1995

最新文章

• PRINCIPAL POINTS AND SELF-CONSISTENT POINTS OF ELLIPTIC DISTRIBUTIONS AI翻译
  作者：TARPEY, T; LI, LN; FLURY, BD
  作者单位：National Center Atmospheric Research (NCAR) - USA; Indiana University System; Indiana University Bloomington; National Institute of Standards & Technology (NIST) - USA; Indiana University System; Indiana University Bloomington
  摘要：The k principal points of a p-variate random vector X are those points xi(1), ..., xi(k) is an element of R(p) which approximate the distribution of X by minimizing the expected squared distance of X from the nearest of the xi(j). Any set of k points y1, ..., y(k) partitions R(p) into ''domains of attraction'' D-1, ..., D-k according to minimal distance; following Hastie and Stuetzle we call y(1), ..., y(k) self-consistent if E[X\X is an element of D-j] = y(j) for j = 1, ..., k. Principal poin...
• A representation of partially ordered preferences AI翻译
  作者：Seidenfeld, T; Schervish, MJ; Kadane, JB
  作者单位：Carnegie Mellon University
  摘要：This essay considers decision-theoretic foundations for robust Bayesian statistics. We modify the approach of Ramsey, de Finetti, Savage and Anscombe and Aumann in giving axioms for a theory of robust preferences. We establish that preferences which satisfy axioms for robust preferences can be represented by a set of expected utilities. Tn the presence of two axioms relating to state-independent utility, robust preferences are represented by a set of probability/utility pairs, where the utilit...
• Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests AI翻译
  作者：Kallenberg, WCM; Ledwina, T
  作者单位：Wroclaw University of Science & Technology
  摘要：The data driven method of selecting the number of components in Neyman's smooth test for uniformity, introduced by Ledwina, is extended. The resulting tests consist of a combination of Schwarz's Bayesian information criterion (BIG) procedure and smooth tests. The upper bound of the dimension of the exponential families in applying Schwarz's rule is allowed to grow with the number of observations to infinity. Simulation results show that the data driven version of Neyman's test performs very we...
• Semiparametric analysis of general additive-multiplicative hazard models for counting processes AI翻译
  作者：Lin, DY; Ying, ZL
  作者单位：Rutgers University System; Rutgers University New Brunswick
  摘要：The additive-multiplicative hazard model specifies that the hazard function for the counting process associated with a multidimensional covariate process Z = (W-T, X(T))(T) takes the form of lambda(t/Z) = g{beta(0)(T)W(t)} + lambda(0)(t)h{gamma(0)(T)X(t)}, where theta(0) = (beta(0)(T),
• Adaptive root n estimates of integrated squared density derivatives AI翻译
  作者：Wu, TJ
  摘要：Based on a random sample of size n from an unknown density f on the real line, the nonparametric estimation of theta(k) = integral{f((k))(x)}(2) dx, k = 0, 1,..., is considered. These functionals are important in a number of contexts. The proposed estimates of theta(k) is constructed in the frequency domain by using the sample characteristic function. It is known that the sample characteristic function at high frequency is dominated by sample variation and does not contain much information abo...
• PREDICTION FUNCTIONS FOR CATEGORICAL PANEL-DATA AI翻译
  作者：GILULA, Z; HABERMAN, SJ
  作者单位：Northwestern University
  摘要：Prediction of categorical responses in panel studies is considered. Prediction functions based on general conditional log-linear models are investigated for statistical properties both from a population perspective and a sampling perspective. Problems such as existence and uniqueness of optimal prediction functions are addressed, and basic properties of measures of prediction quality are examined. Estimation, consistency and asymptotic normality are studied for the proposed parameter estimates...
• EXACT COMPUTATION OF THE ASYMPTOTIC EFFICIENCY OF MAXIMUM-LIKELIHOOD ESTIMATORS OF A DISCONTINUOUS SIGNAL IN A GAUSSIAN WHITE-NOISE AI翻译
  作者：RUBIN, H; SONG, KS
  作者单位：Texas A&M University System; Texas A&M University College Station
  摘要：In this paper, the problem of computing the exact value of the asymptotic efficiency of maximum likelihood estimators ol a discontinuous signal in a Gaussian white noise is considered. A method based on constructing difference equations for the appropriate moments is presented and used to show that the exact variance of the Pitman estimator is 16 zeta(3), where zeta is the Riemann zeta function.
• OPTIMAL RATE OF CONVERGENCE FOR FINITE MIXTURE-MODELS AI翻译
  作者：CHEN, JH
  摘要：In finite mixture models, we establish the best possible rate of convergence for estimating the mixing distribution. We find that the key for estimating the mixing distribution is the knowledge of the number of components in the mixture. While a root n-consistent rate is achievable when the exact number of components is known, the best possible rate is only n(-1/4) when it is unknown. Under a strong identifiability condition, it is shown that this rate is reached by some minimum distance estim...
• ON THE DISTANCE BETWEEN SMOOTHED EMPIRICAL, AND QUANTILE PROCESSES AI翻译
  作者：CSORGO, M; HORVATH, L
  作者单位：Utah System of Higher Education; University of Utah
  摘要：We consider Bahadur-Kiefer representations for smoothed quantile processes. We prove that the asymptotics of the distance between smoothed empirical and quantile processes can be completely different from that of the unsmoothed ones. We obtain a complete characterization of the possible limits.
• STATIONARY EXPONENTIAL-FAMILIES AI翻译
  作者：DINWOODIE, IH
  摘要：A stationary exponential family is defined using transition densities which take the form of exponentiated symmetric it-linear forms on R(d). Estimation is based on a mean value parametrization through a convex function on a finite-dimensional vector space. A consistency theorem and a central limit theorem are presented.