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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：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：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...
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作者：Cai, TT; Low, MG
作者单位：University of Pennsylvania
摘要：Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two parameter spaces in the same way that the usual modulus Of Continuity captures the minimax difficulty of estimation over a single parameter space. A general construction of optimally adaptive estimators based on an ordered modulus of continuity is given. The r...
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作者：Ma, SG; Kosorok, MR
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：We consider partly linear transformation models applied to current status data. The unknown quantities are the transformation function, a linear regression parameter and a nonparametric regression effect. It is shown that the penalized MLE for the regression parameter is asymptotically normal and efficient and converges at the parametric rate, although the penalized MLE for the transformation function and nonparametric regression effect are only n(1/3) consistent. Inference for the regression ...
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作者：Kulikov, VN; Lopuhaä, HP
作者单位：Delft University of Technology
摘要：We investigate the limit behavior of the L-k-distance between a decreasing density f and its nonparametric maximum likelihood estimator f, for k >= 1. Due to the inconsistency of (f) over cap (n) at zero, the case k = 2.5 turns out to be a kind of transition point. We extend asymptotic normality of the L-1-distance to the Lk-distance for I < k < 2.5, and obtain the analogous limiting result for a modification of the L-k-distance for k >= 2.5. Since the L-1-distance is the area between f and (f...
