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作者：Richards, DSP
摘要：Let M be a compact, smooth, orientable manifold without boundary, and let f: M --> R be a smooth function. Let dm be a volume form on M with total volume 1, and denote by X the corresponding random variable. Using a theorem of Kirwan, we obtain necessary conditions under which the method of stationary phase returns an exact evaluation of the characteristic function of f(X). As an application to the Langevin distribution on the sphere S-d-1, We deduce that the method of stationary phase provide...
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作者：Arcones, MA
摘要：The order of the Kolmogorov-Smirnov distance for the bootstrap of U-quantiles is considered. We observe that the order of the bootstrap of U-quantiles depends on the order of the local variance of the first term of the Hoeffding decomposition at the U-quantile. This order can be smaller than the order of the bootstrap of quantiles: U-quantiles can be smoother than quantiles.
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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：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...
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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),
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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...
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作者：Borgan, O; Goldstein, L; Langholz, B
作者单位：University of Southern California; University of Southern California
摘要：Methods are provided for regression parameter and cumulative baseline hazard estimation in the Cox proportional hazards model when the cohort is sampled according to a predictable sampling probability law. The key to the methodology is to define counting processes which count joint failure and sampled risk sets occurrences and to derive the appropriate intensities for these counting processes, leading to estimation methods parallel to those for full cohort data. These techniques are illustrate...
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作者：Ferger, D
摘要：We consider independent random elements X(1),...,X(n), n is an element of N, with values in a measurable space (L, B) so that X(1),...,X([n0]) have a common distribution nu(1) and the remaining X([n0]+1),...,X(n) have a common distribution nu(2) not equal v(1), for some theta is an element of (0, 1). The change point theta as well as the distributions are unknown. A family of tests is introduced for the nonstandard change-point problem H-0: theta is an element of Theta(0) versus H-1: theta is ...
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作者：Robinson, PM
摘要：Assuming the model f(lambda) similar to G lambda(1-2H), as lambda --> O +, for the spectral density of a covariance stationary process, we consider an estimate of H is an element of (0, 1) which maximizes an approximate form of frequency domain Gaussian likelihood, where discrete averaging is carried out over a neighbourhood of zero frequency which degenerates slowly to zero as sample size tends to infinity. The estimate has several advantages. It is shown to be consistent under mild condition...
