5期

最新文章

• Cone order association and stochastic cone ordering with applications to order-restricted testing AI翻译
  作者：Cohen, A; Sackrowitz, HB
  摘要：Cohen, Sackrowitz and Samuel-Cahn introduced the notion of cone: order association and established a necessary and sufficient condition for a normal random vector to be cone order associated (COA). In this paper we provide the following: (1) a necessary and sufficient condition for a multinomial distribution to be COA when the cone is a pairwise contrast cone; (2) a relationship between COA and regular association; (5) a notion of stochastic cone ordering (SCO) of random vectors along with two...
• On admissibility and optimality of treatment-control designs AI翻译
  作者：Majumdar, D
  摘要：The relationship between admissible incomplete block designs for confidence intervals with maximal coverage probability for treatment-control contrasts and optimal designs for estimation is investigated. For certain types of designs, admissible designs are shown to be precisely those with the number of replications of the control less than or equal to that of an optimal design. Moreover, admissible designs are the Raves optimal designs for a class of priors.
• Transformations of the empirical measure and Kolmogorov-Smirnov tests AI翻译
  作者：Cabana, A
  摘要：The power of Kolmogorov-Smirnov tests can be increased by transforming the empirical process into a new process that converges to a Wiener process under the null hypothesis and by choosing the transformation in such a way that some families of local alternatives become as noticeable as possible.
• Asymptotic optimality of data-driven Neyman's tests for uniformity AI翻译
  作者：Inglot, T; Ledwina, T
  摘要：Data-driven Neyman's tests resulting from a combination of Neyman's smooth tests for uniformity and Schwarz's selection are investigated. Asymptotic intermediate efficiency of those test with respect to the Neyman-Pearson test is shown to be 1 for a large of converging alternatives. The result shows that data-driven Neyman's tests, contrary to classical goodness-of-fit tests, are indeed omnibus tests adapting well to the data at hand.
• Asymptotics for the maximum of half-normal plots AI翻译
  作者：Goldstein, L; Gordon, L
  摘要：We study approximations to the distribution of the largest Walsh-Fourier coefficient obtained by transforming i.i.d. observations from a non-normal parent distribution. The study is inspired by the use of half-normal plots in screening studies and in the analysis of molecular sequence data. In the latter context, we indicate why continuity corrections are needed.
• Second-order correctness of the blockwise bootstrap for stationary observations AI翻译
  作者：Gotze, F; Kunsch, HR
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：We show that the blockwise bootstrap approximation for the distribution of a studentized statistic computed from dependent data is second-order correct provided we choose an appropriate variance estimator. We also show how to adapt the BCa confidence interval of Efron to the dependent case. For the proofs we extend the results of Gotze and Hipp on the validity of the formal Edgeworth expansion for a sum to the studentized mean.
• The integrated periodogram for stable processes AI翻译
  作者：Kluppelberg, C; Mikosch, T
  作者单位：University of Groningen
  摘要：We study the asymptotic behavior of the integrated periodogram for alpha-stable linear processes. For alpha is an element of (1, 2) we prove a functional limit theorem for the integrated periodogram. The limit is an alpha-stable analogue to the Brownian bridge. We apply our results to investigate some specific goodness-of-fit tests for heavy-tailed linear processes.
• On Latin hypercube sampling AI翻译
  作者：Loh, WL
  作者单位：Purdue University System; Purdue University
  摘要：This paper contains a collection of results on Latin hypercube sampling. The first result is a Berry-Esseen-type bound for the multivariate central limit theorem of the sample mean <(mu)over cap>(n) based on a Latin hypercube sample. The second establishes sufficient conditions on the convergence rate in the strong law for <(mu)over cap>(n). Finally motivated by the concept of empirical likelihood, a way of constructing nonparametric confidence regions based on Latin hypercube samples is propo...
• Markov properties of nonrecursive causal models AI翻译
  作者：Koster, JTA
  摘要：This paper aims to solve an often noted incompatibility between graphical chain models which elucidate the conditional independence structure of a set of random variables and simultaneous equations systems which focus on direct linear interactions and correlations between random variables. Various authors have argued that the incompatibility arises mainly from the fact that in a simultaneous equations system (e.g., a LISREL model) reciprocal causality is possible whereas this is not so in the ...
• Optimal stopping of sequential size-dependent search AI翻译
  作者：FakhreZakeri, I; Slud, E
  作者单位：University System of Maryland; University of Maryland College Park
  摘要：In many areas of application, one searches within finite populations for items of interest, where the probability of sampling an item fs proportional to a random size attribute from an i.i.d. superpopulation of attributes which may or may not be observable upon discovery. Here we treat the problem of asymptotically optimal stopping rules for size-dependent searches of this type, as the size of the underlying population grows, where the loss function includes an asymptotically smooth time-depen...