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作者：HOSSJER, O; RUPPERT, D
作者单位：Cornell University
摘要：An asymptotic expansion is provided for the transformation kernel density estimator introduced by Ruppert and Cline. Let h(k) be the bandwidth used in the kth iteration, k = 1, 2,..., t. If all bandwidths are of the same order, the leading bias term of the lth derivative of the tth iterate of the density estimator has the form (b) over bar(t)((l))(x)Pi(k=1)(t) h(k)(2), where the bias factor (b) over bar(t)(x) depends on the second moment of the kernel K, as well as on all derivatives of the de...
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作者：XIANG, XJ
摘要：Consider a statistical procedure (Method A) which is based on n observations and a less effective procedure (Method B) which requires a larger number k(n) of observations to give equal performance under a certain criterion. To compare two different procedures, Hedges and Lehmann suggested that the difference k(n) - n, called the deficiency of Method B with respect to Method A, is the most natural quantity to examine. In this article, the performance of two kernel quantile estimators is examine...
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作者：DETTE, H; HEILIGERS, B; STUDDEN, WJ
作者单位：University of Augsburg; Purdue University System; Purdue University; University of Gottingen
摘要：In the usual linear regression model we investigate the geometric structure of a class of minimax optimality criteria containing Elfving's minimax and Kiefer's phi(p)-criteria as special cases. It is shown that the optimal designs with respect to these criteria are also optimal for A'theta, where A is any inball vector (in an appropriate norm) of a generalized Elfving set. The results explain the particular role of the A- and E-optimality criterion and are applied for determining the optimal d...
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作者：Machler, MB
摘要：Usual nonparametric regression estimators often show many little wiggles which do not appear to be necessary for a good description of the data. The new ''Wp'' smoother is a maximum penalized likelihood (MPL) estimate with a novel roughness penalty. It penalizes a relative change of curvature. This leads to disjoint classes of functions, each with a given number, n(w), of inflection points. For a ''Wp'' estimate, f ''(x) = +/- (x - w(1))...(x - w(nw)). exp h(f)(x), which is semiparametric, wit...
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作者：Oller, JM; Corcuera, JM
摘要：The parametric statistical models with suitable regularity conditions have a natural Riemannian manifold structure, given by the information metric. Since the parameters are merely labels for the probability measures, an inferential statement should be formulated through intrinsic objects, invariant under reparametrizations. In this context the estimators will be random objects valued on the manifold corresponding to the statistical model. In spite of these considerations, classical measures o...
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作者：CHENG, CS
摘要：The definition of an orthogonal array imposes an important geometric property: the projection of an OA(lambda 2(t), 2(k), t), a lambda 2(t)-run orthogonal array with k two-level factors and strength t, onto any t factors consists of lambda copies of the complete 2(t) factorial. In this article, projections of an OA(N, 2(k), t) onto t + 1 and t + 2 factors are considered. The projection onto any t + 1 factors must be one of three types: one or more copies of the complete 2(t+1) factorial, one o...
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作者：CHEN, K; CHAO, MT; LO, SH
作者单位：Academia Sinica - Taiwan
摘要：In this paper, we prove that the Lynden-Bell estimator of a distribution function in the random truncation model is uniformly strong tent over the whole half line, a problem left open by Woodroofe.
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作者：Menendez, JA; Salvador, B
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作者：Chan, G; Hall, P; Poskitt, DS
作者单位：Australian National University; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：We suggest an estimator, based on the periodogram, of the fractal index and fractal dimension of a continuous, stationary Gaussian process. We argue that the cosine part of the periodogram is more appropriate than the full periodogram for this application. The term ''semiperiodogram'' is used to describe the cosine component, and our estimator is based on simple linear regression of the logarithm of the semiperiodogram on the algorithm of frequency. Theoretical properties of the estimator, inc...
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作者：LAHIRI, SN
摘要：This paper studies the performance of the moving block bootstrap procedure for normalized sums of dependent random variables. Suppose that X(1), X(2),... are stationary rho-mixing random variables with Sigma rho(2(i)) < infinity. Let T-n = (X(1) + ... + X(n) - b(n))/a(n), for some suitable constants a(n) and b(n), and let T-m,n(*), denote the moving block bootstrap version of T-n based on a bootstrap sample of size m. Under certain regularity conditions, it is shown that, for X(n)'s lying in t...
