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作者：Dalalyan, A
作者单位：Sorbonne Universite
摘要：The global estimation problem of the drift function is considered for a large class of ergodic diffusion processes. The unknown drift S(.) is supposed to belong to a nonparametric class of smooth functions of order k >= 1, but the value of k is not known to the statistician. A fully data-driven procedure of estimating the drift function is proposed, using the estimated risk minimization method. The sharp adaptivity of this procedure is proven up to an optimal constant, when the quality of the ...
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作者：Hall, P; Horowitz, JL
作者单位：Australian National University; Northwestern University
摘要：We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables. For the first time in this class of problems, we derive optimal convergence rates, and show that they are attained by particular estimators. In the presence of instrumental variables the relation that identifies the regression function also defines an ill-posed inverse problem, the difficulty of which depends on eigenvalues of a ce...
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作者：Xu, HQ; Wu, CFJ
作者单位：University of California System; University of California Los Angeles; University System of Georgia; Georgia Institute of Technology
摘要：A supersaturated design is a design whose run size is not large enough for estimating all the main effects. The goodness of multi-level supersaturated designs can be judged by the generalized minimum aberration criterion proposed by Xu and Wu [Ann. Statist. 29 (2001) 1066-1077]. A new lower bound is derived and general construction methods are proposed for multi-level supersaturated designs. Inspired by the Addelman-Kempthorne construction of orthogonal arrays, several classes of optimal multi...
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作者：Jupp, PE
作者单位：University of St Andrews
摘要：Classes of coordinate-invariant omnibus goodness-of-fit tests on compact Riemannian manifolds are proposed. The tests are based on Gine's Sobolev tests of uniformity. A condition for consistency is given. The tests are illustrated by an example on the rotation group SO(3).
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作者：Delgado, MA; Hidalgo, J; Velasco, C
作者单位：Universidad Carlos III de Madrid; University of London; London School Economics & Political Science
摘要：This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated) martingale transformation of the Bartlett T-p-process with estimated parameters, which converges in distribution to the standard Brownian motion under the null hypothesis. We discuss tests of different natures such as omnibus, directional and Portmanteau-ty...
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作者：Rubin-Bleuer, S; Kratina, IS
作者单位：Statistics Canada
摘要：We establish a mathematical framework that formally validates the twophase super-population viewpoint proposed by Hartley and Sielken [Biometrics 31 (1975) 411-422] by defining a product probability space which includes both the design space and the model space. The methodology we develop combines finite population sampling theory and the classical theory of infinite population sampling to account for the underlying processes that produce the data under a unified approach. Our key results are ...
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作者：Zhang, AJ; Fang, KT; Li, RZ; Sudjianto, A
作者单位：University of Michigan System; University of Michigan; 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; Hong Kong Baptist University; Bank of America Corporation
摘要：This paper aims to generalize and unity classical criteria for comparisons of balanced lattice designs, including fractional factorial designs, supersaturated designs and uniform designs. We present a general majorization framework for assessing designs, which includes a stringent criterion of majorization via pairwise coincidences and flexible surrogates via convex functions. Classical orthogonality, aberration and uniformity criteria are unified by choosing combinatorial and exponential kern...
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作者：Ling, SQ; Tong, H
作者单位：Hong Kong University of Science & Technology; University of London; London School Economics & Political Science
摘要：This paper investigates the (conditional) quasi-likelihood ratio test for the threshold in MA models. Under the hypothesis of no threshold, it is shown that the test statistic converges weakly to a function of the centred Gaussian process. Under local alternatives, it is shown that this test has nontrivial asymptotic power. The results are based on a new weak convergence of a linear marked empirical process, which is independently of interest. This paper also gives an invertible expansion of t...
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作者：Papadopoulos, S; Amemiya, Y
作者单位：European Central Bank; Bank of Greece; International Business Machines (IBM); IBM USA
摘要：A general structural equation model is fitted on a panel data set that consists of I correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider cases in which the full pseudo-normal likelihood cannot be used, for example, in highly unbalanced data where the participating individuals do not appear in consecutive years. The model is estimated by a partial likelihood that would be the full and correct l...
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作者：Angers, JF; Kim, PT
作者单位：Universite de Montreal; University of Guelph
摘要：Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries on the multivariate nonparametric regression function. The Bayesian approach then allows one to incorporate hierarchical Bayesian methods directly into the spectral structure, thus providing a symmetry-adaptive multivariate Bayesian function estimator. One ca...
