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作者：Ren, JJ; Gu, MG
作者单位：Tulane University; McGill University
摘要：The M-estimators are proposed for the linear regression model with random design when the response observations are doubly censored. The proposed estimators are constructed as some functional of a Campbell-type estimator (F) over cap(n) for a bivariate distribution function based on data which are doubly censored in one coordinate. We establish strong uniform consistency and asymptotic normality of (F) over cap(n) and derive the asymptotic normality of the proposed regression M-estimators thro...
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作者：Díaz-García, JA; Jáimez, RG
作者单位：University of Granada
摘要：Uhlig proposes two conjectures. The first concerns the Jacobian of the transformation Y = B X B' where B is the matrix m x m and m and X, Y belong to the class of positive semidefinite matrices of the order of m X m of rank n < m, S-m,n(+). The second is concerned with the singular multivariate Beta distribution. This article seeks to prove the two conjectures. The latter result is then extended to the case of the singular multivariate F distribution, and the respective density functions are l...
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作者：Koshevoy, G; Mosler, K
作者单位：Russian Academy of Sciences; Central Economics & Mathematics Institute RAS; University of Cologne
摘要：A family of trimmed regions is introduced for a probability distribution in Euclidean d-space. The regions decrease with their parameter Lu, from the closed convex hull of support (at alpha = 0) to the expectation vector (at alpha = 1). The family determines the underlying distribution uniquely. For every cu the region is affine equivariant and continuous with respect to weak convergence of distributions. The behavior under mixture and dilation is studied. A new concept of data depth is introd...
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作者：Bilias, Y; Gu, MG; Ying, ZL
作者单位：Iowa State University; McGill University; Rutgers University System; Rutgers University New Brunswick
摘要：A general asymptotic theory is established for the two-parameter Cox score process with staggered entry data. It extends in several directions the existing theory developed by Sellke and Siegmund, Slud and Gu and Lai. An essential tool employed here is a modern empirical process theory, as elucidated in a recent monograph by Pollard.
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作者：Dahlhaus, R
作者单位：Ruprecht Karls University Heidelberg
摘要：A general minimum distance estimation procedure is presented for nonstationary time series models that have an evolutionary spectral representation. The asymptotic properties of the estimate are derived under the assumption of possible model misspecification. For autoregressive processes with time varying coefficients, the estimate is compared to the least squares estimate. Furthermore, the behavior of estimates is explained when a stationary model is fitted to a nonstationary process.
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作者：Hosoya, Y
作者单位：Tohoku University
摘要：This paper provides limit theorems for multivariate, possibly non-Gaussian stationary processes whose spectral density matrices may have singularities not restricted at the origin, applying those limiting results to the asymptotic theory of parameter estimation and testing for statistical models of long-range dependent processes. The central limit theorems are proved based on the assumption that the innovations of the stationary processes satisfy certain mixing conditions for their conditional...
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作者：Kushner, HB
作者单位：Nathan Kline Institute for Psychiatric Research
摘要：In approximate design theory, necessary and sufficient conditions that a repeated measurements design be universally optimal are given as linear equations whose unknowns are the proportions of subjects on the treatment sequences. Both the number of periods and the number of treatments in the designs are arbitrary, as is the covariance matrix of the normal response model. The existence of universally optimal symmetric designs is proved; the single linear equation which the proportions satisfy i...
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作者：Fan, JQ; Gijbels, I; King, M
作者单位：Chinese University of Hong Kong; Universite Catholique Louvain; University of North Carolina; University of North Carolina Chapel Hill
摘要：In survival analysis, the relationship between a survival time and a covariate is conveniently modeled with the proportional hazards regression model. This model usually assumes that the covariate has a log-linear effect on the hazard function. In this paper we consider the proportional hazards regression model with a nonparametric risk effect. We discuss estimation of the risk function and its derivatives in two cases: when the baseline hazard function is parametrized and when it is not param...
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作者：Koul, HL; Surgailis, D
作者单位：Michigan State University; Vilnius University
摘要：This paper obtains a higher-order asymptotic expansion of a class of M-estimators of the one-sample location parameter when the errors form a long-memory moving average; A suitably standardized difference between an M-estimator and the sample mean is shown to have a limiting distribution. The nature of the limiting distribution depends on the range of the dependence parameter theta. If for example, 1/3 < theta < 1, then a suitably standardized difference between the sample median and the sampl...
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作者：Kitamura, Y
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：This paper studies the method of empirical likelihood in models with weakly dependent processes. In such cases, if the likelihood function is formulated as if the data process were independent, obviously empirical likelihood fails. We propose to use empirical likelihood of blocks of observations to solve this problem in a nonparametric manner. This method of blockwise empirical likelihood preserves the dependence of data, and the resulting likelihood ratios can be used to construct asymptotica...
