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作者:Kim, Y; Lee, J
作者单位:Hankuk University Foreign Studies; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:Ghosh and Ramamoorthi studied posterior consistency for survival models and showed that the posterior was consistent when the prior on the distribution of survival times was the Dirichlet process prior. In this paper, we study posterior consistency of survival models with neutral to the right process priors which include Dirichlet process priors. A set of sufficient conditions for posterior consistency with neutral to the right process priors are given. Interestingly, not all the neutral to th...
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作者:Shoung, JM; Zhang, CH
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:In this paper, we consider nonparametric least squares estimators of the mode of an unknown unimodal regression function. We establish almost sure convergence of these estimators with nearly optimal convergence rates, under the assumption of the exponential tail for the error distributions.
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作者:Hall, P; Huang, LS
作者单位:Australian National University; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要:We suggest a method for monotonizing general kernel-type estimators, for example local linear estimators and Nadaraya-Watson estimators. Attributes of our approach include the fact that it produces smooth estimates, indeed with the same smoothness as the unconstrained estimate. The method is applicable to a particularly wide range of estimator types, it can be trivially modified to render an estimator strictly monotone and it can be employed after the smoothing step has been implemented. There...