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作者：Zhang, CH
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit relationship is established between efficient influence functions for the estimation of sums of variables and the estimation of their means. Certain plug-in estimators are proved to be asymptotically efficient in finite-dimensional models, while u, v estima...
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作者：Davies, PL; Gather, U
作者单位：University of Duisburg Essen; Dortmund University of Technology
摘要：The concept of breakdown point was introduced by Hampel [Ph.D. dissertation (1968), Univ. California, Berkeley; Ann. Math. Statist. 42 (1971) 1887-1896] and developed further by, among others, Huber [Robust Statistics (1981). Wiley, New York] and Donoho and Huber [In A Festschrift for Erich L. Lehmann (1983) 157-184. Wadsworth, Belmont, CA]. It has proved most successful in the context of location, scale and regression problems. Attempts to extend the concept to other situations have not met w...
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作者：Hall, P; Yao, QW
作者单位：Australian National University; University of London; London School Economics & Political Science
摘要：Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of Y vertical bar X, but that of Y vertical bar theta(T)X' where the unit vector theta is selected so that the approximation is optimal under a least-squares criterion. We show that theta may be estimated root-n consistently, Furthermore, estimation of the cond...
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作者：Hedayat, AS; Yang, M
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Nebraska System; University of Nebraska Lincoln
摘要：This paper deals exclusively with crossover designs for the purpose of comparing t test treatments with a control treatment when the number of periods is no larger than t + 1. Among other results it specifies sufficient conditions for a crossover design to be simultaneously A-optimal and MV-optimal in a very large and appealing class of crossover designs. It is expected that these optimal designs are highly efficient in the entire class of crossover designs. Some computationally useful tools a...
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作者：Mardia, KV; Patrangenaru, V
作者单位：University of Leeds; Texas Tech University System; Texas Tech University
摘要：This paper deals with projective shape analysis, which is a study of finite configurations of points modulo projective transformations. The topic has various applications in machine vision. We introduce a convenient projective shape space, as well as an appropriate coordinate system for this shape space. For generic configurations of k points in m dimensions, the resulting projective shape space is identified as a product of k - m - 2 copies of axial spaces RPm. This identification leads to th...
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作者：Angers, JF; Kim, PT
作者单位：Universite de Montreal; University of Guelph
摘要：Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries on the multivariate nonparametric regression function. The Bayesian approach then allows one to incorporate hierarchical Bayesian methods directly into the spectral structure, thus providing a symmetry-adaptive multivariate Bayesian function estimator. One ca...
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作者：Kulperger, R; Yu, H
作者单位：Western University (University of Western Ontario)
摘要：In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kill powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian process Plus a correction term, where the correction term depends on the kill moment mu(k) of the innovation sequence. If mu(k) = 0, then the correction term is 0 and, thus, the kth power partial su...
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作者：Zuo, YJ; Cui, HJ
作者单位：Michigan State University; Beijing Normal University
摘要：General depth weighted scatter estimators are introduced and investigated. For general depth functions, we find out that these affine equivariant scatter estimators are Fisher consistent and unbiased for a wide range of multivariate distributions, and show that the sample scatter estimators are strong and root n-consistent and asymptotically normal, and the influence functions of the estimators exist and are bounded in general. We then concentrate on a specific case of the general depth weight...
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作者：Maaouia, F; Touati, A
作者单位：Universite de Tunis-El-Manar; Faculte des Sciences de Tunis (FST)
摘要：We solve the problem of constructing an asymptotic global confidence region for the means and the covariance matrices of the reproduction distributions involved in a supercritical multitype branching process. Our approach is based on a central limit theorem associated with a quadratic law of large numbers performed by the maximum likelihood or the multidimensional Lotka-Nagaev estimator of the reproduction law means. The extension of this approach to the least squares estimator of the mean mat...
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作者：Loh, WL
作者单位：National University of Singapore; University of Michigan System; University of Michigan
摘要：Stein [Statist. Sci. 4 (1989) 432-433] proposed the Matern-type Gaussian random fields as a very flexible class of models for computer experiments. This article considers a subclass of these models that are exactly once mean square differentiable. In particular, the likelihood function is determined in closed form, and under mild conditions the sieve maximum likelihood estimators for the parameters of the covariance function are shown to be weakly consistent with respect to fixed-domain asympt...
