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作者：Lahiri, SN
作者单位：Iowa State University
摘要：Efron [J Roy. Statist. Soc. Ser. B 54 (1992) 83-111] proposed a computationally efficient method, called the jackknife-after-bootstrap, for estimating the variance of a bootstrap estimator for independent data. For dependent data, a version of the jackk-iiife-after-bootstrap method has been recently proposed by Lahiri [Econometric Theory 18 (2002) 79-98.]. In this paper it is shown that the jackknife-after-bootstrap estimators of the variance of a bootstrap quantile are consistent for both dep...
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作者：Zeng, DL; Cai, JW
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood estimators. This paper intends to fill this gap. Specifically, we prove the consistency of the maximum likelihood estimators and derive their asymptotic distributions. The maximum likelihood estimators are shown to be semi parametrically efficient.
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作者：Hunter, DR; Li, RZ
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function is often challenging because it may be nondifferentiable and/or nonconcave. This article proposes a new class of algorithms for finding a maximizer of the penalized likelihood for a broad class of penalty functions. These algorithms operate by perturbing the...
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作者：Ho, YHS; Lee, SMS
作者单位：University of Hong Kong
摘要：This paper investigates the effects of smoothed bootstrap iterations on coverage probabilities of smoothed bootstrap and bootstrap-t confidence intervals for population quantiles, and establishes the optimal kernel bandwidths at various stages of the smoothing procedures. The conventional smoothed bootstrap and bootstrap-t methods have been known to yield onesided coverage errors of orders O(n(-1/2)) and o(n(-2/3)), respectively, for intervals based on the sample quantile of a random sample of...
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作者：Singh, K; Xie, M; Strawderman, WE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This paper develops new methodology, together with related theories, for combining information from independent studies through confidence distributions. A formal definition of a confidence distribution and its asymptotic counterpart (i.e., asymptotic confidence distribution) are given and illustrated in the context of combining information. Two general combination methods are developed: the first along the lines of combining p-values, with some notable differences in regard to optimality of B...
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作者：Craiu, RV; Meng, XL
作者单位：University of Toronto; Harvard University
摘要：Antithetic coupling is a general stratification strategy for reducing Monte Carlo variance without increasing the simulation size. The use of the antithetic principle in the Monte Carlo literature typically employs two strata via antithetic quantile coupling. We demonstrate here that further stratification, obtained by using k > 2 (e.g., k = 3-10) antithetically coupled variates, can offer substantial additional gain in Monte Carlo efficiency, in terms of both variance and bias. The reason for...
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作者：Ahmad, I; Leelahanon, S; Li, Q
作者单位：State University System of Florida; University of Central Florida; Thammasat University; Texas A&M University System; Texas A&M University College Station
摘要：In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and root n-normality property of the estimator of the finite-dimensional parameters of the model, We further show that, when the error is conditionally homoskedastic. this estimator is semiparametrically efficient in the sense that the inverse of the asymptotic variance of the estimator of the finite-dimensional parameter reaches the semiparamet...
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作者：Roueff, F; Rydén, T
作者单位：Centre National de la Recherche Scientifique (CNRS); Lund University
摘要：By a mixture density is meant a density of the form pi(mu) (.) = f pi(theta) (.) x mu(d theta), where (pi(theta))(theta Theta is an element of) is a family of probability densities and mu is a probability measure on Theta. We consider the problem of identifying the unknown part of this model, the mixing distribution A, from a finite sample of independent observations from pi(mu). Assuming that the mixing distribution has a density function, we wish to estimate this density within appropriate f...
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作者：Cai, TT; Low, MG
作者单位：University of Pennsylvania
摘要：Estimation of a quadratic functional over parameter spaces that are not quadratically convex is considered. It is shown, in contrast to the theory for quadratically convex parameter spaces, that optimal quadratic rules are often rate suboptimal. In such cases minimax rate optimal procedures are constructed based on local thresholding. These nonquadratic procedures are sometimes fully efficient even when optimal quadratic rules have slow rates of convergence. Moreover, it is shown that when est...
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作者：Ing, CK; Wei, CZ
作者单位：Academia Sinica - Taiwan; National Taiwan University
摘要：Assume that observations are generated from ail infinite-order autoregressive [AR(infinity)] process. Shibata [Ann. Statist. 8 (1980) 147-164] considered the problem of choosing a finite-order AR model, allowing the order to become infinite as the number of observations does in order to obtain a better approximation. He showed that, for the purpose of predicting the future of ail independent replicate, Akaike's information criterion (AIC) and its variants are asymptotically efficient. Although...
