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作者:Zheng, Wei
作者单位:Indiana University System; Indiana University Indianapolis
摘要:Subject dropout is very common in practical applications of crossover designs. However, there is very limited design literature taking this into account. Optimality results have not yet been well established due to the complexity of the problem. This paper establishes feasible, as well as necessary and sufficient conditions for a crossover design to be universally optimal in approximate design theory in the presence of subject dropout. These conditions are essentially linear equations with res...
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作者:Mukerjee, Rahul; Tang, Boxin
作者单位:Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; Simon Fraser University
摘要:Quaternary code (QC) designs form an attractive class of nonregular factorial fractions. We develop a complementary set theory for characterizing optimal QC designs that are highly fractionated in the sense of accommodating a large number of factors. This is in contrast to existing theoretical results which work only for a relatively small number of factors. While the use of imaginary numbers to represent the Gray map associated with QC designs facilitates the derivation, establishing a link w...
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作者:Zhong, Ping-Shou; Chen, Song Xi; Xu, Minya
作者单位:Michigan State University; Peking University; Peking University; Iowa State University
摘要:We consider two alternative tests to the Higher Criticism test of Donoho and Jin [Ann. Statist. 32 (2004) 962-994] for high-dimensional means under the sparsity of the nonzero means for sub-Gaussian distributed data with unknown column-wise dependence. The two alternative test statistics are constructed by first thresholding L-1 and L-2 statistics based on the sample means, respectively, followed by maximizing over a range of thresholding levels to make the tests adaptive to the unknown signal...
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作者:Panaretos, Victor M.; Tavakoli, Shahin
作者单位:Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要:We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density operator, which generalises the notion of a spectral density matrix to the functional setting, and characterises the second-order dynamics of the process. Our main tool is the functional Discrete Fourier Transform (fDFT). We derive an asymptotic Gaussian repres...
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作者:Pensky, Marianna
作者单位:State University System of Florida; University of Central Florida
摘要:The objective of the present paper is to introduce the concept of a spatially inhomogeneous linear inverse problem where the degree of ill-posedness of operator Q depends not only on the scale but also on location. In this case, the rates of convergence are determined by the interaction of four parameters, the smoothness and spatial homogeneity of the unknown function f and degrees of ill-posedness and spatial inhomogeneity of operator Q. Estimators obtained in the paper are based either on wa...
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作者:Masuda, Hiroki
作者单位:Kyushu University
摘要:This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a Levy driven stochastic differential equation whose coefficients are known except for the finite-dimensional parameters to be estimated, where the diffusion coefficient may be degenerate or even null. We suppose that the process is discretely observed under the rapidly increasing experimental design with step size h(n). By means of t...
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作者:Rinaldo, Alessandro; Petrovic, Sonja; Fienberg, Stephen E.
作者单位:Carnegie Mellon University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Carnegie Mellon University
摘要:We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the beta-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based on the polytope of degree sequences, for the existence of the maximum likelihood estimator (MLE) of the model parameters. We characterize in a combinatorial fashion sample points leading to a nonexistent MLE, and nonestimability of the probability parameters u...
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作者:Gandy, Axel; Rubin-Delanchy, Patrick
作者单位:Imperial College London; University of Bristol
摘要:This article presents an algorithm that generates a conservative confidence interval of a specified length and coverage probability for the power of a Monte Carlo test (such as a bootstrap or permutation test). It is the first method that achieves this aim for almost any Monte Carlo test. Previous research has focused on obtaining as accurate a result as possible for a fixed computational effort, without providing a guaranteed precision in the above sense. The algorithm we propose does not hav...
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作者:Gao, Fuqing
作者单位:Wuhan University
摘要:In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied to the hypothesis testing problem and the confidence interval for the coverage.
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作者:Taraldsen, Gunnar; Lindqvist, Bo Henry
作者单位:SINTEF; Norwegian University of Science & Technology (NTNU)
摘要:It is shown that the fiducial distribution in a group model, or more generally a quasigroup model, determines the optimal equivariant frequentist inference procedures. The proof does not rely on existence of invariant measures, and generalizes results corresponding to the choice of the right Haar measure as a Bayesian prior. Classical and more recent examples show that fiducial arguments can be used to give good candidates for exact or approximate confidence distributions. It is here suggested...