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作者：Wang, LQ
作者单位：University of Manitoba
摘要：This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to have a general parametric distribution, which is not necessarily normal. In addition, the distribution of the random error in the regression equation is nonparametric. A minimum distance estimator is proposed, which is based on the first two conditional moments of the response variable given the observed predictor v...
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作者：Rosenberg, D; Solan, E; Vieille, N
作者单位：Universite Paris 13; Northwestern University; Tel Aviv University
摘要：Given an arbitrary long but finite sequence of observations from a finite set, we construct a simple process that approximates the sequence, in the sense that with high probability the empirical frequency, as well as the empirical one-step transitions along a realization from the approximating process, are close to that of the given sequence. We generalize the result to the case where the one-step transitions are required to be in given polyhedra.
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作者：Butler, RW; Wood, ATA
作者单位：Colorado State University System; Colorado State University Fort Collins; University of Nottingham
摘要：We consider the problem of approximating the moment generating function (MGF) of a truncated random variable in terms of the MGF of the underlying (i.e., untruncated) random variable. The purpose of approximating the MGF is to enable the application of saddlepoint approximations to certain distributions determined by truncated random variables. Two important statistical applications are the following: the approximation of certain multivariate cumulative distribution functions; and the approxim...
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作者：Shimodaira, H
作者单位：Institute of Science Tokyo; Tokyo Institute of Technology
摘要：Approximately unbiased tests based on bootstrap probabilities are considered for the exponential family of distributions with unknown expectation parameter vector, where the null hypothesis is represented as an arbitrary-shaped region with smooth boundaries. This problem has been discussed previously in Efron and Tibshirani [Ann. Statist. 26 (1998) 1687-1718], and a corrected p-value with second-order asymptotic accuracy is calculated by the two-level bootstrap of Efron, Halloran and Holmes [P...
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作者：Hallin, M; Lu, ZD; Tran, LT
作者单位：Universite Libre de Bruxelles; Chinese Academy of Sciences; University of London; London School Economics & Political Science; Indiana University System; Indiana University Bloomington
摘要：A local linear kernel estimator of the regression function x --> g(x) := E[Y-i\X-i = x], X is an element of R-d, of a stationary (d + 1)-dimensional spatial process {(Y-i, X-i), i is an element of Z(N)} observed over a rectangular domain of the form l(n) := {i = (i(1),..., i(N)) is an element of Z(N)\ 1 less than or equal to i(k) less than or equal to n(k), k = 1,..., N}, n = (n(1),..., n(N)) is an element of Z(N), is proposed and investigated. Under mild regularity assumptions, asymptotic nor...
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作者：Nieto-Barajas, LE; Prünster, I; Walker, SG
作者单位：University of Pavia; University of Kent
摘要：This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we present results for the distribution of means under both prior and posterior conditions and, via the use of strategic latent variables, undertake a full Bayesian analysis. Our class of priors includes the well-known and widely used mixture of a Dirichlet proce...
