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作者：Sarkar, SK
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：Some new probability inequalities involving the ordered components of an MTP2 random vector are derived, which provide an analytical proof of an important conjecture in the field of multiple hypothesis testing. This conjecture has been mostly validated so far using simulation.
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作者：Finner, H; Roters, M
作者单位：Universitat Trier
摘要：In this paper interest is focused on some theoretical investigations concerning the comparison of two popular multiple test procedures, so-called step-down and step-up procedures, in terms of their defining critical values. Such procedures can be applied, for example, to multiple comparisons with a control. In the definition of the critical Values for these procedures order statistics play a central role. For k epsilon N-0 fixed we consider the joint cumulative distribution function (cdf) P(Y-...
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作者：Bunke, O; Milhaud, X
作者单位：Humboldt University of Berlin; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：We prove that the posterior distribution in a possibly incorrect parametric model a.s. concentrates in a strong sense on the set of pseudotrue parameters determined by the true distribution. As a consequence, we obtain in the case of a unique pseudotrue parameter the strong consistency of pseudo-Bayes estimators w.r.t. general loss functions. Further, we present a simple example based on normal distributions and having two different pseudotrue parameters, where pseudo-Bayes estimators have an ...
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作者：Bayarri, MJ; Berger, J
作者单位：University of Valencia; Duke University
摘要：Selection models arise when the data are selected to enter the sample only if they occur in a certain region of the sample space. When this selection occurs according to some probability distribution, the resulting model is often instead called a weighted distribution model. In either case the original density becomes multiplied by a weight function w(x). Often there is considerable uncertainty concerning this weight function; for instance, it may be known only that w Lies between two specifie...
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作者：Fourdrinier, D; Strawderman, WE; Wells, MT
作者单位：Universite de Rouen Normandie; Centre National de la Recherche Scientifique (CNRS); Rutgers University System; Rutgers University New Brunswick; Cornell University
摘要：Bayes estimation of the mean of a multivariate normal distribution is considered under quadratic loss. We show that, when particular spherical priors are used, the superharmonicity of the square root of the marginal density provides a viable method for constructing (possibly proper) Bayes (and admissible) minimax estimators. Examples illustrate the theory; most notably it is shown that a multivariate Student-t prior yields a proper Bayes minimax estimate.
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作者：Ling, SQ
作者单位：University of Hong Kong; University of Western Australia
摘要：This paper establishes the weak convergence of the sequential empirical process (K) over bar(n) of the estimated residuals in nonstationary autoregressive models. Under some regular conditions, it is shown that (K) over bar(n) converges weakly to a Kiefer process when the characteristic polynomial does not include the unit root 1; otherwise (K) over bar(n) converges weakly to a Kiefer process plus a functional of stochastic integrals in terms of the standard Brownian motion. The latter differs...
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作者：Beran, R; Fisher, NI
作者单位：University of California System; University of California Berkeley; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：Samples of directional or axial measurements arise in geophysical, biological and econometric contexts. We represent the rotational difference between two mean directions (or two mean axes) as a direction (or axis). We then construct nonparametric simultaneous confidence sets for all pairwise rotational differences among the mean directions or mean axes of s samples. By specialization, this methodology yields nonparametric simultaneous tests for pairwise equality of directional means or axes.
