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作者：Tang, BX; Deng, LY
作者单位：University of Memphis
摘要：Deng and Tang proposed generalized resolution and minimum aberration criteria for comparing and assessing nonregular fractional factorials, of which Plackett-Burman designs are special cases. A relaxed variant of generalized aberration is proposed and studied in this paper. We show that a best design according to this criterion minimizes the contamination of nonnegligible interactions on the estimation of main effects in the order of importance given by the hierarchical assumption. The new cri...
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作者：Qin, J
作者单位：University System of Maryland; University of Maryland College Park; Memorial Sloan Kettering Cancer Center
摘要：Pie consider the problem of estimating a mixture proportion using data from two different distributions as well as from a mixture of them. Under the model assumption that the log-likelihood ratio of the two densities is linear in the observations, we develop an empirical likelihood ratio based statistic for constructing confidence intervals for the mixture proportion. Under some regularity conditions, it is shown that this statistic converges to a chi-squared random variable. Simulation result...
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作者：Hsing, T
作者单位：National University of Singapore; Texas A&M University System; Texas A&M University College Station
摘要：Sliced inverse regression (SIR), formally introduced by Li, is a very general procedure for performing dimension reduction in nonparametric regression. This paper considers a version of SIR in which the slices are determined by nearest neighbors and the response variable takes value possibly in a multidimensional space. It is shown, under general conditions, that the effective dimension reduction space can be estimated with rate n(-1/2) where n is the sample size.
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作者：Bai, ZD; He, XM
作者单位：National University of Singapore; University of Illinois System; University of Illinois Urbana-Champaign
摘要：We derive the asymptotic distribution of the maximal depth regression estimator recently proposed in Rousseeuw and Hubert. The estimator is obtained by maximizing a projection-based depth and the limiting distribution is characterized through a max-min operation of a continuous process. The same techniques can be used to obtain the limiting distribution of some other depth estimators including Tukey's deepest point based on half-space depth. Results for the special case of two-dimensional prob...
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作者：Huang, J
作者单位：University of Iowa
摘要：The partly linear additive Cox model is an extension of the (linear) Cox model and allows flexible modeling of covariate effects; semiparametrically. We study asymptotic properties of the maximum partial likelihood estimator of this model with right-censored data using; polynomial splines. We show that, with a range of choices of the smoothing parameter (the number of spline basis functions) required for estimation of the nonparametric components, the estimator of the finite-dimensional regres...
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作者：Liang, H; Härdle, W; Carroll, RJ
作者单位：Chinese Academy of Sciences; Humboldt University of Berlin; Texas A&M University System; Texas A&M University College Station
摘要：We consider the partially linear model relating a response Y to predictors (X,T) with mean function X(inverted perpendicular)beta + g(T) when the X's are measured with additive error. The semiparametric likelihood estimate of Severini and Staniswalis leads to biased estimates of both the parameter beta and the function g((.))when measurement error is ignored. We derive a simple modification of their estimator which is a semiparametric version of the usual parametric correction for attenuation....
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作者：Dacunha-Castelle, D; Gassiat, E
作者单位：Universite Paris Saclay
摘要：In this paper, we address the problem of testing hypotheses using the likelihood ratio test statistic in nonidentifiable models, with application to model selection in situations where the parametrization for the larger model leads to nonidentifiability in the smaller model. We give two major applications: the case where the number of populations has to be tested in a mixture and the case of stationary ARMA(p, q) processes where the order (p,q) has to he tested. We give the asymptotic distribu...
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作者：Nishiyama, Y
作者单位：Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：Some sufficient conditions to establish the rate of convergence of certain M-estimators in a Gaussian white noise model are presented. They are applied to some concrete problems, including jump point estimation and nonparametric maximum Likelihood estimation, for the regression function. The results are shown by means of a maximal inequality for continuous martingales and some techniques developed recently in the context of empirical processes.
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作者：Mukerjee, R
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：Much contrary to popular belief and even a published result, it is seen that orthogonal array plus one run plans are, not necessarily optimal, within the relevant class, for general s(1) X...X s(m) factorials. A broad sufficient condition on s(1),...,s(m) ensuring the optimality of such plans has been worked out. This condition covers, in particular, all symmetric factorials and thus strengthens some previous results.
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作者：Kolassa, JE
作者单位：University of Rochester
摘要：This paper presents convergence conditions for a Markov chain constructed using Gibbs sampling, when the equilibrium distribution is the conditional sampling distribution of sufficient statistics from a generalized Linear model. For cases when this unidimensional sampling is done approximately rather than exactly, the difference between the target equilibrium distribution and the resulting equilibrium distribution is expressed in terms of the difference between the true and approximating univa...
