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作者：Tran, L; Roussas, G; Yakowitz, S; Van, BT
作者单位：University of Arizona; University of California System; University of California Davis; Universite de Pau et des Pays de l'Adour
摘要：This investigation is concerned with recovering a regression function g(x(i)) on the basis of noisy observations taken at uniformly spaced design points x(i). It is presumed that the corresponding observations are corrupted by additive dependent noise, and that the noise is, in fact, induced by a general linear process in which the summand law can be discrete, as well as continuously distributed. Discreteness induces a complication because such noise is not known to be strong mixing, the postu...
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作者：Kadane, JB; Wasserman, L
摘要：Choquet capacities are a generalization of probability measures that arise in robustness, decision theory and game theory. Many capacities that arise in robustness are symmetric or can be transformed into symmetric capacities. We characterize the extreme points of the set of upper distribution functions corresponding to coherent, symmetric Choquet capacities on [0, 1]. We also show that the set of 2-alternating capacities is a simplex and we give a Choquet representation of this set.
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作者：Morgan, JP; Uddin, N
作者单位：Tennessee Technological University
摘要：Optimal design is studied for factorial experiments in the nested row and column setting. The approach is analogous to that of orthogonal Latin squares: main effects plans are found by the superimposition of one nested row and column design upon another Conditions are stated for statistical orthogonality of the superimposed components, resulting in orthogonal main effects plans, and a number of constructions are given. Orthogonal collections of sets of Latin squares are introduced. All of the ...
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作者：Nobel, A
摘要：We establish general sufficient conditions for the L(2)-consistency of multivariate histogram regression estimates based on data-dependent partitions. These same conditions insure the consistency of partitioning regression estimates based on local polynomial fits, and, with an additional regularity assumption, the consistency of histogram estimates for conditional medians. Our conditions require shrinking cells, subexponential growth of a combinatorial complexity measure and sublinear growth o...
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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...
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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<...
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作者：Dahlhaus, R; Wefelmeyer, W
作者单位：Universitat Siegen
摘要：A concept of asymptotically efficient estimation is presented when a misspecified parametric time series model is fitted to a stationary process. Efficiency of several minimum distance estimates is proved and the behavior of the Gaussian maximum likelihood estimate is studied. Furthermore, the behavior of estimates that minimize the h-step prediction enter is discussed briefly. The paper answers to some extent the question what happens when a misspecified model is fitted to time series data an...
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作者：Korostelev, A
摘要：A large-deviations criterion is proposed for optimality of nonparametric regression estimators. The criterion is one of minimaxity of the large-deviations probabilities. We study the case where the underlying class of regression functions is either Lipschitz or Holder, and when the loss function involves estimation at a point or in supremum norm. Exact minimax asymptotics are found in the Gaussian case.
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作者：Phelan, MJ
摘要：Birth and death on a flow refers to a particle system on a Brownian flow. Particles are born in a point process and move on the flow subject to position-dependent killing. They die eventually and leave the flow. The particle process is a measure-valued Markov process tracking these motions. Its law depends on the distribution of births, the coefficients of the flow and the rate of killing. we treat asymptotic likelihood estimation of these parameters from chronicles of the particle process as ...
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作者：Erickson, RV
摘要：It is shown that the location of the set of m + 1 observations with minimal diameter, within local data, is a robust estimator of the location of a vertical tangent in a distribution function. The rate of consistency of these estimators is shown to be the same as that of asymptotically efficient estimators for the same model. Robustness means (1) only properties of the distribution local to the vertical tangent play a role in the asymptotics, and (2) these asymptotics can be proven given appro...
