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• Asymptotic properties of estimators for autoregressive models with errors in variables AI翻译
  作者：Chanda, KC
  摘要：Let {X(t), t is an element of Z} be an observable strictly stationary sequence of random variables and let X(t) = U-t + epsilon(t), where {U-t} is an AR (p) and {epsilon(t)} is a strictly stationary sequence representing errors of measurement in {X(t)}, with E{epsilon(1)} = 0. Under some broad assumptions on {epsilon(t)} We establish the consistency properties as well as the rates of convergence for the standard estimators for the autoregressive parameters computed from a set of modified Yule-...
• Direct use of regression quantiles to construct confidence sets in linear models AI翻译
  作者：Zhou, KQ; Portnoy, SL
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign
  摘要：Direct use of the empirical quantile function provides a standard distribution-free approach to constructing confidence intervals and confidence bands for population quantiles. We apply this method to construct confidence intervals and confidence bands for regression quantiles and to construct prediction intervals based on sample regression quantiles. Comparison of the direct method with the studentization and the bootstrap methods are discussed. Simulation results show that the direct method ...
• Higher-order approximations to conditional distribution functions AI翻译
  作者：Kolassa, JE
  作者单位：University of Rochester
  摘要：This paper derives higher-order terms in the double-saddlepoint expansion of Skovgaard for a unidimensional conditional cumulative distribution function. Expansions for continuous and lattice random variables are derived. Results are applied to the sufficient statistic in logistic regression.
• Nonparametric and semiparametric estimation of the receiver operating characteristic curve AI翻译
  作者：Hsieh, FS; Turnbull, BW
  作者单位：Cornell University
  摘要：The receiver operating characteristic (ROC) curve describes the performance of a diagnostic test used to discriminate between healthy and diseased individuals based on a variable measured on a continuous scale. The data consist of a training set of m responses X(1),...,X(m) from healthy individuals and n responses Y-1,...,Y-n from diseased individuals. The responses are assumed i.i.d. from unknown distributions F and G, respectively. We consider estimation of the ROC curve de fined by 1-G(F-1(...
• An empirical Bayes approach to directional data and efficient computation on the sphere AI翻译
  作者：Healy, DM; Kim, PT
  作者单位：University of Guelph
  摘要：This paper proposes a consistent nonparametric empirical Bayes estimator of the prior density for directional data. The methodology is to use Fourier analysis on S-2 to adapt Euclidean techniques to this non-Euclidean environment. General consistency results are obtained. In addition, a discussion of efficient numerical computation of Fourier transforms on S-2 is given, and their applications to the methods suggested in this paper are sketched.
• Smoothed functional principal, components analysis by choice of norm AI翻译
  作者：Silverman, BW
  摘要：The principal components analysis of functional data is often enhanced by the use of smoothing. It is shown that an attractive method of incorporating smoothing is to replace the usual L(2)-orthonormality constraint on the principal components by orthonormality with respect to an inner product that takes account of the roughness of the functions. The method is easily implemented in practice by making use of appropriate function transforms (Fourier transforms for periodic data) and standard pri...
• A robust adjustment of the profile likelihood AI翻译
  作者：Stafford, JE
  摘要：Under mild misspecifications of model assumptions, maximum likelihood estimates often remain consistent and asymptotically normal. Asymptotic normality will often hold for the signed root of the likelihood ratio statistic and the score statistic as well. However, standard estimates of asymptotic variance are usually inconsistent. This occurs when Bartlett's second identity fails. In the manner of McCullagh and Tibshirani, a variance correction may be used to adjust the profile likelihood so th...
• On the convergence of the Markov chain simulation method AI翻译
  作者：Athreya, KB; Doss, H; Sethuraman, J
  作者单位：University System of Ohio; Ohio State University; State University System of Florida; Florida State University; State University System of Florida; Florida State University
  摘要：The Markov chain simulation method has been successfully used in many problems, including some that arise in Bayesian statistics. We give a self-contained proof of the convergence of this method in general state spaces under conditions that are easy to verify.
• On uniform generation of two-way tables with fixed margins and the conditional volume test of Diaconis and Efron AI翻译
  作者：Holmes, RB; Jones, LK
  作者单位：University of Massachusetts System; University of Massachusetts Lowell
  摘要：Two efficient Monte Carlo algorithms are proposed for uniformly generating two-way contingency tables with fixed margins. These permit some improvements on recent work of Diaconis, Efron and Gangolli, especially concerning estimates of the total number of such tables.
• REML estimation: Asymptotic behavior and related topics AI翻译
  作者：Jiang, JM
  作者单位：University of California System; University of California Berkeley
  摘要：The restricted maximum likelihood (REML) estimates of dispersion parameters (variance components) in a general (non-normal) mixed model are defined as solutions of the REML equations. In this paper, we show the REML estimates are consistent if the model is asymptotically identifiable and infinitely informative under the (location) invariant class, and are asymptotically normal (A.N.) if in addition the model is asymptotically nondegenerate. The result does not require normality or boundedness ...