Local likelihood smoothing of sample extremes

Trends in sample extremes are of interest in many contexts, an example being environmental statistics. Parametric models are often used to model trends in such data, but they may not be suitable for exploratory data analysis. This paper outlines a semiparametric approach to smoothing example extremes, based on local polynomial fitting of the generalized extreme value distribution and related models. The uncertainty of fits is assessed by using resampling methods. The methods are applied to data on extreme temperatures and on record times for the womens 3000m race.

Likelihood, entropy and species diversity; some comparisons in a Sumatran forest

In attempts to conserve the species diversity of trees in tropical forests, monitoring of diversity in inventories is essential. For effective monitoring it is crucial to be able to make meaningful comparisons between different regions, or comparisons of the diversity of a region at different times. Many species diversity measures have been defined, including the well-known abundance and entropy measures. All such measures share a number of problems in their effective practical use. However, probably the most problematic is that they cannot be used to meaningfully assess changes, since thay are only concerned with the number of species or the proportions of the population/sample which they constitute. A natural (though simplistic) model of a species frequency distribution is the multinomial distribution. It is shown that the likelihood analysis of samples from such a distribution are closely related to a number of entropy-type measures of diversity. Hence a comparison of the species distribution on two plots, using the multinomial model and likelihood methods, leads to generalised cross-entropy as the LRT test statistic of the null that the species distributions are the same. Data from 30 contiguous plots in a forest in Sumatra are analysed using these methods. Significance tests between all pairs of plots yield extremely low p-values, indicating strongly that it ought to been "Obvious" that the observed species distributions are different on different plots. In terms of how different the plots are, and how these differences vary over the whole study site, a display of the degrees of freedom of the test, (equivalent to the number of shared species) seems to be the most revealing indicator, as well as the simplest.

Maximum-likelihood estimator for coarse carrier frequency offset estimation in OFDM systems

Orthogonal frequency division multiplexing (OFDM) systems are more sensitive to carrier frequency offset (CFO) compared to the conventional single carrier systems. CFO destroys the orthogonality among subcarriers, resulting in inter-carrier interference (ICI) and degrading system performance. To mitigate the effect of the CFO, it has to be estimated and compensated before the demodulation. The CFO can be divided into an integer part and a fractional part. In this paper, we investigate a maximum-likelihood estimator (MLE) for estimating the integer part of the CFO in OFDM systems, which requires only one OFDM block as the pilot symbols. To reduce the computational complexity of the MLE and improve the bandwidth efficiency, a suboptimum estimator (Sub MLE) is studied. Based on the hypothesis testing method, a threshold Sub MLE (T-Sub MLE) is proposed to further reduce the computational complexity. The performance analysis of the proposed T-Sub MLE is obtained and the analytical results match the simulation results well. Numerical results show that the proposed estimators are effective and reliable in both additive white Gaussian noise (AWGN) and frequency-selective fading channels in OFDM systems.