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作者：Koul, HL; Stute, W
作者单位：Michigan State University; Justus Liebig University Giessen
摘要：This paper studies a class of tests useful for testing the goodness-of-fit of an autoregressive model. These tests are based on a class of empirical processes marked by certain residuals. The paper first gives their large sample behavior under null hypotheses. Then a martingale transformation of the underlying process is given that makes tests based on it asymptotically distribution free. Consistency of these tests is also discussed briefly.
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作者：Van Keilegom, I; Akritas, MG
作者单位：Maastricht University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Consider a heteroscedastic regression model Y = m(X) + sigma(X)epsilon, where the functions m and sigma are smooth, and epsilon is independent of X. The response variable Y is subject to random censoring, but it is assumed that there exists a region of the covariate X where the censoring of Y is light. Under this condition, it is shown that the assumed nonparametric regression model can be used to transfer tail information from regions of light censoring to regions of heavy censoring. Crucial ...
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作者：Chen, KN; Hu, IC; Ying, ZL
作者单位：Hong Kong University of Science & Technology; Hong Kong University of Science & Technology; Rutgers University System; Rutgers University New Brunswick
摘要：Strong consistency for maximum quasi-likelihood estimators of regression parameters in generalized Linear regression models is studied. Results parallel to the elegant work of Lai, Robbins and Wei and Lai and Wei on least squares estimation under both fixed and adaptive designs are obtained. Let y(1),..., y(n) and x(1),...,x(n) be the observed responses and their corresponding design points (p x 1 vectors), respectively. For fixed designs, it is shown that if the minimum eigenvalue of Sigma x(...
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作者：Del Barrio, E; Cuesta-Albertos, JA; Matrán, C; Rodríguez-Rodríguez, JM
作者单位：Universidad de Valladolid; Universidad de Cantabria
摘要：Ne consider the Wasserstein distance between a sample distribution and the set of normal distributions as a measure of nonnormality. By considering the standardized version of this distance me obtain a version of Shapiro-Wilk's test of normality. The asymptotic behavior of the statistic is studied using approximations of the quantile process by Brownian bridges. This method differs from the ad hoc method of de Wet and Venter and permits a similar analysis for testing other location scale famil...
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作者：Mammen, E; Tsybakov, AB
作者单位：Ruprecht Karls University Heidelberg; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite; Universite Paris Cite
摘要：Discriminant analysis for two data sets in R-d with probability densities f and g can be based on the estimation of the set G = {x:f(x) greater than or equal to g(x)}. We consider applications where it is appropriate to assume that the region G has a smooth boundary or belongs to another nonparametric class of sets. In particular, this assumption makes sense if discrimination is used as a data analytic tool. Decision rules based on minimization of empirical risk over the whole class of sets an...
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作者：Pensky, M; Vidakovic, B
作者单位：State University System of Florida; University of Central Florida; Duke University
摘要：The problem of estimating a density g based on a sample X-1, X-2, X-n from p = q * g is considered. Linear and nonlinear wavelet estimators teased on Meyer-type wavelets are constructed. The estimators are asymptotically optimal and adaptive if g belongs to the Sobolev space H-alpha. Moreover, the estimators considered in this paper adjust automatically to the situation when g is supersmooth.
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作者：Simons, G; Yao, YC
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Academia Sinica - Taiwan
摘要：We are concerned here with establishing the consistency and asymptotic normality for the maximum likelihood estimator of a merit vector (u(0),..., u(t)), representing the merits of t+1 teams (players, treatments, objects), under the Bradley-Terry model, as t --> infinity. This situation contrasts with the well-known Neyman-Scott problem under which the number of parameters grows with t (the amount of sampling), and for which the maximum likelihood estimator fails even to attain consistency. A ...
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作者：Lalley, SP
作者单位：Purdue University System; Purdue University
摘要：The problem of extracting a signal x(n) from a noise-corrupted time series y(n) = x(n) + e(n) is considered. The signal x(n) is assumed to be generated by a discrete-time, deterministic, chaotic dynamical system F, in particular, x(n) = F-n(x(0)), where the initial point x(0) is assumed to lie in a compact hyperbolic F-invariant set. It is shown that (1) if the noise sequence e(n) is Gaussian then it is impossible to consistently recover the signal x(n), but (2) if the noise sequence consists ...
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作者：Chen, HG; Cheng, CS
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of California System; University of California Berkeley
摘要：In this paper, we define the blocking wordlength pattern of a blocked fractional factorial design by combining the wordlength patterns of treatment-defining words and block-defining words. The concept of minimum aberration can be defined in terms of the blocking wordlength pattern and provides a good measure of the estimation capacity of a blocked fractional factorial design. By blending techniques of coding theory and finite projective geometry, we obtain combinatorial identities that govern ...
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作者：Cheng, MY; Hall, P
作者单位：National Taiwan University; Australian National University
摘要：Usually when testing the null hypothesis that a distribution has one mode against the alternative that it has two, the null hypothesis is interpreted as entailing that the density of the sampling distribution has a unique point of zero slope, which is a local maximum. In this paper we argue that a more appropriate null hypothesis is that the density has two paints of zero slope, of which one is a local maximum and the other is a shoulder. We show that when a test for a mode-with-shoulder is pr...
