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作者：Hall, P; Kang, KH
作者单位：Australian National University; Hankuk University Foreign Studies
摘要：It is shown that, for kernel-based classification with univariate distributions and two populations, optimal bandwidth choice has a dichotomous character. If the two densities cross at just one point. where their curvature.,, have the same signs, then minimum Bayes risk is achieved using bandwidths which are an order of magnitude larger than those which minimize pointwise estimation error. On the other hand, if the curvature signs are different, or if there are multiple crossing points. then b...
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作者：Cohen, A; Sackrowitz, HB
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：The problem of multiple endpoint testing for k endpoints is treated as a 2(k) finite action problem. The loss function chosen is a vector loss function consisting of two components. The two components lead to a vector risk. One component of the vector risk is the false rejection rate (FRR), that is, the expected number of false rejections. The other component is the false acceptance rate (FAR), that is, the expected number of acceptances for which the corresponding null hypothesis is false. Th...
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作者：McCullagh, P
作者单位：University of Chicago
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作者：Chatterjee, S; Bose, A
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron. the delete-d jackknife and variations of the Bayesian bootstrap. The use of the proposed technique is discussed in some examples, Distributional consistency of the method is established and an asymptotic representation of the resampling variance estimator is obtained.
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作者：Cohen, A; Sackrowitz, HB
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：A resurgence of interest in multiple hypothesis testing has Occurred in the last decade. Motivated by studies in genomics. microarrays, DNA sequencing, drug screening, clinical trials. bioassays, education and psychology, statisticians have been devoting considerable research energy in an effort to properly analyze multiple endpoint data. In response to new applications. new criteria and new methodology, many ad hoc procedures have emerged. The classical requirement has been to use procedures ...
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作者：Zhang, CH
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper. we develop general empirical Bayes methods for the estimation of true signal, Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risks and exact minimax risks in broad collections of classes of signals, In particular, our estimators are Uniformly adaptive to the minimum risk of separable estimators and the exact minimax risks Sim...
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作者：Hox, J; Hoijtink, H
作者单位：Utrecht University
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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：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：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...
