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作者：Baraud, Y; Huet, S; Laurent, B
作者单位：Universite Cote d'Azur; Centre National de la Recherche Scientifique (CNRS); INRAE; Universite Paris Saclay; Universite Federale Toulouse Midi-Pyrenees (ComUE); Universite de Toulouse; Institut National des Sciences Appliquees de Toulouse
摘要：In this paper we propose a general methodology, based on multiple testing, for testing that the mean Of a Gaussian) vector in R(n) belongs to a convex set. We show that the test achieves its nominal level. and characterize a class of vectors over which the tests achieve a prescribed power, In the functional regression model this general methodology is applied to test some qualitative hypotheses oil the regression function. For example. we (est that the regression function is positive. increasi...
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作者：Gallegos, MT; Ritter, G
作者单位：University of Passau
摘要：Let there be given a contaminated list of n R-d-valued observations coming from g different, normally distributed populations with a common covariance matrix. We compute the ML-estimator with respect to a certain statistical model with n - r outliers for the parameters of the g populations it detects outliers and simultaneously partitions their complement into g clusters. It turns out that the estimator unites both the minimum-covariance-determinant rejection method and the well-known pooled d...
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作者：Zaslavsky, AM
作者单位：Harvard University; Harvard Medical School
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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：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：Gelman, A
作者单位：Columbia University
摘要：Analysis of variance (ANOVA) is an extremely important method in exploratory and confirmatory data analysis. Unfortunately, in complex problems (e.g., split-plot designs), it is not always easy to set up an appropriate ANOVA. We propose a hierarchical analysis that automatically gives the correct ANOVA comparisons even in complex scenarios. The inferences for all means and variances are performed under a model with a separate batch of effects for each row of the ANOVA table. We connect to clas...
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作者：Zhou, HH; Hwang, JTG
作者单位：Yale University; Cornell University
摘要：Many statistical practices involve choosing between a full model and reduced models where some coefficients are reduced to zero. Data were used to select a model with estimated coefficients. Is it possible to do so and still come up with an estimator always better than the traditional estimator based on the full model? The James-Stein estimator is such an estimator, having a property called minimaxity. However, the estimator considers only one reduced model, namely the origin. Hence it reduces...
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作者：Tiur, T
作者单位：Copenhagen Business School
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作者：Gelman, A
作者单位：Columbia University
