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作者：Stute, W
作者单位：Justus Liebig University Giessen
摘要：In this paper we study a marked empirical process based on residuals. Results on its large-sample behavior may be used to provide nonparametric full-model checks for regression. Their decomposition into principal components gives new insight into the question: which kind of departure from a hypothetical model may be well detected by residual-based goodness-of-fit methods? The work also contains a small simulation study on straight-line regression.
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作者：Ye, JM; Duan, NH
作者单位：University of Chicago; RAND Corporation
摘要：We propose simple estimators for the transformation function Delta and the distribution function F of the error for the model Delta(Y) = alpha + X beta + epsilon. It is proved that these estimators are consistent and can achieve the unusual n(-1/2) rate of convergence on any finite interval under some regularity conditions. We show that our estimators are more attractive than another class of estimators proposed by Horowitz. Interesting decompositions of the estimators are obtained. The estima...
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作者：Walker, S; Muliere, P
作者单位：Imperial College London; University of Pavia
摘要：A random cumulative distribution function (cdf) F on (0, infinity) from a beta-Stacy process is defined. (1)It is shown to be neutral to the right and a generalization of the Dirichlet process. The posterior distribution is also a beta-Stacy process given independent and identically distributed (iid) observations, possibly with right censoring, from F. A generalization of the Polya-urn scheme is introduced which characterizes the discrete beta-Stacy process.
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作者：Geiger, D; Heckerman, D
作者单位：Technion Israel Institute of Technology; Microsoft
摘要：We provide a new characterization of the Dirichlet distribution. Let theta(ij), 1 less than or equal to i less than or equal to k, 1 less than or equal to j less than or equal to n, be positive random variables that sum to unity. Define theta(i). = Sigma(j=1)(n) theta(ij), theta(I), = (theta(i.))(i=1)(k-1), theta(j\1) = theta(ij)/Sigma(j)theta(ij) and theta(J\i) = (theta(j\i))(j=1)(n-1). We prove that if (theta(I)., theta(J\1),..., theta(J\k)) are mutually independent and (theta.(J), theta(I\l...
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作者：Gordon, L; Pollak, M
作者单位：Hebrew University of Jerusalem
摘要：Observations are taken independently and sequentially. Detection of a change in distribution is studied when the problem has an invariance structure. The prechange distribution is assumed to be a member of a specified family and is assumed known up to a nuisance parameter. We provide a general method of constructing surveillance schemes in the presence of a nuisance parameter and give sufficient conditions for approximating their average run lengths to false alarm. Applications include detecti...
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作者：Yang, S
作者单位：Texas Tech University System; Texas Tech University
摘要：The product-limit estimator (PLE) and weighted empirical processes are two important ingredients of almost any censored regression analysis. A link between them is provided by the generalized PLEs introduced in this paper. These generalized PLEs are the product-limit integrals of the empirical cumulative hazard function estimators in which weighted empirical processes are used to replace the standard empirical processes. The weak convergence and some large sample approximations of the generali...
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作者：Möttönen, J; Oja, H; Tienari, J
作者单位：University of Oulu
摘要：Asymptotic Pitman efficiencies of multivariate spatial sign and rank methods are considered in the one-sample location case. Limiting distributions of the spatial sign and signed-rank tests under the null hypothesis as well as under contiguous sequences of alternatives are given. Formulae for asymptotic relative efficiencies are found and, under multivariate t distributions, relative efficiencies with respect to Hotelling's T-2 test are calculated.
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作者：Zhao, LH
作者单位：University of Pennsylvania
摘要：Linear estimation of f(x) at a point in a white noise model is considered. The exact linear minimax estimator of f(0) is found for the family of f(x) in which f'(x) is Lip(M). The resulting estimator is then used to verify a conjecture of Sacks and Ylvisaker concerning the near optimality of the Epanechnikov kernel.
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作者：Walther, G
作者单位：Stanford University
摘要：A new method for smoothing a multivariate data set is introduced that is based on a simple geometric operation. This method is applied to the problem of estimating level sets of a density and minimum volume sets with given probability content. Building on existing techniques, the resulting estimator combines excellent theoretical and computational properties: It converges with the minimax rates (up to log factors) in most cases where these rates are known and, at the same time, it can be compu...
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作者：Tseng, YL; Brown, LD
作者单位：Academia Sinica - Taiwan; University of Pennsylvania
摘要：A class of confidence sets with constant coverage probability for the mean of a p-variate normal distribution is proposed through a pseudo-empirical-Bayes construction. When the dimension is greater than 2, by combining analytical results with some exact numerical calculations the proposed sets are proved to have a uniformly smaller volume than the usual confidence region. Sufficient conditions for the connectedness of the proposed confidence sets are also derived. In addition, our confidence ...
