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作者：Pang, Shanqi; Wang, Jing; Lin, Dennis K. J.; Liu, Min-Qian
作者单位：Henan Normal University; Shanghai Normal University; Purdue University System; Purdue University; Nankai University; Nankai University
摘要：A considerable portion of the work on mixed orthogonal arrays applies specifically to arrays of strength 2. Although strength t = 2 is arguably the most important case for statistical applications, there is an urgent need for better methods for t >= 3. However, the knowledge on the existence of arrays for t >= 3 is rather limited. In this paper, new construction methods for symmetric and asymmetric orthogonal arrays (OAs) with high strength are proposed by using lower strength orthogonal parti...
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作者：Einmahl, John H. J.; Segers, Johan
作者单位：Tilburg University; Tilburg University
摘要：For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of these functions are rank-based estimators whose inflated estimation errors are known to converge weakly to a Gaussian process that is similar in structure to the weak limit of the empirical copula process. We extend this multivariate result to continuous functio...
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作者：Panigrahi, Snigdha; Taylor, Jonathan; Weinstein, Asaf
作者单位：University of Michigan System; University of Michigan; Stanford University; Hebrew University of Jerusalem
摘要：Inference after model selection has been an active research topic in the past few years, with numerous works offering different approaches to addressing the perils of the reuse of data. In particular, major progress has been made recently on large and useful classes of problems by harnessing general theory of hypothesis testing in exponential families, but these methods have their limitations. Perhaps most immediate is the gap between theory and practice: implementing the exact theoretical pre...
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作者：Bickel, Peter; Fiocco, Marta; de Gunst, Mathisca; Goetze, Friedrich
作者单位：University of California System; University of California Berkeley; Leiden University; Leiden University - Excl LUMC; Vrije Universiteit Amsterdam; University of Bielefeld
摘要：Willem van Zwet made deep and influential contributions to probability and statistics, which we review in this paper. Bickel and Gotze collaborated with him on his major contributions to higher order asymptotics of nonlinear statistics and on resampling and the bootstrap. We relate this work to his remarkable development of the properties of the Hoeffding expansion for symmetric statistics as well as Fourier analytic tools. Fiocco and De Gunst were his students. We describe how in their theses...
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作者：Koltchinskii, Vladimir; Zhilova, Mayya
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Let X1,..., X-n be i.i.d. random variables sampled from a normal distribution N(mu, Sigma) in R-d with unknown parameter theta = (mu, Sigma) is an element of Theta := R-d x C-+(d), where C-+(d) is the cone of positively definite covariance operators in R-d. Given a smooth functional f : Theta 1 bar right arrow R-1, the goal is to estimate f (theta) based on X-1,.., X-n. Let Theta(a; d) := R-d x {Sigma is an element of C-+(d) : sigma(Sigma) subset of [1/a, a]}, a >= 1, where sigma(Sigma) is the...
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作者：Fisher, Nicholas, I; Smith, Adrian F. M.
作者单位：University of Sydney; Alan Turing Institute
摘要：Bill van Zwet's contributions to his profession are, in their own way, comparable to his very substantial research, research supervision and teaching contributions. He had several leadership roles in professional societies, edited leading theoretical journals, started up or revived important conference series, founded a research center and played a huge role in providing colleagues in Central and Eastern Europe access to the western world of probability and statistics. And to each of these sev...
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作者：Sherlock, Chris; Thiery, Alexandre H.; Golightly, Andrew
作者单位：Lancaster University; National University of Singapore; Newcastle University - UK
摘要：Delayed-acceptance Metropolis-Hastings and delayed-acceptance pseudo-marginal Metropolis-Hastings algorithms can be applied when it is computationally expensive to calculate the true posterior or an unbiased stochastic approximation thereof, but a computationally cheap deterministic approximation is available. An initial accept-reject stage uses the cheap approximation for computing the Metropolis-Hastings ratio; proposals which are accepted at this stage are subjected to a further accept-reje...
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作者：Chatterjee, Sabyasachi; Goswami, Subhajit
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Tata Institute of Fundamental Research (TIFR)
摘要：Proposed by Donoho (Ann. Statist. 25 (1997) 1870-1911), Dyadic CART is a nonparametric regression method which computes a globally optimal dyadic decision tree and fits piecewise constant functions in two dimensions. In this article, we define and study Dyadic CART and a closely related estimator, namely Optimal Regression Tree (ORT), in the context of estimating piecewise smooth functions in general dimensions in the fixed design setup. More precisely, these optimal decision tree estimators f...
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作者：Morikawa, Kosuke; Kim, Jae Kwang
作者单位：University of Osaka; Iowa State University
摘要：When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have been developed under the parametric model assumptions on the response mechanism. In this paper, a new statistical test is proposed to guarantee model identifiability without using instrumental variable assumption. Furthermore, we develop optimal semiparametri...
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作者：Rao, Suhasini Subba; Yang, Junho
作者单位：Texas A&M University System; Texas A&M University College Station; Academia Sinica - Taiwan
摘要：In time series analysis there is an apparent dichotomy between time and frequency domain methods. The aim of this paper is to draw connections between frequency and time domain methods. Our focus will be on reconciling the Gaussian likelihood and the Whittle likelihood. We derive an exact, interpretable, bound between the Gaussian and Whittle likelihood of a second order stationary time series. The derivation is based on obtaining the transformation which is biorthogonal to the discrete Fourie...
