of-blocks bootstrap scheme is proposed
Nonparametric Permutation-Based Control Charts for Ordinal Data
No full textIn the literature of statistical process control (SPC), design and implementation of traditional Shewart-based control charts requires the assumption that the process response distribution follows a parametric form (e.g., normal). However, since in practice, ordinal observations may not follow the pre-specified parametric distribution these charts may not be reliable. In this connection, this work aims at providing a contribution to the nonparametric SPC literature, proposing univariate and multivariate nonparametric permutation-based control charts for ordinal response variables which are not only interesting as methodological solution but they have a very practical value particularly within the context of monitoring some measure of user’s satisfaction, loyalty, etc. related to use of a given service. As confirmed by the simulation study and by the application to a real case study in the field of monitoring of customer satisfaction in services, we can state that the proposed NPC chart for ordered categorical response variables is certainly a good alternative with respect to the literature counterparts
The first steps of modern Greek comedy
No full textΤα Σύγχρονα Θέματα αναδημοσιεύουν το πρώτο μέρος του μελετήματος του Δημήτρη Σπάθη με τίτλο «Τα πρώτα βήματα της νεοελληνικής κωμωδίας. Η ακτινοβολία του Χουρμούζη και η παρουσία του στο βουλγάρικο θέατρο του 19ου αιώνα», που δημοσιεύτηκε για πρώτη φορά στο περιοδικό Ο Πολίτης, τχ. 54, τον Οκτώβριο του 1982 (σ. 335-364). Το πλήρες κείμενο περιλαμβάνεται στον τόμο με μελετήματα του Δημήτρη Σπάθη, που ετοιμάζει το Μορφωτικό Ίδρυμα Εθνικής Τραπέζης (ΜΙΕΤ), με επιμέλεια Νικηφόρου Παπανδρέου και τίτλο: Από τον Χορτάτση στον Κουν. Μελετήματα για το νεοελληνικό θέατρο.Sygchrona Themata republishes the first part of Dimitris Spathis's study titled "The first steps of modern Greek comedy. The radiance of Chourmouzis and his presence in 19th-century Bulgarian theater," which was first published in the journal O Politis, issue 54, in October 1982 (pp. 335-364). The complete text is included in the volume of Dimitris Spathis's studies, prepared by the National Bank of Greece Cultural Foundation (MIET), edited by Nikiforos Papandreou and titled: From Chortatzis to Koun. Studies on modern Greek theater
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