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作者：Liu, W
作者单位：University of Southampton
摘要：A new sequential sampling scheme is proposed in which, after an initial batch sample, sampling is continued in batches of data-dependent sizes (at most k such batches), and then one-at-a-time with a data-dependent stopping rule. This new scheme requires about the same sample size as the fully sequential Anscombe-Chow-Robbins (ACR) sampling scheme but substantially fewer sampling operations. The problem of constructing fixed-width confidence intervals for the mean of a normal population with un...
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作者：Robinson, PM
作者单位：University of London; London School Economics & Political Science
摘要：A central limit theorem is given for certain weighted partial sums of a covariance stationary process, assuming it is linear in martingale differences, but without any restriction on its spectrum. We apply the result to kernel nonparametric fixed-design regression, giving a single central limit theorem which indicates how error spectral behavior at only zero frequency influences the asymptotic distribution and covers long-range, short-range and negative dependence. We show how the regression e...
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作者：Walther, G
作者单位：Stanford University
摘要：The Kolmogorov-Smirnov distance is an important tool for constructing confidence sets and tests in univariate problems. In multivariate settings, an analogous role is played by the halfspace distance, which has the merit of being invariant under linear transformations. However, the evaluation of the halfspace distance between two samples is a computationally very intensive combinatorial problem even in moderate dimensions, which severely restricts the use of the halfspace distance, especially ...
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作者：Yakir, B
作者单位：Hebrew University of Jerusalem
摘要：Suppose X-1, X-2,..., Xv-1 are lid random variables with distribution F-0, and X-v, Xv+1,... are are lid with distributed F-1. The change point v is unknown. The problem is to raise an alarm as soon as possible after the distribution changes from F-0 to F-1 (detect the change), but to avoid false alarms. Pollak found a version of the Shiryayev-Roberts procedure to be asymptotically optimal for the problem of minimizing the average run length to detection over all stopping times which satisfy a...
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作者：Zhao, LC; Bai, ZD; Chao, CC; Liang, WQ
作者单位：Chinese Academy of Sciences; University of Science & Technology of China, CAS; National Sun Yat Sen University; Academia Sinica - Taiwan
摘要：An error bound in the normal approximation to the distribution of the double-indexed permutation statistics is derived. The derivation is based on Stein's method and on an extension of a combinatorial method of Bolthausen. The result can be applied to obtain the convergence rate of order n(-1/2) for some rank-related statistics, such as Kendall's tau, Spearman's rho and the Mann-Whitney-Wilcoxon statistic. Its applications to graph-related nonparametric statistics of multivariate observations ...
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作者：Suen, CY; Chen, H; Wu, CFJ
作者单位：University System of Ohio; Cleveland State University; University System of Ohio; Case Western Reserve University; University of Michigan System; University of Michigan
摘要：Chen and Hedayat and Tang and Wu studied and characterized minimum aberration 2(n-m) designs in terms of their complemetary designs. Based on a new and more powerful approach, we extend the study to identify minimum aberration q(n-m) designs through their complementary designs. By using MacWilliams identities and Krawtchouk polynomials in coding theory, we obtain some general and explicit relationships between the wordlength pattern of a q(n-m) design and that of its complementary design. Thes...
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作者：Anderson, PL; Meerschaert, MM
作者单位：Albion College; Nevada System of Higher Education (NSHE); University of Nevada Reno
摘要：In this paper we establish the basic asymptotic theory for periodic moving averages of i.i.d. random variables with regularly varying tails. The moving average coefficients are allowed to vary according to the season. A simple reformulation yields the corresponding results for moving averages of random vectors. Our main result is that when the underlying random variables have finite variance but infinite fourth moment, the sample autocorrelations are asymptotically stable. It is well known in ...
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作者：Hall, P; Turlach, BA
作者单位：Australian National University
摘要：We introduce interpolation methods that enable nonlinear wavelet estimators to be employed with stochastic design, or nondyadic regular design, in problems of nonparametric regression. This approach allows relatively rapid computation, involving dyadic approximations to wavelet-after-interpolation techniques. New types of interpolation are described, enabling first-order variance reduction at the expense of second-order increases in bias. The effect of interpolation on threshold choice is addr...
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作者：Hengartner, NW
作者单位：Yale University
摘要：Let X-1,X-2,...,X-n be an i.i.d. sample from the Poisson mixture distribution p(x) = (1/x!)integral(o)(infinity) s(x)e(-s) f(s)ds. Rates of convergence in mean integrated squared error (MISE) of orthogonal series estimators for the mixing density f supported on [a, b] are studied. For the Holder class of densities whose rth derivative is Lipschitz alpha, the MISE converges at the rate (log n/log log n)(-2(r + alpha)). For Sobolev classes of densities whose rth derivative is square integrable, ...
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作者：Junker, BW; Ellis, JL
作者单位：Carnegie Mellon University; Radboud University Nijmegen
摘要：Recently, the problem of characterizing monotone unidimensional latent variable models for binary repeated measures was studied by Ellis and van den Wollenberg and by Junker. We generalize their work with a de Finetti-like characterization of the distribution of repeated measures X = (X-1, X-2,...) that can be represented with mixtures of likelihoods of independent but not identically distributed random variables, where the data satisfy a stochastic ordering property with respect to the mixing...
