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作者:Csorgo, S
摘要:Universal Gaussian approximations are established for empirical cu mulative hazard and product-limit processes under random censorship. They hold uniformly up to some large order statistics in the sample, with the approximation rates depending on the order of these statistics, and require no assumptions on the censoring mechanism. Weak convergence results and laws of the iterated logarithm follow on the whole line if the respective processes are stopped at certain large order statistics, depen...
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作者:Feuerverger, A; Hall, P
作者单位:Australian National University
摘要:Maximum likelihood estimators for record-value data with a linear trend are quite sensitive to misspecification of the error distribution. Indeed, incorrect choice of that distribution can lead to inconsistent estimation of the intercept parameter and produce estimators of slope that do not enjoy the asymptotic convergence rate prescribed by the information matrix. These properties and the importance of linearly trended records lead us to suggest a distribution-free approach to inference. We s...
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作者:Chen, HG; Hedayat, AS
作者单位:University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要:Since not all 2(n-l) fractional factorial designs with maximum resolution are equally good, Fries and Hunter introduced the minimum aberration criterion for selecting good 2(n-l) fractional factorial designs with the same resolution. We modify the concept of minimum aberration and define weak minimum aberration and show the usefulness of this new design concept. Using some techniques from finite geometry, we construct 2(n-l) fractional factorial designs of resolution III with weak minimum aber...
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作者:Hall, P; McKay, I; Turlach, BA
摘要:Compared to traditional approaches to curve estimation, such as those based on kernels, wavelet methods are relatively unaffected by discontinuities and similar aberrations. In particular, the mean square convergence rate of a wavelet estimator of a fixed, piecewise-smooth curve is not influenced by discontinuities. Nevertheless, it is clear that as the estimation problem becomes more complex the limitations of wavelet methods must eventually be apparent. By allowing the number of discontinuit...
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作者:Hsieh, F
摘要:To compare two samples of possibly right-censored failure times, a location-scale model, without assuming the distribution form, is considered for the log-transformed data. This new accelerated failure time model is introduced to accommodate the possible heterogeneity between within-treatment variations of the two groups considered. One distinct feature of this model is that, with the presence of heterogeneity, statistical inferences on both location and scale parameters based on log-rank test...
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作者:VandeGeer, S; Wegkamp, M
摘要:We shall study the general regression model Y = g(0)(X) + epsilon, where X and epsilon are independent. The available information about g(0) can be expressed by g(0) is an element of G for some class G. As an estimator of g(0) we choose the least squares estimator. We shall give necessary and sufficient conditions for consistency of this estimator in terms of(basically) geometric properties of G. Our main tool will be the theory of empirical processes.
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作者:Shirakura, T; Takahashi, T; Srivastava, JN
作者单位:Colorado State University System; Colorado State University Fort Collins
摘要:Consider search designs for identifying at most k nonzero effects under a search linear model. In the noisy case, the procedure for identifying these effects, which is based on the sum of squares due to error, is considered and its stochastic properties are studied. The errors of observations are assumed to be distributed independently with the normal distribution N(0, sigma(2)) and, in particular, the case of k = 1 is considered. Some results on a searching probability under the procedure are...
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作者:Zhang, CH; Li, X
摘要:Linear regression with doubly censored responses is considered. Buckley-James-Ritov-type estimators are proposed. Semiparametric information and projective scores are discussed. An expansion of the estimating equations is obtained under fairly general assumptions. Sufficient conditions are given for the asymptotic consistency and normality of the estimators.
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作者:Devroye, L; Lugosi, G
作者单位:Budapest University of Technology & Economics
摘要:We define a minimum distance estimate of the smoothing factor for kernel density estimates, based on a methodology first developed by Yatracos. It is shown that if f(nh) denotes the kernel density estimate on R(d) for an i.i.d. sample of size n drawn from an unknown density f, where h is the smoothing factor, and if f(n) is the kernel estimate with the same kernel and with the proposed new data-based smoothing factor, then, under a regularity condition on the kernel K, sup lim sup/fn-->infinit...
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作者:Mili, L; Coakley, CW
作者单位:Virginia Polytechnic Institute & State University
摘要:A structured linear regression model is one in which there are permanent dependencies among some p row vectors of the n x p design matrix. To study structured linear regression, we introduce a new class of robust estimators, called D-estimators, which can be regarded as a generalization of the least median of squares and least trimmed squares estimators. They minimize a dispersion function of the ordered absolute residuals up to the rank h. We investigate their breakdown point and exact fit po...