-
作者：Chen, ZQ; Tyler, DE
作者单位：William Paterson University New Jersey; Rutgers University System; Rutgers University New Brunswick
摘要：Tukey's median is among one of the earliest known high breakdown point multivariate location statistics. Aside from its breakdown point, though, little else appears to be known about its robustness properties. In this paper we investigate other aspects of Tukey's median, and in particular we derive and study its influence function and its maximum contamination bias function. When judged by these other robustness criteria, Tukey's median again proves to be highly robust.
-
作者：Bai, ZD; Hu, FF; Rosenberger, WF
作者单位：National University of Singapore; University of Virginia; University System of Maryland; University of Maryland Baltimore County; University System of Maryland; University of Maryland Baltimore
摘要：For adaptive clinical trials using a generalized Friedman's urn design, we derive the limiting distribution of the urn composition under staggered entry and delayed response. The stochastic delay mechanism is assumed to depend on both the treatment assigned and the patient's response. A very general setup is employed with K treatments and L responses. When L = K = 2, one example of a generalized Friedman's urn design is the randomized play-the-winner rule. An application of this rule occurred ...
-
作者：Salibian-Barrera, M; Zamar, RH
作者单位：University of British Columbia
摘要：We introduce a new computer-intensive method to estimate the distribution of robust regression estimates. The basic idea behind Our method is to bootstrap a reweighted representation of the estimates. To obtain a bootstrap method that is asymptotically correct, we include the auxiliary scale estimate in our reweighted representation of the estimates. Our method is computationally simple because for each bootstrap sample we only have to solve a linear system of equations. The weights we use are...
-
作者：Sarkar, SK
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：The concept of false discovery rate (FDR) has been receiving increasing attention by researchers in multiple hypotheses testing. This paper produces some theoretical results on the FDR in the context of stepwise multiple testing procedures with dependent test statistics. It was recently shown by Benjamini and Yekutieli that the Benjamini-Hochberg step-up procedure controls the FDR when the test statistics are positively dependent in a certain sense. This paper strengthens their work by showing...
-
作者：Juditsky, A; Nemirovski, A
作者单位：Technion Israel Institute of Technology
摘要：We consider the problem of estimating the distance from an unknown signal, observed in a white-noise model, to convex cones of positive/monotone/convex functions. We show that, when the unknown function belongs to a Holder class, the risk of estimating the L-r-distance, 1 less than or equal to r < infinity, from the signal to a cone is essentially the same (up to a logarithmic factor) as that of estimating the signal itself. The same risk bounds hold for the test of positivity, monotonicity an...
-
作者：Fan, JQ; Li, RZ
作者单位：Chinese University of Hong Kong; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed in Fan and Li (2001a). It has been shown there that the resulting procedures per-form as well as if the subset of significant variables were known in advance. Such a property is called an oracle property. The proposed procedures were illustrated in the context of linear regression, robust linear regression and generalized linear models. In this paper, the nonconcave penalized likelih...
-
作者：Brillinger, DR
作者单位：University of California System; University of California Berkeley
摘要：The contributions of John W. Tukey to time series analysis, particularly spectrum analysis, are reviewed and discussed. The contributions include: methods, their properties, terminology, popularization, philosophy, applications and education. Much of Tukey's early work on spectrum analysis remained unpublished for many years, but the 1959 book by Blackman and Tukey made his approach accessible to a wide audience. In 1965 the Cooley-Tukey paper on the Fast Fourier Transform spurred a rapid chan...
-
作者：Brown, LD; Cai, TT; Low, MG; Zhang, CH
作者单位：University of Pennsylvania; Rutgers University System; Rutgers University New Brunswick
摘要：This paper establishes the global asymptotic equivalence between the nonparametric regression with random design and the white noise under sharp smoothness conditions on an unknown regression or drift function. The asymptotic equivalence is established by constructing explicit equivalence mappings between the nonparametric regression and the white-noise experiments, which provide synthetic observations and synthetic asymptotic solutions from any one of the two experiments with asymptotic prope...
-
作者：Yang, GL
作者单位：University System of Maryland; University of Maryland College Park
-
作者：Genon-Catalot, V; Laredo, C; Nussbaum, M
作者单位：Universite Gustave-Eiffel; Universite Paris Saclay; INRAE; Cornell University
摘要：We consider a diffusion model of small variance type with positive drift density varying in a nonparametric set. We investigate Gaussian and Poisson approximations to this model in the sense of asymptotic equivalence of experiments. It is shown that observation of the diffusion process until its first hitting time of level one is a natural model for the purpose of inference on the drift density. The diffusion model can be discretized by the collection of level crossing times for a uniform grid...
