In this paper, hidden Markov models (HMMs) are discussed in the context of molecular biological sequence analysis. The statistics relevant in the HMM approach are described in detail. An HMM based method is used to analyze two proteins that contain short protein repeats (SPRs). As a benchmark, a...

In this paper, hidden Markov models (HMMs) are discussed in the context of molecular biological sequence analysis. The statistics relevant in the HMM approach are described in detail. An HMM based method is used to analyze two proteins that contain short protein repeats (SPRs). As a benchmark, a...

In this paper, we have presented the second level nesting of Bonney's disposition model (Bonney, 1998) and examined the implications of higher level nesting of the disposition model in relation to the dimension of the parameter space. We have also compared the performance of the disposition...

Evaluation of hazards associated with exposure to chemicals, understanding of relationships between dose and adverse effect, extrapolation of effects from high experimental doses to low doses associated with actual exposures, and extrapolation from effects observed in animals to effects expected...

In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process of pseudo residuals. The process converges weakly to a...

The risk of a credit portfolio depends crucially on correlations between latent covariates, for instance the probability of default (PD) in different economic sectors. Often, correlations have to be estimated from relatively short time series, and the resulting estimation error hinders the...

We discuss moving window techniques for fast extraction of a signal comprising monotonic trends and abrupt shifts from a noisy time series with irrelevant spikes. Running medians remove spikes and preserve shifts, but they deteriorate in trend periods. Modified trimmed mean filters use a robust...

Even for a well-trained statistician the construction of a histogram for a given real-valued set is a sifficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the binss in a satisfactory manner for a wide range of data sets....

In the common nonparametric regression model we consider the problem of constructing optimal designs, if the unknown curve is estimated by a smoothing spline. A new basis for the space of natural splines is derived, and the local minimax property for these splines is used to derive two...