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作者：Greenwood, PE; McKeague, IW; Wefelmeyer, W
作者单位：University of British Columbia; State University System of Florida; Florida State University; State University System of Florida; Florida State University; Universitat Siegen
摘要：If we wish to estimate efficiently the expectation of an arbitrary function on the basis of the output of a Gibbs sampler, which is better: deterministic or random sweep? In each case we calculate the asymptotic variance of the empirical estimator, the average of the function over the output, and determine the minimal asymptotic variance for estimators that use no information about the underlying distribution. The empirical estimator has noticeably smaller variance for deterministic sweep. The...
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作者：van Es, B; Jongbloed, G; van Zuijlen, M
作者单位：University of Amsterdam; Vrije Universiteit Amsterdam; Radboud University Nijmegen
摘要：A new nonparametric estimation procedure is introduced for the distribution function in a class of deconvolution problems, where the convolution density has one discontinuity. The estimator is shown to be consistent and its cube root asymptotic distribution theory is established. Known results on the minimax risk for the estimation problem indicate the estimator to be efficient.
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作者：Hastie, T; Tibshirani, R
作者单位：Stanford University; University of Toronto
摘要：We discuss a strategy for polychotomous classification that involves estimating class probabilities for each pair of classes, and then coupling the estimates together. The coupling model is similar to the Bradley-Terry method for paired comparisons. We study the nature of the class probability estimates that arise, and examine the performance of the procedure in real and simulated data sets. Classifiers used include Linear discriminants, nearest neighbors, adaptive nonlinear methods and the su...
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作者：Chen, SX
作者单位：New York University
摘要：This paper outlines a theoretical framework for finite population models with unequal sample probabilities, along with sampling schemes for drawing random samples from these models. We first present four exact weighted sampling schemes that can be used for any finite population model to satisfy such requirements as ordered/unordered samples, with/without replacement, and fixed/nonfixed sample size. We then introduce a new class of finite population models called weighted polynomial models or, ...
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作者：Peña, EA
作者单位：University System of Ohio; Bowling Green State University
摘要：Consider a counting process (N(t), t epsilon T) with compensator process (A(t), t epsilon T), where A(t) = integral(o)(t)Y(s)lambda(o)(s) ds, (Y(t), t epsilon T) is an observable predictable process, and lambda(0)((.)) is an unknown hazard rate function. A general procedure for extending Neyman's smooth goodness-of-bt test for the composite null hypothesis H-o: lambda(0)((.)) epsilon C = (lambda(0)((.); eta): eta epsilon Gamma subset of or equal to R-q) is proposed and developed. The extension...
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作者：Kim, PT
作者单位：University of Guelph; Yonsei University
摘要：This paper develops nonparametric deconvolution density estimation over SO(N), the group of N x N orthogonal matrices of determinant 1. The methodology is to use the group and manifold structures to adapt the Euclidean deconvolution techniques to this Lie group environment. This is achieved by employing the theory of group representations explicit to SO(N). General consistency results are obtained with specific rates of convergence achieved under sufficient smoothness conditions. Application t...
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作者：Bose, A
作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：We take a unified approach to asymptotic properties of M-m estimates based on i.i.d. observations defined through the minimization of a real-valued criterion function of one or more variables. Our results are applicable to a host of location and scale estimators found in the literature.
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作者：Falk, M
摘要：Given n lid copies X-1,...,X-n of a random element X in some arbitrary measurable space S, we are only interested in those observations that fall into some subset D having but a small probability of occurrence. It is assumed that the distribution P-X of X belongs on D to a parametric family P-X(.boolean AND D) = P-v, V epsilon Theta subset of R-d Nonlinear regression analysis and the peaks-over-threshold (POT) approach in extreme value analysis are prominent examples. For the POT approach on S...
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作者：Drees, H
作者单位：University of Cologne
摘要：Hall and Welsh established the best attainable rate of convergence for estimates of a positive extreme value index gamma under a certain second order condition implying that the distribution function of the maximum of n random variables converges at an algebraic rate to the pertaining extreme value distribution. As a first generalization, we obtain a surprisingly sharp bound on the estimation error if gamma is still assumed to be positive, but the rate of convergence of the maximum may be nona...
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作者：Hartigan, JA
作者单位：Yale University
摘要：Consider an estimate theta* of a parameter theta based on repeated observations from a family of densities f(theta) evaluated by the Kullback-Leibler loss function K(theta, theta*) = integral log(f(theta)/f(theta*))f(theta). The maximum likelihood prior density, if it exists, is the density for which the corresponding Bayes estimate is asymptotically negligibly different from the maximum likelihood estimate. The Bayes estimate corresponding to the maximum likelihood prior is identical to maxim...
