1996

最新文章

• Optimal designs for rational models AI翻译
  作者：He, ZQ; Studden, WJ; Sun, DC
  作者单位：University of Missouri System; University of Missouri Columbia
  摘要：In this paper, experimental designs for a rational model, Y = P(x)/Q(x) + epsilon, are investigated, where P(x) = theta(0) + theta(1) + ... + theta(p)x(p) and Q(x) = 1 + theta(p+1) x + ... + theta(p+q)x(q) are polynomials and epsilon is a random error. Two approaches, Bayesian D-optimal and Bayesian optimal design for extrapolation, are examined. The first criterion maximizes the expected increase in Shannon information provided by the experiment asymptotically and the second minimizes the asy...
• Bayesian models for sparse probability tables AI翻译
  作者：Smith, JQ; Queen, CM
  作者单位：University of Kent
  摘要：We wish to make inferences about the conditional probabilities p(y/x), many of which are zero, when the distribution of X is unknown and one observes only a multinomial sample of the Y variates. To do this, fixed likelihood ratio models and quasi-incremental distributions are defined. It is shown that quasi-incremental distributions are intimately linked to decomposable graphs and that these graphs can guide us to transformations of X and Y which admit a conjugate Bayesian analysis on a repara...
• Partial least squares algorithm yields shrinkage estimators AI翻译
  作者：Goutis, C
  摘要：We give a geometric proof that the estimates of a regression model derived by using partial least squares shrink the ordinary least squares estimates. The proof is based on a sequential construction algorithm of partial least squares. A discussion of the nature of shrinkage is included.
• Maximum likelihood methods for a generalized class of log-linear models AI翻译
  作者：Lang, JB
  摘要：We discuss maximum likelihood methods for fitting a broad class of multivariate categorical response data models. In particular, we derive the large-sample distributions for maximum likelihood estimators of parameters of product-multinomial generalized log-linear models. The large-sample behavior of other relevant likelihood-based statistics such as goodness-of-fit statistics and adjusted residuals is also described, The asymptotic results are derived within the framework of the constraint spe...
• Some remarks on sufficiency, invariance and conditional independence AI翻译
  作者：Nogales, AG; Oyola, JA
  摘要：In this paper results and counterexamples are given to study the relationship between some conditions which appear in the literature on sufficiency, invariance and conditional independence.
• Asymptotic equivalence of density estimation and Gaussian white noise AI翻译
  作者：Nussbaum, M
  摘要：Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure form. The equivalence has mostly been stated informally, but an approximation in the sense of Le Cam's deficiency distance Delta would make it precise. The models are then asymptotically equivalent for all purposes of statistical decision with bounded loss. In nonparametrics, a first result of this...
• On optimal adaptive estimation of a quadratic functional AI翻译
  作者：Efromovich, S; Low, M
  作者单位：University of Pennsylvania
  摘要：Minimax mean-squared error estimates of quadratic functionals of smooth functions have been constructed for a variety of smoothness classes. In contrast to many nonparametric function estimation problems there are both regular and irregular cases. In the regular cases the minimax mean-squared error converges at a rate proportional to the inverse of the sample size, whereas in the irregular case much slower rates are the rule. We investigate the problem of adaptive estimation of a quadratic fun...
• On the asymptotic expansion of the empirical process of long-memory moving averages AI翻译
  作者：Ho, HC; Hsing, TL
  作者单位：Texas A&M University System; Texas A&M University College Station
  摘要：Let X(n) = Sigma(i=1)(infinity)a(i) epsilon(n-i), where the epsilon(i) are iid with mean 0 and finite fourth moment and the a(i) are regularly varying with index -beta where beta is an element of (1/2, 1) so that (X(n)) has long-range dependence. This covers an important class of the fractional ARIMA process. For r greater than or equal to 0, let Y-N,Y-r = Sigma(n=1)(N) Sigma(1 less than or equal to j1<...
• On the invariance of noninformative priors AI翻译
  作者：Datta, GS; Ghosh, M
  作者单位：State University System of Florida; University of Florida
  摘要：Jeffreys' prior, one of the widely used noninformative priors, remains invariant under reparameterization, but does not perform satisfactorily in the presence of nuisance parameters. To overcome this deficiency, recently various noninformative priors have been proposed in the literature. This article explores the invariance (or lack thereof) of some of these noninformative priors including the reference prior of Berger and Bernardo, the reverse reference prior of J. K. Ghosh and the probabilit...
• Asymptotic equivalence of nonparametric regression and white noise AI翻译
  作者：Brown, LD; Low, MG
  摘要：The principal result is that, under conditions, to any nonparametric regression problem there corresponds an asymptotically equivalent sequence of white noise with drift problems, and conversely. This asymptotic equivalence is in a global and uniform sense. Any normalized risk function attainable in one problem is asymptotically attainable in the other, with the difference in normalized risks converging to zero uniformly over the entire parameter space. The results are constructive. A recipe i...