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作者：Di Bucchianico, A; Einmahl, JHJ; Mushkudiani, NA
作者单位：Eindhoven University of Technology; Eindhoven University of Technology; Tilburg University
摘要：We present a new, natural way to construct nonparametric multivariate tolerance regions. Unlike the classical nonparametric tolerance intervals, where the endpoints are determined by beforehand chosen order statistics, we take the shortest interval, that contains a certain number of observations. We extend this idea to higher dimensions by replacing the class of intervals by a general class of indexing sets, which specializes to the classes of ellipsoids, hyperrectangles or convex sets. The as...
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作者：Dette, H; Franke, T
作者单位：Ruhr University Bochum
摘要：In the common polynomial regression of degree rn we determine the design which maximizes the minimum of the D-efficiency in the model of degree rn and the DI-efficiencies in the models of degree m-j,..., m + k (j, k greater than or equal to 0 given). The resulting designs allow an efficient estimation of the parameters in the chosen regression and have reasonable efficiencies for checking the goodness-of-fit of the assumed model of degree m by testing the highest coefficients in the polynomial...
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作者：Bloznelis, M; Götze, F
作者单位：Vilnius University; University of Bielefeld
摘要：We study orthogonal decomposition of symmetric statistics based on samples drawn without replacement from finite populations. Several applications to finite population statistics are given: we establish one-term Edgeworth expansions for general asymptotically normal symmetric statistics, prove an Efron-Stein inequality and the consistency of the jackknife estimator of variance. Our expansions provide second order a.s. approximations to Wu's jackknife histogram.
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作者：Jiang, JM
作者单位：University System of Ohio; Case Western Reserve University
摘要：A simple goodness of fit test is proposed for checking distributional assumptions involved in a mixed linear model. An estimated critical value of the test statistic is derived, and is shown to be asymptotically correct under mild conditions. As a special case, the test may be applied to linear regression models to formally check distribution of the errors. Finite sample performance of the proposed test is examined and compared with that of a previously proposed test by simulations.
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作者：Noubiap, RF; Seidel, W
作者单位：Helmut Schmidt University
摘要：We present an algorithm for calculating a Gamma -minimax decision rule, when Gamma is given by a finite number of generalized moment conditions. Such a decision rule minimizes the maximum of the integrals of the risk function with respect to all distributions in Gamma. The inner maximization problem is approximated by a sequence of linear programs. This approximation is combined with an elimination technique which quickly reduces the domain of the variables of the outer minimization problem. T...
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作者：Baraud, Y; Comte, F; Viennet, G
作者单位：Universite PSL; Ecole Normale Superieure (ENS); Universite Paris Cite; Sorbonne Universite; Universite Paris Cite; Sorbonne Universite
摘要：We study the problem of estimating some unknown regression function in a beta -mixing dependent framework. To this end, we consider some collection of models which are finite dimensional spaces. A penalized least-squares estimator (PLSE) is built on a data driven selected model among this collection. We state non asymptotic risk bounds for this PLSE and give several examples where the procedure can be applied (autoregression, regression with arithmetically beta -mixing design points, regressio...
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作者：King, R; Brooks, SP
作者单位：University of Cambridge
摘要：Log-linear modelling plays an important role in many statistical applications, particularly in the analysis of contingency table data. With the advent of powerful new computational techniques such as reversible jump MCMC, Bayesian analyses of these models, and in particular model selection and averaging, have become feasible. Coupled with this is the desire to construct and use suitably flexible prior structures which allow efficient computation while facilitating prior elicitation. The latter...
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作者：Fraiman, R; Yohai, VJ; Zamar, RH
作者单位：Universidad de San Andres Argentina; University of Buenos Aires; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET); University of British Columbia
摘要：We find optimal robust estimates for the location parameter of n independent measurements from a common distribution F that belongs to a contamination neighborhood of a normal distribution. We follow an asymptotic minimax approach similar to Huber's but work with full neighborhoods of the central parametric model including nonsymmetric distributions. Our optimal estimates minimize monotone functions of the estimate's asymptotic variance and bias, which include asymptotic approximations for the...
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作者：Xu, HQ; Wu, CFJ
作者单位：University of Michigan System; University of Michigan
摘要：By studying treatment contrasts and ANOVA models, we propose a generalized minimum aberration criterion for comparing asymmetrical fractional factorial designs. The criterion is independent of the choice of treatment contrasts and thus model-free. It works for symmetrical and asymmetrical designs, regular and nonregular designs. In particular, it reduces to the minimum aberration criterion for regular designs and the minimum Go-aberration criterion for two-level nonregular designs, In addition...
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作者：Goldenshluger, A; Zeevi, A
作者单位：University of Haifa; Stanford University
摘要：The subject of this paper is autoregressive (AR) modeling of a stationary, Gaussian discrete time process, based on a finite sequence of observations. The process is assumed to admit an AR(co) representation with exponentially decaying coefficients. We adopt the nonparametric minimax framework and study how well the process can be approximated by a finite-order AR model. A lower bound on the accuracy of AR approximations is derived, and a nonasymptotic upper bound on the accuracy of the regula...
