2期

最新文章

• Towards a general asymptotic theory for Cox model with staggered entry AI翻译
  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.
• Asymptotic expansion of M-estimators with long-memory errors AI翻译
  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...
• Nonlinear confounding in high-dimensional regression AI翻译
  作者：Li, KC
  作者单位：University of California System; University of California Los Angeles
  摘要：It is not uncommon to find nonlinear patterns in the scatterplots of regressor variables. But how such findings affect standard regression analysis remains largely unexplored. This article offers a theory on nonlinear confounding, a term for describing the situation where a certain nonlinear relationship in regressors leads to difficulties in modeling and related analysis of the data. The theory begins with a measure of nonlinearity between two regressor variables. It is then used to assess no...
• A characterization of Markov equivalence classes for acyclic digraphs AI翻译
  作者：Andersson, SA; Madigan, D; Perlman, MD
  作者单位：Indiana University System; Indiana University Bloomington; University of Washington; University of Washington Seattle
  摘要：Undirected graphs and acyclic digraphs (ADG's), as well as their mutual extension to chain graphs, are widely used to describe dependencies among variables in multivariate distributions. In particular, the likelihood functions of ADG models admit convenient recursive factorizations that often allow explicit maximum likelihood estimates and that are well suited to building Bayesian networks for expert systems. Whereas the undirected graph associated with a dependence model is uniquely determine...
• Periodic moving averages of random variables with regularly varying tails AI翻译
  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 ...
• Nonparametric model checks for regression AI翻译
  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.
• On the efficiency of multivariate spatial sign and rank tests AI翻译
  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.
• Minimax linear estimation in a white noise problem AI翻译
  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.
• M-estimation, convexity and quantiles AI翻译
  作者：Koltchinskii, VI
  作者单位：University of New Mexico
  摘要：The paper develops a class of extensions of the univariate quantile function to the multivariate case (M-quantiles), related in a certain way to M-parameters of a probability distribution and their M-estimators. The spatial (geometric) quantiles, recently introduced by Koltchinskii and Dudley and by Chaudhuri as well as the regression quantiles of Koenker and Basset, are the examples of the M-quantile function discussed in the paper. We study the main properties of M-quantiles and develop the ...
• Estimating disease attack rates in heterogeneous interacting populations, with applications to HIV vaccine trials AI翻译
  作者：Wick, D; Self, SG
  作者单位：Fred Hutchinson Cancer Center
  摘要：We describe models for infectious disease attack rates outside Aalen's multiplicative class and incorporating heterogeneity and interactions between subjects. Large-sample theory for the Nelson-Aalen estimator is developed, and its relevance examined in a simulation study. Planning for randomized, controlled clinical trials of prophylactic HIV vaccines partly motivated this work.