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作者：Efromovich, S
作者单位：University of New Mexico
摘要：The concept of biased data is well known and its practical applications range front social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that depends on the value of the observation. This is an interesting sampling procedure because it favors some observations and neglects others. It is known that biasing does not change rates of nonparametric density estimation, but no results are available abo...
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作者：Berger, JO; Pericchi, LR
作者单位：Duke University; University of Puerto Rico; University of Puerto Rico Rio Piedras
摘要：Central to several objective approaches to Bayesian model selection is the use of training samples (subsets of the data), so as to allow utilization of improper objective priors. The most common prescription for choosing training samples is to choose them to be as small as possible, subject to yielding proper posteriors; these are called minimal training samples. When data can vary widely in terms of either information content or impact on the improper priors, use of minimal training samples c...
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作者：Fan, JQ; Peng, H
作者单位：Princeton University; Chinese University of Hong Kong
摘要：A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed by Fan and Li to simultaneously estimate parameters and select important variables. They demonstrated that this class of procedures has an oracle property when the number of parameters is finite. However, in most model selection problems the number of parameters should be large and grow with the sample size. In this paper some asymptotic properties of the nonconcave penalized likelih...
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作者：Donoho, D; Jin, JS
作者单位：Stanford University
摘要：Higher criticism, or second-level significance testing, is a multiple-comparisons concept mentioned in passing by Tukey. It concerns a situation where there are many independent tests of significance and one is interested in rejecting the joint null hypothesis. Tukey suggested comparing the fraction of observed significances at a given alpha-level to the expected fraction under the joint null. In fact, he suggested standardizing the difference of the two quantities and forming a z-score; the r...
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作者：Peng, L
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Empirical-likelihood-based confidence intervals for a mean were introduced by Owen [Biometrika 75 (1988) 237-249], where at least a finite second moment is required. This excludes some important distributions, for example, those in the domain of attraction of a stable law with index between 1 and 2. In this article we use a method similar to Qin and Wong [Scand. J. Statist. 23 (1996) 209-219] to derive an empirical-likeillood-based confidence interval for the mean when the underlying distribut...
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作者：Chan, G; Wood, ATA
作者单位：University of Iowa; University of Nottingham
摘要：We present the asymptotic distribution theory for a class of increment-based estimators of the fractal dimension of a random field of the form g {X (t)}, where g: R --> R is an unknown smooth function and X (t) is a real-valued stationary Gaussian field on R-d d = 1 or 2, whose covariance function obeys a power law at the origin. The relevant theoretical framework here is fixed domain (or infill) asymptotics. Surprisingly, the limit theory in this non-Gaussian case is somewhat richer than in t...
