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Nonparametric tests of the Markov hypothesis in continuous-time models
Nonparametric tests Markov hypothesis continuous-time models
2010/11/18
We propose several statistics to test the Markov hypothesis for $\beta$-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov equation. We est...
Nonparametric estimation of genewise variance for microarray data
Nonparametric estimation genewise variance microarray data
2010/11/17
Estimation of genewise variance arises from two important applications in microarray data analysis: selecting significantly differentially expressed genes and validation tests for normalization of mi...