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作者：LI, G; DOSS, H
作者单位：University System of Ohio; Ohio State University
摘要：Most hazard regression models in survival analysis specify a given functional form to describe the influence of the covariates on the hazard rate. For instance, Cox's model assumes that the covariates act multiplicatively on the hazard rate, and Aalen's additive risk model stipulates that the covariates have a linear additive effect on the hazard rate. In this paper we study a fully nonparametric model which makes no assumption on the association between the hazard rate and the covariates. We ...
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作者：MULLER, HG; ZHAO, PL
作者单位：Merck & Company; Merck & Company USA
摘要：We propose a general semiparametric variance function model in a fixed design regression setting. In this model, the regression function is assumed to be smooth and is modelled nonparametrically, whereas the relation between the variance and the mean regression function is assumed to follow a generalized linear model. Almost all variance function models that were considered in the literature emerge as special cases. Least-squares-type estimates for the parameters of this model and the simultan...
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作者：ROBINSON, PM
摘要：This paper discusses the estimation of multiple time series models which allow elements of the spectral density matrix to tend to infinity or zero at zero frequency and be unrestricted elsewhere. A form of log-periodogram regression estimate of differencing and scale parameters is proposed, which can provide modest efficiency improvements over a previously proposed method (for which no satisfactory theoretical justification seems previously available) and further improvements in a multivariate...
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作者：Chen, HF
摘要：Chen and Loh showed that the Box-Cox transformed two-sample t-test is more powerful than the ordinary t-test under Pitman alternatives where the location shifts appear in the untransformed scale. In this article, we prove that Chen and Loh's result also holds for a general family of transformations. An upper bound on the asymptotic relative efficiency (ARE) is obtained. In addition, we investigate bounds on the ARE under Pitman location shift alternatives in the transformed scale. We find that...
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作者：Groeneboom, P; Jongbloed, G
摘要：It is shown that, in the nonparametric setting for the so-called Wicksell problem, the distribution function of the squared radii of the balls cannot be estimated at a rate faster than n(-1/2)root log n. We present an isotonic estimator of the distribution function which attains this rate and derive its asymptotic (normal) distribution. It is shown that the variance of this limiting distribution is exactly half the asymptotic variance of the naive plug-in estimator.
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作者：WORSLEY, KJ
摘要：Certain three-dimensional images arising in medicine and astrophysics are modelled as a smooth random field, and experimenters are interested in the number of peaks or ''hot-spots'' present in such an image. This paper studies the Hadwiger characteristic of the excursion set of a random field. The excursion set is the set of points where the image exceeds a fixed threshold, and the Hadwiger characteristic, like the Euler characteristic, counts the number of connected components in the excursio...
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作者：YU, QQ; GOVINDARAJULU, Z
作者单位：University of Kentucky
摘要：Suppose that X(1),...,X(m) are i.i.d. from a continuous distribution function F and Y-1,...,Y-n are i.i.d. from a continuous distribution function G; X's and Y's are independent. A minimum variance unbiased estimator of P(X < Y) is the Mann-Whitney statistic. We show that the Mann-Whitney statistic is admissible under a class of weighted squared error losses and is minimax under a proper weighted squared error loss.
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作者：MIKOSCH, T; GADRICH, T; KLUPPELBERG, C; ADLER, RJ
作者单位：Technion Israel Institute of Technology; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We consider a standard ARMA process of the form phi(B)X(t) = B(B)Z(t), where the innovations Z(t) belong to the domain of attraction of a stable law, so that neither the Z(t) nor the X(t) have a finite variance. Our aim is to estimate the coefficients of phi and theta. Since maximum likelihood estimation is not a viable possibility (due to the unknown form of the marginal density of the innovation sequence), we adopt the so-called Whittle estimator, based on the sample periodogram of the X seq...
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作者：POLONIK, W
作者单位：Ruprecht Karls University Heidelberg
摘要：By using empirical process theory, the so-called excess mass approach is studied. It can be applied to various statistical problems, especially in higher dimensions, such as testing for multimodality, estimating density contour clusters, estimating nonlinear functionals of a density, density estimation, regression problems and spectral analysis. We mainly consider the problems of testing for multimodality and estimating density contour clusters, but the other problems also are discussed. The e...
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作者：HALL, P; JING, BY
摘要：We derive upper bounds for the coverage error of confidence intervals for a population mean uniformly over large classes of populations and different types of confidence intervals. It is shown that the order of these bounds is achieved by the normal approximation method for constructing confidence intervals, uniformly over distributions with finite third moment, and, by an empirical Edgeworth correction of this approach, uniformly over smooth distributions with finite fourth moments. These res...
