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作者:Huber, PJ
摘要:In robustness, as in every area he touched, John Tukey produced hundreds of original ideas, some brilliant, fundamental and lasting, some ephemeral. He presented them in a rambling fashion, in survey articles, in technical reports, in mimeographed draft memoranda and some only in lectures. Along the route, like The Three Princes of Serendip (a favorite fable of his), he would make unexpected discoveries by accident and sagacity. When I started working in robustness in 1961, I much profited fro...
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作者:Huber, PJ
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作者:Cavalier, L; Golubev, GK; Picard, D; Tsybakov, AB
作者单位:Aix-Marseille Universite; Sorbonne Universite; Universite Paris Cite; Sorbonne Universite; Universite Paris Cite
摘要:We consider a sequence space model of statistical linear inverse problems where we need to estimate a function f from indirect noisy observations. Let a finite set A of linear estimators be given. Our aim is to mimic the estimator in A that has the smallest risk on the true f. Under general conditions, we show that this can be achieved by simple minimization of an unbiased risk estimator, provided the singular values of the operator of the inverse problem decrease as a power law. The main resu...
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作者:Besag, J
作者单位:University of Washington; University of Washington Seattle
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作者:Wang, QH; Rao, JNK
作者单位:Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Peking University; Carleton University
摘要:Inference under kernel regression imputation for missing response data is considered. An adjusted empirical likelihood approach to inference for the mean of the response variable is developed. A nonparametric version of Wilks' theorem is proved for the adjusted empirical log-likelihood ratio by showing that it has an asymptotic standard chi-squared distribution, and the corresponding empirical likelihood confidence interval for the mean is constructed. With auxiliary information, an empirical ...
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作者:[Anonymous]
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作者:Cohen, A; Kemperman, JHB; Sackrowitz, H
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:The genetic distance between two loci on a chromosome is defined as the mean number of crossovers between the loci. The parameters of the crossover distribution are constrained by the parameters of the distribution of chiasmata. Ott (1996) derived the maximum likelihood estimator (MLE) of the parameters of the crossover distribution and the MLE of the mean. We demonstrate that the MLE of the mean is pointwise less than or equal to the empirical mean number of crossovers. It follows that the ML...
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作者:Carter, AV
作者单位:University of California System; University of California Santa Barbara
摘要:The deficiency distance between a multinomial and a multivariate normal experiment is bounded under a condition that the parameters are bounded away from zero. This result can be used as a key step in establishing asymptotic normal approximations to nonparametric density estimation experiments. The bound relies on the recursive construction of explicit Markov kernels that can be used to reproduce one experiment from the other. The distance is then bounded using classic local-limit bounds betwe...
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作者:Hallin, M; Paindaveine, D
作者单位:Universite Libre de Bruxelles; Universite Libre de Bruxelles
摘要:We propose a family of tests. based on Randles' (1989) concept of interdirections and the ranks of pseudo-Mahalanobis distances computed with respect to a multivariate M-estimator of scatter due to Tyler (1987), for the multivariate one-sample problem under elliptical symmetry. These tests, which generalize the univariate signed-rank tests, are affine-invariant. Depending on the score function considered (van der Waerden, Laplace,...), they allow for locally asymptotically maximin tests at sel...
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作者:Fan, J; Zhang, C; Zhang, J
作者单位:University of Wisconsin System; University of Wisconsin Madison