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作者：James, LF
作者单位：Hong Kong University of Science & Technology
摘要：This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of Bayesian nonparametric and spatial statistical models. The Poisson disintegration method is based on the formal statement of two results concerning a Laplace functional change of measure and a Poisson Palm/Fubini calculus in terms of random partitions of the...
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作者：Lorden, G; Pollak, M
作者单位：California Institute of Technology; Hebrew University of Jerusalem
摘要：Suppose a process yields independent observations whose distributions belong to a family parameterized by theta E Theta. When the process is in control, the observations are i.i.d. with a known parameter value theta(0). When the process is out of control, the parameter changes. We apply an idea of Robbins and Siegmund [Proc. Sixth Berkeley Symp. Math. Statist. Probab. 4 (1972) 37-41] to construct a class of sequential tests and detection schemes whereby the unknown post-change parameters are e...
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作者：Rousseeuw, PJ
作者单位：University of Antwerp
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作者：Berger, JO; Strawderman, W; Tang, DJ
作者单位：Duke University; Novartis; Novartis USA; Rutgers University System; Rutgers University New Brunswick
摘要：Hierarchical modeling is wonderful and here to stay, but hyperparameter priors are often chosen in a casual fashion. Unfortunately, as the number of hyperparameters grows, the effects of casual choices can multiply, leading to considerably inferior performance. As an extreme, but not uncommon, example use of the wrong hyperparameter priors can even lead to impropriety of the posterior. For exchangeable hierarchical multivariate normal models, we first determine when a standard class of hierarc...
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作者：Zhang, AJ; Fang, KT; Li, RZ; Sudjianto, A
作者单位：University of Michigan System; University of Michigan; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Hong Kong Baptist University; Bank of America Corporation
摘要：This paper aims to generalize and unity classical criteria for comparisons of balanced lattice designs, including fractional factorial designs, supersaturated designs and uniform designs. We present a general majorization framework for assessing designs, which includes a stringent criterion of majorization via pairwise coincidences and flexible surrogates via convex functions. Classical orthogonality, aberration and uniformity criteria are unified by choosing combinatorial and exponential kern...
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作者：Hall, P; Van Keilegom, I
作者单位：Australian National University; Universite Catholique Louvain
摘要：A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on the assumption that the null distribution is exponential. Instead, empirical information is used to effectively identify and eliminate from further consideration parts of the line where the hazard rate is clearly increasing; and to confine subsequent attent...
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作者：Arratia, R; Goldstein, L; Langholz, B
作者单位：University of Southern California; University of Southern California
摘要：Let I-I,..., I-n be independent but not necessarily identically distributed Bernoulli random variables, and let X-n = Sigma(n)(j=1) I-j. For v in a bounded region, a local central limit theorem expansion of P(X-n = EXn + v) is developed to any given degree. By conditioning, this expansion provides information on the high-order correlation structure Of dependent, weighted sampling schemes of a population E (a special case of which is simple random sampling), where a set d C E is sampled with pr...
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作者：Klaassen, CAJ; Putter, H
作者单位：University of Amsterdam; Leiden University; Leiden University Medical Center (LUMC); Leiden University - Excl LUMC
摘要：Consider a semiparametric model with a Euclidean parameter and an infinite-dimensional parameter, to be called a Banach parameter. Assume: (a) There exists an efficient estimator of the Euclidean parameter. (b) When the value of the Euclidean parameter is known, there exists an estimator of the Banach parameter, which depends on this value and is efficient within this restricted model. Substituting the efficient estimator of the Euclidean parameter for the value of this parameter in the estima...
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作者：Ling, SQ; Tong, H
作者单位：Hong Kong University of Science & Technology; University of London; London School Economics & Political Science
摘要：This paper investigates the (conditional) quasi-likelihood ratio test for the threshold in MA models. Under the hypothesis of no threshold, it is shown that the test statistic converges weakly to a function of the centred Gaussian process. Under local alternatives, it is shown that this test has nontrivial asymptotic power. The results are based on a new weak convergence of a linear marked empirical process, which is independently of interest. This paper also gives an invertible expansion of t...
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作者：Papadopoulos, S; Amemiya, Y
作者单位：European Central Bank; Bank of Greece; International Business Machines (IBM); IBM USA
摘要：A general structural equation model is fitted on a panel data set that consists of I correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider cases in which the full pseudo-normal likelihood cannot be used, for example, in highly unbalanced data where the participating individuals do not appear in consecutive years. The model is estimated by a partial likelihood that would be the full and correct l...
