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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：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...
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作者：Dawid, AP; Sebastiani, P
作者单位：University of London; University College London; Open University - UK
摘要：We characterize those coherent design criteria which depend only on the dispersion matrix (assumed proper and nonsingular) of the state of nature, which may be a parameter-vector or a set of future observables, and describe the associated decision problems. Connections are established with the classical approach to optimal design theory for the normal linear model, based on concave functions of the information matrix. Implications of the theory for more general models are also considered.
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作者：Hassairi, A
作者单位：Universite de Sfax; Faculty of Sciences Sfax
摘要：Let mu be a positive measure on R-d and let F(mu) = {P(theta, mu); theta is an element of Theta} be the natural exponential family generated by mu. The aim of this paper is to show that if mu is infinitely divisible then the generalized variance of mu, i.e., the determinant of the covariance operator of P(theta, mu), is the Laplace transform of some positive measure rho(mu) on R-d. We then investigate the effect of the transformation mu --> rho(mu) and its implications for the skewness vector ...
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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...
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作者：Lahiri, SN
作者单位：Iowa State University
摘要：In this paper, we compare the asymptotic behavior of some common block bootstrap methods based on nonrandom as well as random block lengths. It is shown that, asymptotically, bootstrap estimators derived using any of the methods considered in the paper have the same amount of bias to the first order. However, the variances of these bootstrap estimators may he different even in the first order. Expansions for the bias, the variance and the mean-squared error of different block bootstrap varianc...
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作者：Woodroofe, M; Sun, JY
作者单位：University of Michigan System; University of Michigan; University System of Ohio; Case Western Reserve University
摘要：The paper is concerned with testing uniformity versus a monotone density. This problem arises in two important contexts, after transformations, testing whether a sample is a simple random sample or a biased sample, and testing whether the intensity function of a nonhomogeneous Poisson process is constant against monotone alternatives. A penalized likelihood ratio test (P-test) and a Dip likelihood test (D-test) are developed. The D-test is analogous to Hartigan and Hartigan's (1985) Pip test f...
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作者：Swanepoel, JWH
作者单位：North West University - South Africa
摘要：This paper presents a solution to an open problem in astrophysics, namely that of estimating nonparametrically the strength of the pulsed signal in a series of high-energy photon arrival times. The newly proposed estimator, based on a modified maximal symmetric. 2s-spacing, is shown to be strongly consistent and asymptotically normally distributed, and a Monte Carlo study shows that its small and moderate sample behavior is very satisfactory.. Additionally, new results regarding the weak and s...
