1999

最新文章

• Optimal designs for rational models and weighted polynomial regression AI翻译
  作者：Dette, H; Haines, LM; Imhof, L
  作者单位：Ruhr University Bochum; University of Kwazulu Natal; RWTH Aachen University
  摘要：In this paper D-optimal designs for the weighted polynomial regression model of degree p with efficiency function (1 + x(2))(-n) are presented. Interest in these designs stems from the fact that they are equivalent to locally D-optimal designs for inverse quadratic polynomial models. For the unrestricted design space R and p < n, the D-optimal designs put equal masses on p + 1 points which coincide with the zeros of an ultraspherical polynomial, while for p = n they are equivalent to D-optimal...
• Multivariate analysis by data depth - Rejoinder AI翻译
  作者：Liu, RY; Singh, K
  作者单位：Rutgers University System; Rutgers University New Brunswick
• Synchronizing sample curves nonparametrically AI翻译
  作者：Wang, KM; Gasser, T
  作者单位：State University of New York (SUNY) System; SUNY Downstate Health Sciences University; University of Zurich
  摘要：More and more often, the outcome of a study is not a random variable but a noisy function for each experimental unit, resulting in a sample of curves. Typically, the individual curves vary not only in amplitude or intensity, but also with respect to the time axis: different subjects experience certain events sooner or later. Analyzing such data involves finding out the time changes (or curve registration) among curves. Following our previous work where modified dynamic time warping is applied ...
• Eaton's Markov chain, its conjugate partner and P-admissibility AI翻译
  作者：Hobert, JP; Robert, CP
  作者单位：State University System of Florida; University of Florida; Institut Polytechnique de Paris; ENSAE Paris
  摘要：Suppose that X is a random variable with density f(x\theta) and that pi(theta\x) is a proper posterior corresponding to an improper prior nu(theta). The prior is called P-admissible if the generalized Bayes estimator of every bounded function of theta is almost-nu-admissible under squared error loss. Eaten showed that recurrence of the Markov chain with transition density R(eta\theta) = integral pi(eta\x)f(x\theta) dx is a sufficient condition for P-admissibility of nu(theta). We show that Eat...
• General class of function-indexed nonparametric tests for survival analysis AI翻译
  作者：Lin, CY; Kosorok, MR
  作者单位：University of Alabama System; University of Alabama Birmingham; University of Wisconsin System; University of Wisconsin Madison
  摘要：Many of the popular nonparametric test: statistics for censored survival data used in two-sample, K-sample trend and continuous covariate situations are special cases of a general statistic, differing only in the choice of the covariate-based label and the weight function. A weight function determines the asymptotic efficiency of its corresponding statistic in this general class. Since the true alternatives are often unknown, we may not be able to foresee which weight function is the best for ...
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions AI翻译
  作者：Mammen, E; Linton, O; Nielsen, J
  作者单位：Ruprecht Karls University Heidelberg; Yale University
  摘要：We derive the asymptotic distribution of a new backfitting procedure for estimating the closest additive approximation to a nonparametric regression function. The procedure employs a recent projection interpretation of popular kernel estimators provided by Mammen, Marron, Turlach and Wand and the asymptotic theory of our estimators is derived using the theory of additive projections reviewed in Bickel, Klaassen, Ritov and Wellner. Our procedure achieves the same bias and variance as the oracle...
• Variable length Markov chains AI翻译
  作者：Bühlmann, P; Wyner, AJ
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Pennsylvania
  摘要：We study estimation in the class of stationary variable length Markov chains (VLMC) on a finite space. The processes in this class are still Markovian of high order, but with memory of variable length yielding a much bigger and structurally richer class of models than ordinary high-order Markov chains. From an algorithmic view, the VLMC model class has attracted interest in information theory and machine learning, but statistical properties have not yet been explored. Provided that good estima...
• Discontinuous versus smooth regression AI翻译
  作者：Müller, HG; Stadtmüller, U
  作者单位：University of California System; University of California Davis; Ulm University
  摘要：Given measurements (x(i), y(i)), i = 1,..., n, we discuss methods to assess whether an underlying regression function is smooth (continuous or differentiable) or whether it has discontinuities. The variance of the measurements is assumed to be unknown, and is estimated simultaneously. By regressing squared differences of the data formed with various span sizes on the span size itself, we obtain an asymptotic linear model with dependent errors. The parameters of this asymptotic linear model inc...
• Local asymptotic normality for regression models with long-memory disturbance AI翻译
  作者：Hallin, M; Taniguchi, M; Serroukh, A; Choy, K
  作者单位：Universite Libre de Bruxelles; Universite Libre de Bruxelles; University of Osaka; Imperial College London; Komazawa University
  摘要：The local asymptotic normality property is established fur a regression model with fractional ARIMA(p, d, q) errors. This result allows for solving, in an asymptotically optimal way, a variety of inference problems In the long-memory context: hypothesis testing, discriminant analysis, rank-based testing, locally asymptotically minimax and adaptive estimation, etc. The problem of testing linear constraints on the parameters, the discriminant analysis problem, and the construction of locally asy...
• Multivariate analysis by data depth - Discussion AI翻译
  作者：Baggerly, KA; Scott, DW
  作者单位：Rice University