2期

最新文章

• On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative AI翻译
  作者：Efromovich, S; Low, M
  作者单位：University of Pennsylvania
  摘要：Bickel and Ritov suggested an optimal estimator for the integral of the square of the hth derivative of a density when the unknown density belongs to a Lipschitz class of a given order beta. In this context optimality means that the estimate is asymptotically efficient, that is, it has the best constant and rate of risk convergence, whenever beta > 2k + 1/4, and it is rate optimal otherwise. The suggested optimal estimator crucially depends on the value of beta which is obviously unknown. Bick...
• Partial least squares algorithm yields shrinkage estimators AI翻译
  作者：Goutis, C
  摘要：We give a geometric proof that the estimates of a regression model derived by using partial least squares shrink the ordinary least squares estimates. The proof is based on a sequential construction algorithm of partial least squares. A discussion of the nature of shrinkage is included.
• Maximum likelihood methods for a generalized class of log-linear models AI翻译
  作者：Lang, JB
  摘要：We discuss maximum likelihood methods for fitting a broad class of multivariate categorical response data models. In particular, we derive the large-sample distributions for maximum likelihood estimators of parameters of product-multinomial generalized log-linear models. The large-sample behavior of other relevant likelihood-based statistics such as goodness-of-fit statistics and adjusted residuals is also described, The asymptotic results are derived within the framework of the constraint spe...
• Some remarks on sufficiency, invariance and conditional independence AI翻译
  作者：Nogales, AG; Oyola, JA
  摘要：In this paper results and counterexamples are given to study the relationship between some conditions which appear in the literature on sufficiency, invariance and conditional independence.
• Shrinkage estimators, Skorokhod's problem and stochastic integration by parts AI翻译
  作者：Evans, SN; Stark, PB
  摘要：For a broad class of error distributions that includes the spherically symmetric ones, we give a short proof that the usual estimator of the mean in a cl-dimensional shift model is inadmissible under quadratic loss when d greater than or equal to 3. Our proof involves representing the error distribution as that of a stopped Brownian motion and using elementary stochastic analysis to obtain a generalization of an integration by parts lemma due to Stein in the Gaussian case.
• Efficient estimation for the proportional hazards model with interval censoring AI翻译
  作者：Huang, J
  摘要：The maximum likelihood estimator (MLE) for the proportional hazards model with case 1 interval censored data is studied. It is shown that the MLE for the regression parameter is asymptotically normal with root n convergence rate and achieves the information bound, even though the MLE for the baseline cumulative hazard function only converges at n(1/3) rate. Estimation of the asymptotic variance matrix for the MLE of the regression parameter is also considered. To prove our main results, we als...
• Mobius transformation and Cauchy parameter estimation AI翻译
  作者：McCullagh, P
  摘要：Some properties of the ordinary two-parameter Cauchy family, the circular or wrapped Cauchy family, and their connection via Mobius transformation are discussed. A key simplification is achieved by taking the parameter theta = mu + i sigma to be a point in the complex plane rather than the real plane. Maximum likelihood estimation is studied in some detail. It is shown that the density of any equivariant estimator is harmonic on the upper half-plane. In consequence, the maximum likelihood esti...
• Some counterexamples concerning sufficiency and invariance AI翻译
  作者：Berk, RH; Nogales, AG; Oyola, JA
  作者单位：Universidad de Extremadura
  摘要：Some conditions which are usually found in the literature on sufficiency and invariance are considered, with counterexamples given to clarify the relationship between these conditions.
• Efficient estimation in the bivariate censoring model and repairing NPMLE AI翻译
  作者：vanderLaan, MJ
  摘要：The NPMLE in the bivariate censoring model is not consistent for continuous data. The problem is caused by the singly censored observations. In this paper we prove that if we observe the censoring times Or if the censoring times are discrete, then a NPMLE based on a slightly reduced data set, in particular, we interval censor the singly censored observations, is asymptotically efficient for this reduced data and moreover if we let the width of the interval converge to zero slowly enough, then ...
• Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data AI翻译
  作者：Li, G; Hollander, M; McKeague, IW; Yang, J
  作者单位：State University System of Florida; Florida State University
  摘要：The purpose of this paper is to derive confidence bands for quantile functions using a nonparametric likelihood ratio approach. The method is easy to implement and has several appealing properties. It applies to right-censored and left-truncated data, and it does not involve density estimation or even require the existence of a density. Previous approaches (e.g., bootstrap) have imposed smoothness conditions on the density. The performance of the proposed method is investigated in a Monte Carl...