4期

最新文章

• An O'Brien-Fleming sequential trial for comparing three treatments AI翻译
  作者：Betensky, RA
  摘要：We consider a sequential procedure for comparing three treatments with the goal of ultimately selecting the best treatment. This procedure starts with a sequential test to detect an overall treatment difference and eliminates the apparently inferior treatment if this test rejects the equality of the treatments. It then proceeds with a sequential test of the remaining two treatments. We base these sequential tests on the stopping boundaries popularized by O'Brien and Fleming. Our procedure is s...
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields AI翻译
  作者：Greenwood, PE; McKeague, IW; Wefelmeyer, W
  作者单位：State University System of Florida; Florida State University; Universitat Siegen
  摘要：Given a Markov chain sampling scheme, does the standard empirical estimator make best use of the data? We show that this is not so and construct better estimators. We restrict attention to nearest-neighbor random fields and to Gibbs samplers with deterministic sweep, but our approach applies to any sampler that uses reversible variable-at-a-time updating with deterministic sweep. The structure of the transition distribution of the sampler is exploited to construct further empirical estimators ...
• Identifiability and rates of estimation for scale parameters in location mixture models AI翻译
  作者：Ishwaran, H
  摘要：In this paper we consider the problem of identifiability and estimation for the scale parameter theta in the location mixture model theta(X + Y), where X has a known distribution independent of the YI whose distribution is unknown. Identification of theta is ensured by constraining Y based on the tail behavior of the distribution for X. Rates for estimation are described for those X which can be written as a square summable series of exponential variables. As a special case, our analysis shows...
• Mean residual life processes AI翻译
  作者：Csorgo, M; Zitikis, R
  摘要：Yang and Ball and Wellner initiated investigations of the asymptotic uniform behaviour of mean residual life (MRL) processes. They obtained results holding true over fixed and expanding compact subintervals of [0, infinity). In this exposition we study MRL processes over the whole positive half-line [0, infinity). We describe classes of weight functions which enable us to establish the (a) strong uniform-over-[0,infinity) consistency and (b) weak uniform-over-[0, infinity) approximation of MRL...
• Orthogonalization of multivariate location estimators: The orthomedian AI翻译
  作者：Grubel, R
  摘要：The coordinatewise median of a multivariate data set is a highly robust location estimator. but it depends on the choice of coordinates. A popular alternative which avoids this drawback is the spatial median, defined as the value that minimizes the sum of distances to the individual data points. In this paper are introduce and discuss another orthogonal equivariant version of the multivariate median, obtained by averaging the coordinatewise median over all orthogonal transformations. We invest...
• A note on Ritov's Bayes approach to the minimax property of the cusum procedure AI翻译
  作者：Beibel, M
  摘要：We consider, in a Bayesian framework. the model W-t = B-t +/- 0(t - v)(+), where B is a standard Brownian motion, theta is arbitrary but known and II is the unknown change-point, we transfer the construction of Ritov to this continuous time setup and show that the corresponding Bayes problems can be reduced to generalized parking problems.
• Robust estimation of parameters in a mixed unbalanced model AI翻译
  作者：Bednarski, T; Zontek, S
  摘要：This paper describes a method of robust estimation of shift and scale parameters in a mixed unbalanced interlaboratory model. Estimators presented result from ''easily computable'' Frechet differentiable functionals which enjoy some optimal properties in a small neighborhood of the model. A rigorous treatment of their asymptotic behaviour under departures from the model assumptions and a simulation study are given.
• A nonparametric calibration analysis AI翻译
  作者：Gruet, MA
  摘要：In this paper we discuss a new approach to solve calibration problems in a nonparametric setting. This approach is appealing because it fields estimates of the required quantities directly. The method combines kernel and robust estimation techniques. It relies on strong approximations of the estimating process and the extreme value theorem of Bickel and Rosenblatt. Using these results. we first obtain robust pointwise estimates of the parameters of interest. Second. Re set up asymptotic simult...
• Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model AI翻译
  作者：Kurata, H; Kariya, T
  作者单位：Hitotsubashi University
  摘要：In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix of the Gauss-Markov estimator. Second the result is applied to the (unrestricted) Zellner estimator in an N-equation seemingly unrelated regression (SUR) model and to the GLSE in a heteroscedastic model.
• Algorithms for computing self-consistent and maximum likelihood estimators with doubly censored data AI翻译
  作者：Mykland, PA; Ren, JJ
  作者单位：University of Nebraska System; University of Nebraska Lincoln
  摘要：The paper investigates the structure of the self-consistent estimators (SCE) and the nonparametric maximum likelihood estimator (NPMLE) for doubly censored data. An explicit sufficient and necessary condition for an SCE to be the NPMLE is given. Based on this, algorithms for computing the SCE and the NPMLE are provided. The relation between our algorithms and the EM algorithm is studied.