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作者：Liu, RY; Parelius, JM; Singh, K
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：A data depth can be used to measure the depth or outlyingness of a given multivariate sample with respect to its underlying distribution. This leads to a natural center-outward ordering of the sample points. Based on this ordering, quantitative and graphical methods are introduced for analyzing multivariate distributional characteristics such as location, scale, bias, skewness and kurtosis, as well as for comparing inference methods. All graphs are one-dimensional curves in the plane and can b...
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作者：Feuerverger, A; Hall, P
作者单位：University of Toronto; Australian National University
摘要：We suggest two semiparametric methods for accommodating departures from a Pareto model when estimating a tail exponent by fitting the model to extreme-value data. The methods are based on approximate likelihood and on least squares, respectively. The latter is somewhat simpler to use and more robust against departures from classical extreme-value approximations, but produces estimators with approximately 64% greater variance when conventional extreme-value approximations are appropriate. Relat...
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作者：Kubokawa, T; Srivastava, MS
作者单位：University of Tokyo; University of Toronto
摘要：This paper derives an extended version of the Haff or, more appropriately, Stein-Haff identity for an elliptically contoured distribution (ECD). This identity is then used to show that the minimax estimators of the covariance matrix obtained under normal models remain robust under the ECD model.
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作者：Li, KC; Wang, JL; Chen, CH
作者单位：University of California System; University of California Los Angeles; University of California System; University of California Davis; Academia Sinica - Taiwan
摘要：Without parametric assumptions, high-dimensional regression analysis is already complex. This is made even harder when data are subject to censoring. In this article, we seek ways of reducing the dimensionality of the regressor before applying nonparametric smoothing techniques. If the censoring time is independent of the lifetime, then the method of sliced inverse regression can be applied directly. Otherwise, modification is needed to adjust for the censoring bias. A key identity leading to ...
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作者：Conti, PL
作者单位：University of Bologna; Duke University
摘要：In this paper, a nonparametric Bayesian analysis of queueing models with geometric input and general service time is performed. In particular, statistical inference for the probability generating function (p.g.f.) of the equilibrium waiting time distribution is considered. The consistency of the posterior distribution for such a p.g.f., as well as the weak convergence to a Gaussian process of a suitable rescaling, are proved. As by-products, results on statistical inference for queueing charac...
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作者：Fan, JQ; Zhang, WY
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Chinese University of Hong Kong
摘要：Varying coefficient models are a useful extension of classical linear models. They arise naturally when one wishes to examine how regression coefficients change over different groups characterized by certain covariates such as age. The appeal of these models is that the coefficient functions can easily be estimated via a simple local regression. This yields a simple one-step estimation procedure. We show that such a one-step method cannot be optimal when different coefficient functions admit d...
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作者：Einmahl, JHJ; McKeague, IW
作者单位：Eindhoven University of Technology; State University System of Florida; Florida State University
摘要：The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for multiple quantile plots based on k independent (possibly right-censored) samples. These tubes are asymptotically distribution free, except when both k greater than or equal to 3 and censoring is present. Pointwise versions of the confidence tubes, however, are asymptotically distribution free in all cases. The various confidence tubes are valid under minimal conditions. The proposed methods are ...
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作者：Freedman, D
作者单位：University of California System; University of California Berkeley
摘要：If there are many independent, identically distributed observations governed by a smooth, finite-dimensional statistical model, the Bayes estimate and the maximum likelihood estimate will be close. Furthermore, the posterior distribution of the parameter Vector around the posterior mean will be close to the distribution of the maximum likelihood estimate around truth. Thus, Bayesian confidence sets have good frequentist coverage properties, and conversely. However, even for the simplest infini...
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作者：Finner, H
作者单位：Universitat Trier
摘要：One of the most difficult problems-occurring with stepwise multiple test procedures for a set of two-sided hypotheses is the control of directional errors if rejection of a hypothesis is accomplished with a directional decision. In this paper we generalize a result for so-called step-down procedures derived by Shaffer to a large class of stepwise or closed multiple test procedures. In a unifying way we obtain results; for a large class of order statistics procedures including step-down as well...
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作者：Ishwaran, H
作者单位：University of Ottawa
摘要：In a class of semiparametric mixture models, the score function (and consequently the effective information) for a finite-dimensional parameter can be made arbitrarily small depending upon the direction taken in the parameter space. This result holds for a broad range of semiparametric mixtures over exponential families and includes examples such as the gamma semiparametric mixture, the normal mean mixture, the Weibull semiparametric mixture and the negative binomial mixture. The near-zero inf...
