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作者:Rosenberg, D; Solan, E; Vieille, N
作者单位:Universite Paris 13; Tel Aviv University; Northwestern University; Hautes Etudes Commerciales (HEC) Paris
摘要:A Blackwell epsilon-optimal strategy in a Markov Decision Process is a strategy that is epsilon-optimal for every discount factor sufficiently close to 1. We prove the existence of Blackwell epsilon-optimal strategies in finite Marko Decision Processes with partial observation.
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作者:Hall, P; Peng, L; Tajvidi, N
作者单位:Australian National University; Lund University
摘要:A feature that distinguishes extreme-value contexts from more conventional statistical problems is that in the former we often wish to make predictions well beyond the range of the data. For example, one might have a 10-year sequence of observations of a phenomenon, and wish to make forecasts for the next 20 to 30 years. It is generally unclear how such long ranges of extrapolation affect prediction. In the present paper, and for extremes from a distribution with regularly varying tails at inf...
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作者:Efromovich, S
作者单位:University of New Mexico
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作者:Speed, TP
作者单位:University of California System; University of California Berkeley
摘要:John Tukey connected the theory underlying simple random sampling without replacement, cumulants, expected mean squares and spectrum analysis. He gave us one degree of freedom for nonadditivity, and he pioneered finite population models for understanding ANOVA. He wrote widely on the nature and purpose of ANOVA, and he illustrated his approach. In this appreciation of Tukey's work on ANOVA we summarize and comment on his contributions, and refer to some relevant recent literature.
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作者:Wu, HQ; Wu, CFJ
作者单位:Iowa State University; University of Michigan System; University of Michigan
摘要:Wu and Hamada recommend selecting resolution IV designs with the maximum number of clear two-factor interactions (2FIs), called MaxC2 designs. In this paper, we develop a method by using graphical representations, combinatorial and group-theoretic arguments to prove if a given design is a MaxC2 design. In particular, we show that all known minimum aberration designs with resolution IV are MaxC2 designs (except in six cases) and that the second 2(9-4), 2(13-7), 2(16-10) and 2(17-11) designs giv...
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作者:Chiaromonte, F; Cook, RD; Li, B
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Minnesota System; University of Minnesota Twin Cities
摘要:In this article, we describe how the theory of sufficient dimension reduction, and a well-known inference method for it (sliced inverse regression), can be extended to regression analyses involving both quantitative and categorical predictor variables. As statistics faces an increasing need for effective analysis strategies for high-dimensional data, the results we present significantly widen the applicative scope of sufficient dimension reduction and open the way for a new class of theoretica...
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作者:Claeskens, G; Hall, P
作者单位:Australian National University; Texas A&M University System; Texas A&M University College Station
摘要:In kernel density estimation, those data values that make a nondegenerate contribution to the estimator (computed at a given point) tend to be spaced well apart. This property has the effect of suppressing many of the conventional consequences of long-range dependence, for example, slower rates of convergence, which might otherwise be revealed by a traditional loss-or risk-based assessment of performance. From that viewpoint, dependence has to be very long-range indeed before a density estimat...
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作者:Picard, D; Tribouley, K
作者单位:Universite Paris Cite
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作者:Brillinger, DR
作者单位:University of California System; University of California Berkeley
摘要:As both practicing data analyst and scientific methodologist, John W. Tukey made an immense diversity of contributions to science, government and industry. This article reviews some of the highly varied aspects of his life. Following articles address specific contributions to important areas of statistics. I believe that the whole country-scientifically, industrially, financially-is better off because of him and bears evidence of his influence.
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作者:Regazzini, E; Guglielmi, A; Di Nunno, G
作者单位:University of Pavia; Consiglio Nazionale delle Ricerche (CNR)
摘要:The distribution of a mean or, more generally, of a vector of means of a Dirichlet process is considered. Some characterizing aspects of this paper are: (i) a review of a few basic results, providing new formulations free from many of the extra assumptions considered to date in the literature, and giving essentially new, simpler and more direct proofs; (ii) new numerical evaluations, with any prescribed error of approximation, of the distribution at issue; (iii) a new form for the law of a vec...