scholarly journals A Berry-Esseen theorem for sample quantiles under association

Author(s):  
Lahcen Douge
Keyword(s):  
2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Rong Huang ◽  
Yingchun Zhou

In the recent decade, disease classification and biomarker discovery have become increasingly important in modern biological and medical research. ECGs are comparatively low-cost and noninvasive in screening and diagnosing heart diseases. With the development of personal ECG monitors, large amounts of ECGs are recorded and stored; therefore, fast and efficient algorithms are called for to analyze the data and make diagnosis. In this paper, an efficient and easy-to-interpret procedure of cardiac disease classification is developed through novel feature extraction methods and comparison of classifiers. Motivated by the observation that the distributions of various measures on ECGs of the diseased group are often skewed, heavy-tailed, or multimodal, we characterize the distributions by sample quantiles which outperform sample means. Three classifiers are compared in application both to all features and to dimension-reduced features by PCA: stepwise discriminant analysis (SDA), SVM, and LASSO logistic regression. It is found that SDA applied to dimension-reduced features by PCA is the most stable and effective procedure, with sensitivity, specificity, and accuracy being 89.68%, 84.62%, and 88.52%, respectively.


2011 ◽  
Vol 165 (3-4) ◽  
pp. 579-596 ◽  
Author(s):  
Guo-dong Xing ◽  
Shan-chao Yang ◽  
Yan Liu ◽  
Ke-ming Yu

Author(s):  
Mohammad Ahsanullah ◽  
Valery Nevzorov ◽  
Mohammad Shakil
Keyword(s):  

1996 ◽  
Vol 33 (04) ◽  
pp. 1018-1032 ◽  
Author(s):  
Angelos Dassios

The distribution of the sample quantiles of random processes is important for the pricing of some of the so-called financial ‘look-back' options. In this paper a representation of the distribution of the α-quantile of an additive renewal reward process is obtained as the sum of the supremum and the infimum of two rescaled independent copies of the process. This representation has already been proved for processes with stationary and independent increments. As an example, the distribution of the α-quantile of a randomly observed Brownian motion is obtained.


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