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作者：Chen, Songnian; Zhou, Lingzhi
作者单位：Hong Kong University of Science & Technology
摘要：Fan, Gijbels and King [Ann. Statist. 25 (1997) 1661-1690] considered the estimation of the risk function psi(x) in the proportional hazards model. Their proposed estimator is based on integrating the estimated derivative function obtained through a local version of the partial likelihood. They proved the large sample properties of the derivative function, but the large sample properties of the estimator for the risk function itself were not established. In this paper, we consider direct estima...
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作者：Wu, Wei Biao
作者单位：University of Chicago
摘要：We study asymptotic properties of M-estimates of regression parameters in linear models in which errors are dependent. Weak and strong Bahadur representations of the M-estimates are derived and a central limit theorem is established. The results are applied to linear models with errors being short-range dependent linear processes, heavy-tailed linear processes and some widely used nonlinear time series.
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作者：Hu, Zhishui; Robinson, John; Wang, Qiying
作者单位：University of Sydney
摘要：Cramer-type large deviations for means of samples from a finite population are established under weak conditions. The results are comparable to results for the so-called self-normalized large deviation for independent random variables. Cramer-type large deviations for the finite population Student t-statistic are also investigated.
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作者：Walker, Stephen G.; Lijoi, Antonio; Prunster, Igor
作者单位：University of Kent; University of Pavia; University of Turin
摘要：This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of convergence for models including the mixture of Dirichlet process model and the random Bernstein polynomial model.
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作者：Schick, Anton; Wefelmeyer, Wolfgang
作者单位：State University of New York (SUNY) System; Binghamton University, SUNY; University of Cologne
摘要：Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate n(-1/2). Our estimator is a convolution of two different residual-based kernel estimators. We obtain in particular convergence rates for such residual-based kernel estimators; these results are of independent interest.
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作者：Cheng, Ming-Yen; Peng, Liang; Wu, Jyh-Shyang
作者单位：National Taiwan University; University System of Georgia; Georgia Institute of Technology; Tamkang University
摘要：A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias remains unchanged. The nearby points are chosen to maximize the variance reduction. We study in detail the case of univariate local linear regression. While the new estimator retains many advantages of the local linear estimator, it has appealing asymptotic ...
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作者：Schennach, Susanne M.
作者单位：University of Chicago
摘要：Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219-255] have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties, namely, that its O(n(-1)) bias is small and that bias-corrected EL is higher-order efficient. Although EL possesses these properties when the model is correctly specified, this paper shows that, in the presence of model misspecific...
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作者：Huo, Xiaoming; Ni, Xuelei
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Recent results in homotopy and solution paths demonstrate that certain well-designed greedy algorithms, with a range of values of the algorithmic parameter, can provide solution paths to a sequence of convex optimization problems. On the other hand, in regression many existing criteria in subset selection (including C-p, AIC, BIC, MDL, RIC, etc.) involve optimizing an objective function that contains a counting measure. The two optimization problems are formulated as (P1) and (P0) in the prese...
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作者：Mao, Chang Xuan; Lindsay, Bruce G.
作者单位：University of California System; University of California Riverside; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Estimating the unknown number of classes in a population has numerous important applications. In a Poisson mixture model, the problem is reduced to estimating the odds that a class is undetected in a sample. The discontinuity of the odds prevents the existence of locally unbiased and informative estimators and restricts confidence intervals to be one-sided. Confidence intervals for the number of classes are also necessarily one-sided. A sequence of lower bounds to the odds is developed and use...
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作者：Morgan, J. P.; Reck, Brian H.
作者单位：Virginia Polytechnic Institute & State University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Resolvable designs with two blocks per replicate are studied from an optimality perspective. Because in practice the number of replicates is typically less than the number of treatments, arguments can be based on the dual of the information matrix and consequently given in terms of block concurrences. Equalizing block concurrences for given block sizes is often, but not always, the best strategy. Sufficient conditions are established for various strong optimalities and a detailed study of E-op...
