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作者：Li, B; Zha, HY; Chiaromonte, F
作者单位：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
摘要：We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the orthogonal complement of the minimal space relevant for the regression and can be extracted according to two measures of variation in the response, leading to simple and general contour regression (SCR and GCR) methodology. In comparison with existing sufficient dimension reduction techniques, this contour-based method...
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作者：Romano, JP
作者单位：Stanford University
摘要：In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X-1,..., X-n are i.i.d. with distribution P theta, with theta is an element of R-k. Let g(theta) be some real-valued parameter of interest. The null hypothesis asserts g(theta) is an element of (a, b) versus the alternative g(theta) is an element of (a, b). For example, such hypotheses occur in bioequivalence studies where one may wish to show two drugs, a brand name and a proposed gener...
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作者：Cai, TT; Low, MG
作者单位：University of Pennsylvania
摘要：A theory of superefficiency and adaptation is developed under flexible performance measures which give a multiresolution view of risk and bridge the gap between pointwise and global estimation, This theory provides a useful benchmark for the evaluation of spatially adaptive estimators and shows that the possible degree or superefficiency for minimax rate optimal estimators critically depends on the size of the neighborhood over which the risk is measured. Wavelet procedures are given which ada...
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作者：Dryden, IL
作者单位：University of Nottingham
摘要：We consider the statistical analysis of data on high-dimensional spheres and shape spaces. The work is of particular relevance to applications where high-dimensional data are available-a commonly encountered situation in many disciplines. First the uniform measure on the infinite-dimensional sphere is reviewed, together with connections with Wiener measure. We then discuss densities of Gaussian measures with respect to Wiener measure. Some nonuniform distributions on infinite-dimensional spher...
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作者：Johnstone, IM; Silverman, BW
作者单位：Stanford University; University of Oxford
摘要：This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out usi...
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作者：Maruyama, Y; Strawderman, WE
作者单位：University of Tokyo; Rutgers University System; Rutgers University New Brunswick
摘要：Let y = A beta + epsilon, where y is an N x 1 vector of observations, beta is a p x I vector of unknown regression coefficients, A is an N x p design matrix and E is a spherically symmetric error term with unknown scale parameter a. We consider estimation of under general quadratic loss functions, and, in particular, extend the work of Strawderman [J. Amer Statist. Assoc. 73 (1978) 623-627] and Casella [Ann. Statist. 8 (1980) 1036-1056, J. Amer. Statist. Assoc. 80 (1985) 753-758] by finding ad...
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作者：Boissy, Y; Bhattacharyya, BB; Li, X; Richardson, GD
作者单位：State University System of Florida; University of Central Florida; North Carolina State University
摘要：A binomial-type operator on a stationary Gaussian process is introduced in order to model long memory in the spatial context. Consistent estimators of model parameters are demonstrated. In particular, it is shown that (d) over cap (N) - d = Op((Log N)3)/(N)), where d = (d(1), d(2)) denotes the long memory parameter.
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作者：Ray, S; Lindsay, BG
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Multivariate normal mixtures provide a flexible method of fitting high-dimensional data. It is shown that their topography, in the sense of their key features as a density, can be analyzed rigorously in lower dimensions by use of a ridgeline manifold that contains all critical points, as well as the ridges of the density. A plot of the elevations on the ridgeline shows the key features of the mixed density. In addition, by use of the ridgeline, We uncover a function that determines the number ...
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作者：Davies, PL; Gather, U
作者单位：University of Duisburg Essen; Dortmund University of Technology
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作者：Lehmann, EL; Romano, JP; Shaffer, JP
作者单位：University of California System; University of California Berkeley; Stanford University
摘要：Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error rate in the strong sense and which satisfy a monotonicity condition. Under these assumptions, we prove certain maximin optimality results for some well-known stepdown and stepup procedures.
