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作者：Hampel, F
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
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作者：Jermyn, IH
作者单位：Inria
摘要：A frequent and well-founded criticism of the maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimates of a continuous parameter gamma taking values in a differentiable manifold F is that they are not invariant to arbitrary reparameterizations of 1. This paper clarifies the issues surrounding this problem, by pointing out the difference between coordinate invariance, which is a sine qua non for a mathematically well-defined problem, and diffeomorphism invariance, which is a su...
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作者：Chatterjee, S; Bose, A
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron. the delete-d jackknife and variations of the Bayesian bootstrap. The use of the proposed technique is discussed in some examples, Distributional consistency of the method is established and an asymptotic representation of the resampling variance estimator is obtained.
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作者：Delgado, MA; Hidalgo, J; Velasco, C
作者单位：Universidad Carlos III de Madrid; University of London; London School Economics & Political Science
摘要：This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated) martingale transformation of the Bartlett T-p-process with estimated parameters, which converges in distribution to the standard Brownian motion under the null hypothesis. We discuss tests of different natures such as omnibus, directional and Portmanteau-ty...
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作者：Oja, H
作者单位：University of Jyvaskyla
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作者：Müller, HG; Stadtmüller, U
作者单位：University of California System; University of California Davis; Ulm University
摘要：We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the predictor function with a smooth parameter function, and the expected value of the response is related to this linear predictor via a link function. If, in addition, a variance function is specified, this leads to a functional estimating equation which correspond...
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作者：Cohen, A; Sackrowitz, HB
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：A resurgence of interest in multiple hypothesis testing has Occurred in the last decade. Motivated by studies in genomics. microarrays, DNA sequencing, drug screening, clinical trials. bioassays, education and psychology, statisticians have been devoting considerable research energy in an effort to properly analyze multiple endpoint data. In response to new applications. new criteria and new methodology, many ad hoc procedures have emerged. The classical requirement has been to use procedures ...
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作者：Zhang, CH
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper. we develop general empirical Bayes methods for the estimation of true signal, Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risks and exact minimax risks in broad collections of classes of signals, In particular, our estimators are Uniformly adaptive to the minimum risk of separable estimators and the exact minimax risks Sim...
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作者：Rubin-Bleuer, S; Kratina, IS
作者单位：Statistics Canada
摘要：We establish a mathematical framework that formally validates the twophase super-population viewpoint proposed by Hartley and Sielken [Biometrics 31 (1975) 411-422] by defining a product probability space which includes both the design space and the model space. The methodology we develop combines finite population sampling theory and the classical theory of infinite population sampling to account for the underlying processes that produce the data under a unified approach. Our key results are ...
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作者：Hox, J; Hoijtink, H
作者单位：Utrecht University
