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作者：Ruckstuhl, AF; Welsh, AH
作者单位：Zurich University of Applied Sciences; University of Southampton
摘要：We consider the problem of robust inference for the binomial(m, pi) model. The discreteness of the data and the fact that the parameter and sample spaces are bounded mean that standard robustness theory gives surprising results. For example, the maximum likelihood estimator (MLE) is quite robust, it cannot be improved on for m = 1 but can be for m > 1. We discuss four other classes of estimators: M-estimators, minimum disparity estimators, optimal MGP estimators, and a new class of estimators ...
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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：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：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：Benjamini, Y; Yekutieli, D
作者单位：Tel Aviv University
摘要：Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than comparable procedures which control the traditional family wise error rate. We prove that this same procedure also controls the false discovery rate when the test statistics have positive regression depende...
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作者：Spruill, MC; Tu, R
作者单位：University System of Georgia; Georgia Institute of Technology; University System of Georgia; Columbus State University
摘要：Design measures maximizing local power of asymptotically uniformly most powerful (AUMP) tests about the value of logit P outside the observation space are characterized.
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作者：Marchand, É; Perron, F
作者单位：University of New Brunswick; Universite de Montreal
摘要：We consider the problem of estimating the mean of a p-variate normal distribution with identity covariance matrix when the mean lies in a ball of radius m. It follows from general theory that dominating estimators of the maximum likelihood estimator always exist when the loss is squared error. We provide and describe explicit classes of improvements for all problems (m, p). We show that, for small enough m, a wide class of estimators. including all Bayes estimators with respect to orthogonally...
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作者：Robinson, PM; Marinucci, D
作者单位：University of London; London School Economics & Political Science
摘要：The behavior of averaged periodograms and cross-periodograms of a broad class of nonstationary processes is studied. The processes include nonstationary ones that are fractional of any order, as well as asymptotically stationary fractional ones. The cross-periodogram can involve two nonstationary processes of possibly different orders, or a nonstationary and an asymptotically stationary one. The averaging takes place either over the whole frequency band, or over one that degenerates slowly to ...
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作者：Giraitis, L; Hidalgo, J; Robinson, PM
作者单位：University of London; London School Economics & Political Science
摘要：We consider a parametric spectral density with power-law behavior about a fractional pole at the unknown frequency omega. The case of known omega, especially omega = 0, is standard in the long memory literature. When omega is unknown, asymptotic distribution theory for estimates of parameters, including the (long) memory parameter, is significantly harder. We study a form of Gaussian estimate. We establish n-consistency of the estimate of omega, and discuss its (non-standard) limiting distribu...
