-
作者：Härdle, W; Spokoiny, V; Sperlich, S
作者单位：Humboldt University of Berlin; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：Discrete choice models are frequently used in statistical and econometric practice. Standard models such as legit models are based on exact knowledge of the form of the link and linear index function. Semiparametric models avoid possible misspecification but often introduce a computational burden especially when optimization over nonparametric and parametric components are to be done iteratively. It is therefore interesting to decide between approaches. Here we propose a test of semiparametric...
-
作者：Lazzeroni, LC; Lange, K
作者单位：Stanford University; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：Hardy-Weinberg equilibrium and linkage equilibrium are fundamental concepts in population genetics. In practice, testing linkage equilibrium in haplotype data is equivalent to testing independence in a large, sparse, multidimensional contingency table. Testing Hardy-Wieinberg and linkage equilibrium simultaneously on multilocus genotype data introduces the additional complications of missing information and symmetry constraints on marginal probabilities. To avoid unreliable large-sample approx...
-
作者：Shen, XT
作者单位：University System of Ohio; Ohio State University
摘要：We develop a general theory which provides a unified treatment for the asymptotic normality and efficiency of the maximum likelihood estimates (MLE's) in parametric, semiparametric and nonparametric models. We find that the asymptotic behavior of substitution estimates for estimating smooth functionals are essentially governed by two indices: the degree of smoothness of the functional and the local size of the underlying parameter space. We show that when the local size of the parameter space ...
-
作者：Konev, V; Pergamenshchikov, S
作者单位：Tomsk State University
摘要：This paper considers the problem of sequential point estimation of the mean of a stable autoregressive process with unknown scale and autoregressive parameters. The construction of a sequential procedure makes use of special stopping rules and some modifications of least-squares estimates. The procedure enables estimating the mean with prescribed mean-square accuracy uniformly in nuisance parameters. The uniform asymptotic normality and the asymptotic minimaxity of the sequential estimate are ...
-
作者：Bhattacharyya, BB; Richardson, GD; Franklin, LA
作者单位：North Carolina State University; State University System of Florida; University of Central Florida; Indiana State University
摘要：Asymptotic inference for estimators of (alpha(n), beta(n)) in the spatial autoregressive model Z(ij)(n)= alpha(n)Z(i-1,j)(n) + beta(n)Z(i,j-1)(n) - alpha(n) beta(n)Z(i-1,j-1)(n) + epsilon(ij) is Obtained when alpha(n) and beta(n) are near unit roots. When alpha(n) and beta(n) are reparameterized by alpha(n) = e(c/n) and beta(n) = e(d/n), it is shown that if the one-step Gauss-Newton estimator of lambda(1)alpha(n) + lambda(2)beta(n) is properly normalized and embedded in the function space D([0...
-
作者：Bentkus, V; Götze, F; van Zwet, WR
作者单位：University of Bielefeld; Leiden University; Leiden University - Excl LUMC; University of North Carolina; University of North Carolina Chapel Hill
摘要：We consider asymptotically normal statistics which are symmetric functions of N i.i.d. random variables. For these statistics we prove the validity of an Edgeworth expansion with remainder O(N-1) under Cramer's condition on the linear part of the statistic and moment assumptions for all parts of the statistic. By means of a counterexample we show that it is generally not possible to obtain an Edgeworth expansion with remainder o(N-1) without imposing additional assumptions on the structure of ...
-
作者：Haussler, D; Opper, M
作者单位：University of California System; University of California Santa Cruz; University of Wurzburg
摘要：Assume (P-theta: theta epsilon Theta) is a set of probability distributions with a common dominating measure on a complete separable metric space Y. A state theta* epsilon Theta is chosen by Nature. A statistician obtains n independent observations Y-1,...,Y-n from Y distributed according to P-theta.. For each time t between 1 and n, based on the observations Y-1,...,Yt-1, the statistician produces an estimated distribution (P) over cap(t) for P-theta* and suffers a loss L(P-theta., (P) over c...
-
作者：Birgé, L
作者单位：Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS)
摘要：The Grenander estimator of a decreasing density, which is defined as the derivative of the concave envelope of the empirical c.d.f, is known to be a very good estimator of an unknown decreasing density on the half-line R+ when this density is not assumed to be smooth. It is indeed the maximum likelihood estimator and one can get precise upper bounds for its risk when the loss is measured by the L-1-distance between densities. Moreover, if one restricts oneself to the compact subsets of decreas...
-
作者：Mammen, E; Van de Geer, S
作者单位：Ruprecht Karls University Heidelberg; Leiden University - Excl LUMC; Leiden University
摘要：Consider a partial linear model, where the expectation of a random variable Y depends on covariates (x, z) through F(theta(o)x + m(o)(z)), with theta(o) an unknown parameter, and m(o) an unknown function. We apply the theory of empirical processes to derive the asymptotic properties of the penalized quasi-likelihood estimator.
-
作者：Tsybakov, AB
作者单位：Sorbonne Universite; Russian Academy of Sciences
摘要：Let X-1,...,X-n be independent identically distributed observations from an unknown probability density f((.)). Consider the problem of estimating the level set G = G(f)(lambda)= (x epsilon R-2: f(x) greater than or equal to lambda) from the sample X-1,...,X-n, under the assumption that the boundary of G has a certain smoothness. We propose piecewise-polynomial estimators of G based on the maximization of local empirical excess masses. We show that the estimators have optimal rates of converge...
