5期

最新文章

• Optimal Bayesian designs for models with partially specified heteroscedastic structure AI翻译
  作者：Dette, H; Wong, WK
  作者单位：University of California System; University of California Los Angeles
  摘要：We consider the problem of finding a nonsequential optimal design for estimating parameters in a generalized exponential growth model. This problem is solved by first considering polynomial regression models with error variances that depend on the covariate value and unknown parameters. A Bayesian approach is adopted, and optimal Bayesian designs supported on a minimal number of support points for estimating the coefficients in the polynomial model are found analytically. For some criteria, th...
• 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...
• A frequency domain bootstrap for ratio statistics in time series analysis AI翻译
  作者：Dahlhaus, R; Janas, D
  摘要：The asymptotic properties of the bootstrap in the frequency domain based on Studentized periodogram ordinates are studied, It is proved that this bootstrap approximation is valid for ratio statistics such as autocorrelations. By using Edgeworth expansions it is shown that the bootstrap approximation even outperforms the normal approximation. The results carry over to Whittle estimates. In a simulation study the behavior of the bootstrap is studied for empirical correlations and Whittle estimat...
• Limit theorem for maximum of standardized U-statistics with an application AI翻译
  作者：Horvath, L; Shao, QM
  作者单位：University of Oregon
  摘要：We show that the maximally selected standardized U-statistic goes in distribution to an infinite sum of weighted chi-square random variables in the degenerate case. The result is applied to the detection of possible changes in the distribution of a sequence observation.
• Asymptotic optimality of regular sequence designs AI翻译
  作者：Ritter, K
  摘要：We study linear estimators for the weighted integral of a stochastic process. The process may only be observed on a finite sampling design. The error is defined in a mean square sense, and the process is assumed to satisfy Sacks-Ylvisaker regularity conditions of order r is an element of N-0. We show that sampling at the quantiles of a particular density already yields asymptotically optimal estimators. Hereby we extend the results of Sacks and Ylvisaker for regularity r = 0 or 1, and we confi...
• Parameter estimation for infinite variance fractional arima AI翻译
  作者：Kokoszka, PS; Taqqu, MS
  作者单位：Boston University
  摘要：Consider the fractional ARIMA time series with innovations that have infinite variance; This is a finite parameter model which exhibits both long-range dependence (long memory) and high variability. We prove the consistency of an estimator of the unknown parameters which is based on the periodogram and derive its asymptotic distribution. This shows that the results of Mikosch, Gadrich, Kluppelberg and Adler for ARMA time series remain valid for fractional ARIMA with long-range dependence. We a...
• A large deviation theorem for the q-sample likelihood ratio statistic AI翻译
  作者：Rublik, F
  摘要：An upper bound for the tail probability P-theta(log(L(x((n1,...,nq)),Theta)/ L(x((n1,...,nq)),theta) greater than or equal to t) is derived in the case of sampling from q populations. This estimate is used for establishing the Hodges-Lehmann optimality of a test statistic for a hypothesis on exponential distributions.
• Maximum likelihood estimation under a spatial sampling scheme AI翻译
  作者：vanderVaart, A
  摘要：It is shown that the maximum likelihood estimator in a model used in the statistical analysis of computer experiments is asymptotically efficient.
• An information inequality for the Bayes risk AI翻译
  作者：Sato, M; Akahira, M
  摘要：This paper presents a lower bound, derived from the information inequality for the Bayes risk with respect to truncated priors under quadratic loss. It is discussed in cases where the regularity condition of Brown and Gajek is not always satisfied. A related result for the minimax risk is also given.