-
作者：Marinucci, D; Piccioni, M
作者单位：University of Rome Tor Vergata; Sapienza University Rome
摘要：We establish weak convergence of the empirical process on the spherical harmonics of a Gaussian random field in the presence of an unknown angular power spectrum. This result suggests various Gaussianity tests with an asymptotic justification. The issue of testing for Gaussianity on isotropic spherical random fields has recently received strong empirical attention in the cosmological literature, in connection with the statistical analysis of cosmic microwave background radiation.
-
作者：Barbieri, MM; Berger, JO
作者单位：Roma Tre University; Duke University
摘要：Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal predictive model is the model with highest posterior probability, but this is not necessarily the case. In this paper we show that, for selection among normal linear models, the optimal predictive model is often the median probability model, which is defined as...
-
作者：Giglio, B; Wynn, HP
作者单位：University of London; London School Economics & Political Science
摘要：A certain type of integer grid, called here an echelon grid, is an object found both in coherent systems whose components have a finite or countable number of levels and in algebraic geometry. If alpha = (alpha(1),...,alpha(d)) is an integer vector representing the state of a system, then the corresponding algebraic object is a monomial x(1)(alpha1) x(d)(alphad) in the indeterminates x(1),...x(d). The idea is to relate a coherent system to nionornial ideals, so that the so-called Scarf complex...
-
作者：Genovese, C; Wasserman, L
作者单位：Carnegie Mellon University
摘要：This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Set. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)-the number of false rejections divided by the number of rejections-is treated as a stochastic process. After obtaining the limiting distribution of the process, we demonstrate the validity of a class of procedures I-or controlling the False Discovery Rate (the expected FDP). We con...
-
作者：Cook, RD
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We develop tests of the hypothesis of no effect for selected predictors in regression, without assuming a model for the conditional distribution of the response given the predictors. Predictor effects need not be limited to the mean function and smoothing is not required. The general approach is based on sufficient dimension reduction, the idea being to replace the predictor vector with a lower-dimensional version without loss of information on the regression. Methodology using sliced inverse ...
-
作者：Naito, K
作者单位：Shimane University
摘要：This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The nonparametric factor is derived by a criterion called local L-2-fitting. A class of estimators that have multiplicative adjustment is provided, including estimators proposed by several authors as special cases, and the asymptotic theories are developed. Theoretica...
-
作者：Davies, PL; Kovac, A
作者单位：University of Duisburg Essen
摘要：This paper considers the problem of specifying a simple approximating density function for a given data set (x(1),.... x(n)). Simplicity is measured by the number of modes but several different definitions of approximation are introduced. The taut string method is used to control the numbers of modes and to produce candidate approximating densities. Refinements are introduced that improve the local adaptivity of the procedures and the method is extended to spectral densities.
-
作者：Tsao, M
作者单位：University of Victoria
摘要：This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations. The implications of the bounds on empirical likelihood inference are also discussed.
-
作者：Bunea, F
作者单位：State University System of Florida; Florida State University
摘要：This paper presents a model selection technique of estimation in semiparametric regression models of the type Y-i = beta'X-i + f (T-i) + W-i, i = 1,..., n. The parametric and nonparametric components are estimated simultaneously by this procedure. Estimation is based on a collection of finite-dimensional models, using a penalized least squares criterion for selection. We show that by tailoring the penalty terms developed for nonparametric regression to semiparametric models, we can consistentl...
-
作者：Khmaladze, EV; Koul, HL
作者单位：Victoria University Wellington; Michigan State University
摘要：This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to fitting a parametric regression model when the error distribution is unknown. For the first problem the paper contains tests based on a certain martingale type transform of residual empirical processes. The advantage of this transform is that the corresponding tests are asymptotically distributio...
