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作者：Vu, HTV; Zhou, S
作者单位：University of Western Australia
摘要：In this paper, we analyze the statistic which is the difference in the values of an estimating function evaluated at its local maxima on two different subsets of the parameter space, assuming that the true parameter is in each subset, but possibly on the boundary. Our results extend known methods by covering a large class of estimation problems which allow sampling from nonidentically distributed random variables. Specifically, the existence and consistency of the local maximum estimators and ...
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作者：Imbens, GW; Rubin, DB
作者单位：Harvard University; Harvard University
摘要：For most of this century, randomization has been a cornerstone of scientific experimentation, especially when dealing with humans as experimental units. In practice, however, noncompliance is relatively common with human subjects, complicating traditional theories of inference that require adherence to the random treatment assignment. In this paper we present Bayesian inferential methods for causal estimands in the presence of noncompliance, when the binary treatment assignment is random and h...
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作者：Neumann, MH; von Sachs, R
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; University of Kaiserslautern
摘要：We derive minimax rates for estimation in anisotropic smoothness classes. These rates are attained by a coordinatewise thresholded wavelet estimator based on a tensor product basis with separate scale parameter for every dimension. It is shown that this basis is superior to its one-scale multiresolution analog, if different degrees of smoothness in different directions are present. As an important application we introduce a new adaptive wavelet estimator of the time-dependent spectrum of a loc...
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作者：Opsomer, JD; Ruppert, D
作者单位：Iowa State University; Cornell University
摘要：While the additive model is a popular nonparametric regression method, many of its theoretical properties are not well understood, especially when the backfitting algorithm is used for computation of the estimators. This article explores those properties when the additive model is fitted by local polynomial regression. Sufficient conditions guaranteeing the asymptotic existence of unique estimators for the bivariate additive model are given. Asymptotic approximations to the bias and the varian...
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作者：Takemura, A; Kuriki, S
作者单位：University of Tokyo; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：We study the problem of testing a simple null hypothesis about the multivariate normal mean vector against smooth or piecewise smooth cone alternatives. We show that the mixture weights of the (chi)over-bar(2) distribution of the likelihood ratio test can be characterized as mixed volumes of the cone and its dual. The weights can be calculated by integration involving the second fundamental form on the boundary of the cone. We illustrate our technique by examples involving a spherical cone and...
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作者：Routledge, R; Tsao, M
作者单位：Simon Fraser University; University of Victoria
摘要：Although the cumulative distribution function may be differentiated to obtain the corresponding density function, whether or not a similar relationship exists between their asymptotic expansions remains a question. We provide a rigorous argument to prove that Lugannani and Rice's asymptotic expansion for the cumulative distribution function of the mean of a sample of i.i.d. observations may be differentiated to obtain Daniels's asymptotic expansion for the corresponding density function. We th...
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作者：Stone, CJ; Hansen, MH; Kooperberg, C; Truong, YK
作者单位：University of California System; University of California Berkeley; Nokia Corporation; Nokia Bell Labs; AT&T; University of North Carolina; University of North Carolina Chapel Hill; University of Washington; University of Washington Seattle
摘要：Analysis of variance type models are considered for a regression function or for the logarithm of a probability function, conditional probability function, density function, conditional density function, hazard function, conditional hazard function or spectral density function. Polynomial splines are used to model the main effects, and their tensor products are used to model any interaction components that are included. In the special context of survival analysis, the baseline hazard function ...
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作者：Gamboa, F; Gassiat, E
作者单位：Universite Paris Saclay; Universite Paris Saclay; Universite Paris 13
摘要：In this paper, we study linear inverse problems where some generalized moments of an unknown positive measure are observed, We introduce a new construction, called the maximum entropy on the mean method (MEM), which relies on a suitable sequence of finite-dimensional discretized inverse problems. Its advantage is threefold: It allows us to interpret all usual deterministic methods as Bayesian methods; it gives a very convenient way of taking into account prior information; it also leads to new...
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作者：Cabaña, A; Cabaña, EM
作者单位：Venezuelan Institute Science Research; Universidad de la Republica, Uruguay
摘要：A general way of constructing classes of goodness-of-fit tests for multivariate samples is presented. These tests are based on a random signed measure that plays the same role as the empirical process in the construction of the classical Kolmogorov-Smirnov tests. The resulting tests are consistent against any fixed alternative, and, for each sequence of contiguous alternatives, a test in each class can be chosen so as to optimize the discrimination of those alternatives.
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作者：Small, CG
作者单位：University of Waterloo
摘要：In this paper we introduce a depth function for distributions on graphs that is analogous to recent multivariate definitions. Using the property of geodesic convexity on graphs, a median-like center for distributions on graphs is constructed and applied to ranking data as well as multivariate data spanned by the minimal spanning tree.
