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作者：Duembgen, Lutz; Walther, Guenther
作者单位：University of Bern; Stanford University
摘要：We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The procedure provides guaranteed finite-sample significance levels, is easy to implement and possesses certain asymptotic optimality and adaptivity properties.
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作者：Berger, James O.; Sun, Dongchu
作者单位：Duke University; University of Missouri System; University of Missouri Columbia
摘要：Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objective priors (e.g., Jeffreys, invariant, reference, matching), the different modes of inference (e.g., Bayesian, frequentist, fiducial) and the criteria involved in deciding on optimal objective priors (e.g., ease of computation, frequentist performance, marginalization paradoxes). Summary recommendations as to optimal objective priors are made...
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作者：Breidt, F. Jay; Opsomer, Jean D.
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：Post-stratification is frequently used to improve the precision of survey estimators when categorical auxiliary information is available from sources outside the survey. In natural resource surveys, such information is often obtained from remote sensing data, classified into categories and displayed as pixel-based maps. These maps may be constructed based on classification models fitted to the sample data. Post-stratification of the sample data based on categories derived from the sample data ...
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作者：Salibian-Barrera, Matias; Yohai, Victor J.
作者单位：University of British Columbia; University of Buenos Aires
摘要：In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize the LMS (least median of squares), S, MM and tau-estimators for linear regression. An important contribution of this paper is that we can define consistent estimators using a bounded loss function (or equivalently, a re-descending score function). Since the c...
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作者：Drton, Mathias; Massam, Helene; Olkin, Ingram
作者单位：University of Chicago; York University - Canada; Stanford University
摘要：For a random matrix following a Wishart distribution, we derive formulas for the expectation and the covariance matrix of compound matrices. The compound matrix of order m is populated by all m x m-minors of the Wishart matrix. Our results yield first and second moments of the minors of the sample covariance matrix for multivariate normal observations. This work is motivated by the fact that such minors arise in the expression of constraints on the covariance matrix in many classical multivari...
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作者：Jiang, Jiming; Rao, J. Sunil; Gu, Zhonghua; Nguyen, Thuan
作者单位：University of California System; University of California Davis; Johnson & Johnson; Johnson & Johnson USA; University System of Ohio; Case Western Reserve University
摘要：Many model search strategies involve trading off model fit with model complexity in a penalized goodness of fit measure. Asymptotic properties for these types of procedures in settings like linear regression and ARMA time series have been studied, but these do not naturally extend to nonstandard situations such as mixed effects models, where simple definition of the sample size is not meaningful. This paper introduces a new class of strategies, known as fence methods, for mixed model selection...
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作者：Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro
作者单位：Yale University; Stanford University; Duke University
摘要：We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the missing variables conditional on proxy variables that are observed in both the primary and the auxiliary database, when such distribution is common to the two data sets. The auxiliary sample can be independent of the primary sample, or can be a subset of it. Fo...
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作者：Barron, Andrew R.; Cohen, Albert; Dahmen, Wolfgang; DeVore, Ronald A.
作者单位：Yale University; Sorbonne Universite; Universite Paris Cite; RWTH Aachen University; University of South Carolina System; University of South Carolina Columbia
摘要：We consider the problem of approximating a given element f from a Hilbert space H by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the existing theory of convergence rates for both the orthogonal greedy algorithm and the relaxed greedy algorithm, as well as for the forward stepwise projection algorithm. For all these algorithms, we prove convergence results for a variety of function classes and not simp...
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作者：Guo, Hongwen; Koul, Hira L.
作者单位：Michigan State University
摘要：This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple linear regression model, the first-order asymptotic distribution of the least square estimator of the slope parameter is observed to be degenerate. However, in the second order, this estimator is n(1/2)-consistent and asymptotically normal for h + H < 3/2; nonnor...
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作者：Hall, Peter; Jin, Jiashun
作者单位：University of Melbourne; University of California System; University of California Davis; Purdue University System; Purdue University
摘要：The problem of signal detection using sparse, faint information is closely related to a variety of contemporary statistical problems, including the control of false-discovery rate, and classification using very high-dimensional data. Each problem can be solved by conducting a large number of simultaneous hypothesis tests, the properties of which are readily accessed under the assumption of independence. In this paper we address the case of dependent data, in the context of higher criticism met...
