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作者:Cabrera, J; Fernholz, LT
作者单位:Rutgers University System; Rutgers University New Brunswick; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要:Given a statistical functional T and a parametric family of distributions, a bias reduced functional (T) over tilde is defined by setting the expected value of the statistic equal to the observed value. Under certain regularity conditions this new statistic, called the target estimator, will have smaller bias and mean square error than the original estimator. The theoretical aspects are analyzed by using higher order von Mises expansions. Several examples are given, including M-estimates of lo...
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作者:Cai, TT
作者单位:Purdue University System; Purdue University
摘要:We study wavelet function estimation via the approach of block thresholding and ideal adaptation with oracle. Oracle inequalities are derived and serve as guides for the selection of smoothing parameters. Based on an oracle inequality and motivated by the data compression and localization properties of wavelets, an adaptive wavelet estimator for nonparametric regression is proposed and the optimality of the procedure is investigated. We show that the estimator achieves simultaneously three obj...
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作者:García-Escudero, LA; Gordaliza, A; Matrán, C
作者单位:Universidad de Valladolid
摘要:A central limit theorem for generalized trimmed h-means is obtained in a very general framework that covers the multivariate setting, general penalty functions and general k greater than or equal to 1. Several applications, including the location estimator case (k = 1) for elliptical distributions and the construction of multivariate (not necessarily connected) tolerance zones, are also given.
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作者:Cao, J; Worsley, KJ
作者单位:AT&T; Alcatel-Lucent; Lucent Technologies; McGill University
摘要:This paper is motivated by the problem of detecting local changes or differences in shape between two samples of objects via the nonlinear deformations required to map each object to an atlas standard. Local shape changes are then detected by high Values of the random field of Hotelling's T-2 statistics for detecting a change in mean of the Vector deformations at each point in the object. To control the null probability of detecting a local shape change, we use the recent result of Adler that ...
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作者:Eddy, WF
作者单位:Carnegie Mellon University