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作者：Dette, H
作者单位：Ruhr University Bochum
摘要：In this paper we study the problem of testing the functional farm of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in the assumed regression model and a nonparametric variance estimator. The corresponding test statistic can be shown to be asymptotically normal under the null hypothesis and under fixed alternatives with different rates of convergence corresponding to both cases. This provides a simple asymptotic ...
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作者：Chiou, JM; Müller, HG
作者单位：National Chung Cheng University; University of California System; University of California Davis
摘要：The quasi-likelihood function proposed by Wedderburn broadened the scope of generalized linear models by specifying the variance function instead of the entire distribution. However, complete specification of variance functions in the quasi-likelihood approach may not be realistic We define a nonparametric quasi-likelihood by replacing the specified variance function in the conventional quasi-likelihood with a nonparametric variance function estimate. This nonparametric variance function estim...
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作者：Mykland, PA
作者单位：University of Chicago
摘要：The connection between large and small deviation results for the signed square root statistic R is studied, both for likelihoods and for likelihood-like criterion functions. We show that if p - 1 Barlett identities are satisfied to first order, but the pth identity is violated to this order, then cum,(R) = O(n(-q/2)) for 3 less than or equal to q < p, whereas cum(p)(R) = kappa(P)n(-(p-2)/2) + O(n(-p/2)). We also show that the large deviation behavior of R is determined by the values of p and k...
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作者：Srivastava, MS; Kubokawa, T
作者单位：University of Toronto; University of Tokyo
摘要：In this paper, we consider a multivariate one-way random effect model with equal replications. We propose nonnegative definite estimators for between and within components of variance. Under the Stein loss function, it is shown that the proposed estimators of the within component dominate the best unbiased estimator. Restricted maximum likelihood, truncated and order-preserving minimax estimators are also proposed. A Monte Carlo simulation is carried out to choose among these estimators. For e...
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作者：Läuter, J; Glimm, E; Kropf, S
作者单位：University Hospital Magdeburg
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作者：Lugosi, G; Nobel, AB
作者单位：Pompeu Fabra University; University of North Carolina; University of North Carolina Chapel Hill
摘要：Given n independent replicates of a jointly distributed pair (X, Y) epsilon R(d) x R x , we wish to select from a fixed sequence of model classes F(1), F(2),... a deterministic prediction rule f: R(d) --> R whose risk is small. WE investigate the possibility of empirically assessing the complexity of each model class, that is, the actual difficulty of the estimation problem within each class. The estimated complexities are in turn used to define an adaptive model selection procedure, which is ...
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作者：Mukerjee, R; Wu, CFJ
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; University of Michigan System; University of Michigan
摘要：A projective geometric characterization is given of the existence of any regular main effect s(n-k) design in s(y) blacks It leads to a constructive method for finding a maximal blocking scheme for any given fractional factorial design. A useful sufficient condition for admissible block designs is given in terms of the minimum aberration property of a certain unblocked design.
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作者：Dudoit, S; Speed, TP
作者单位：University of California System; University of California Berkeley
摘要：We consider score tests of the null hypothesis H-0: theta = 1/2 against the alternative hypothesis H-1: 0 less than or equal to theta < 1/2, based upon counts multinomially distributed with parameters n and rho(theta, pi)(1xm) = pi(1xm)T(theta)(mxm), where T(theta) is a transition matrix with T(0) = I, the identity matrix, and T(1/2) = (1,..., 1)(T)(alpha(1),...,alpha(m)). This type of testing problem arises in human genetics when testing the null hypothesis of no linkage between a marker and ...
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作者：Nobel, AB
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：We answer two open questions concerning the existence of universal schemes for classification and regression estimation from stationary ergodic processes. It is shown that no measurable procedure can produce weakly consistent regression estimates from every bivariate stationary ergodic process, even if the covariate and response variables are restricted to take values in the unit interval. It is further shown that no measurable procedure can produce weakly consistent 'classification rules from...
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作者：Lopuhaä, HP
作者单位：Delft University of Technology
摘要：We investigate the asymptotic behavior of a weighted sample mean and covariance, where the weights are determined by the Mahalanobis distances with respect to initial robust estimators. We derive an explicit expansion for the weighted estimators. From this expansion it can be seen that reweighting does not improve the rate of convergence of the initial estimators. We also show that if one uses smooth S-estimators to determine the weights, the weighted estimators are asymptotically normal. Fina...
