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A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation techniques with nonparametric estimations of the trend and the variability. The nonparametric local linear estimator, considering a bandwidth matrix selected by a method that takes the spatial dependence into account, is used to estimate the trend. The variability is modeled estimating the conditional variance and the variogram from corrected residuals to avoid the biasses. The proposed method allows to obtain estimates of the conditional exceedance risk in non-observed spatial locations. The performance of the approach is analyzed by simulation and illustrated with the application to a real data set of precipitations in the USA.Supplementary materials accompanying this paper appear on-line. [ABSTRACT FROM AUTHOR]

This paper presents a robust algorithm for a voice activity detector (VAD) based on generalized autoregressive conditional heteroscedasticity (GARCH) filter, variance gamma distribution (VGD), and adaptive threshold function. GARCH models are new statistical methods that are used especially in economic time series. There is a consensus that speech signals exhibit variances that change through time. GARCH models are a popular choice to model these changing variances. A speech signal is assumed to have a VGD because the VGD has heavier tails than the Gaussian distribution (GD). The distribution of noise signal is assumed to be Gaussian. In proposed method, heteroscedasticity will be modeled by GARCH, and then the parameters of the distributions will be estimated recursively. Finally, hard detection is the result of comparing a multiple observation likelihood ratio test (MOLRT) with an adaptive threshold function. The simulation results show that the proposed VAD is able to operate down to --5 dB and in nonstationary environments. [ABSTRACT FROM AUTHOR]

We propose an EM algorithm for computing the maximum likelihood and restricted maximum likelihood for linear and nonlinear mixed effects models with censored response. In contrast with previous developments, this algorithm uses closed-form expressions at the E-step, as opposed to Monte Carlo simulation. These expressions rely on formulas for the mean and variance of a truncated multinormal distribution, and can be computed using available software. This leads to an improvement in the speed of computation of up to an order of magnitude. A wide class of mixed effects models is considered, including the Laird-Ware model, and extensions to different structures for the variance components, heteroscedastic and autocorrelated errors, and multilevel models. We apply the methodology to two case studies from our own biostatistical practice, involving the analysis of longitudinal HIV viral load in two recent AIDS studies. The proposed algorithm is implemented in the R package lmec. An appendix which includes further mathematical details, the R code, and datasets for examples and simulations are available as the online supplements. [ABSTRACT FROM AUTHOR]