4期

最新文章

• Confidence tubes for multiple quantile plots via empirical likelihood AI翻译
  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 ...
• On the Bernstein-von Mises theorem with infinite-dimensional parameters AI翻译
  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...
• Broadband log-periodogram regression of time series with long-range dependence AI翻译
  作者：Moulines, E; Soulier, P
  作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris; Universite Paris Saclay
  摘要：This paper discusses the properties of an estimator of the memory parameter of a stationary long-memory time-series originally proposed by Robinson. As opposed to narrow-band estimators of the memory parameter (such as the Geweke and Porter-Hudak or the Gaussian semiparametric estimators) which use only the periodogram ordinates belonging to an interval which degenerates to zero as the sample size n increases, this estimator builds a model of the spectral density of the process over all the fr...
• Breakdown points and variation exponents of robust M-estimators in linear models AI翻译
  作者：Mizera, I; Müller, CH
  作者单位：Comenius University Bratislava; University of Gottingen
  摘要：The breakdown point behavior of M-estimators in linear models with fixed designs, arising from planned experiments or qualitative factors, is characterized. Particularly, this behavior at fixed designs is quite different from that at designs which can be corrupted by outliers, the situation prevailing in the literature. For fixed designs, the breakdown points of robust M-estimators (those with bounded derivative of the score function), depend on the design and the variation exponent (index) of...
• Empirical likelihood ratio based confidence intervals for mixture proportions AI翻译
  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...
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes AI翻译
  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...
• Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods AI翻译
  作者：Polonik, W
  作者单位：University of California System; University of California Davis
  摘要：A novel approach for constructing goodness-of-fit techniques in arbitrary (finite) dimensions is presented. Testing problems are considered as well as the construction of diagnostic plots. The approach is based on some new notions of mass concentration, and in fact, our basic testing problems are formulated as problems of goodness-of-concentration. It is this connection to concentration of measure that makes the approach conceptually simple. The presented test statistics are continuous functio...
• Locally lattice sampling designs for isotropic random (vol 23, pg 1991, 1995) AI翻译
  作者：Stein, ML
  作者单位：University of Chicago