-
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...
-
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...
-
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...
-
作者：RUSCHENDORF, L
摘要：The iterative proportional fitting procedure (IPFP) was introduced in 1940 by Deming and Stephan to estimate cell probabilities in contingency tables subject to certain marginal constraints. Its convergence and statistical properties have been investigated since then by several authors and by several different methods. A natural extension of the IPFP to the case of bivariate densities has been introduced by Ireland and Kullback. It has been conjectured that also in the general case the IPFP co...
-
作者：EFROMOVICH, S
摘要：The problem is to estimate sequentially a nonparametric function known to belong to an alpha-th-order Sobolev subspace (alpha > 1/2) with a minimax mean stopping time subject to an assigned maximum mean integrated squared error. For the case of a given alpha there exists a sharp estimator which has a minimal constant and a rate of minimax mean stopping time increasing as the assigned risk decreases. The situation changes drastically if alpha is unknown: a necessary and sufficient condition for...
-
作者：CHEN, H
作者单位：National Taiwan University
摘要：We use the method of maximum likelihood and regression splines to derive estimates of the parametric and nonparametric components of semiparametric generalized linear models. The resulting estimators of both components are shown to be consistent. Also, the asymptotic theory for the estimator of the parametric component is derived, indicating that the parametric component can be estimated efficiently without under-smoothing the nonparametric component.
-
作者：DONG, JP; SIMONOFF, JS
作者单位：New York University
摘要：A geometric combination estimator is proposed for d-dimensional ordinal contingency tables. The proposed estimator is nonnegative. It is shown that, assuming sufficient smoothness and boundary conditions for the underlying probabilities, the rate of convergence of mean summed squared error (MSSE) of this estimator is O(K-1N-8/((d+8))) for d-dimensional tables (d less than or equal to 4) with K cells and sample size N. This rate is optimal under the smoothness assumptions, and is faster than th...
-
作者：LEE, SMS; YOUNG, GA
作者单位：University of Cambridge
摘要：An iterated bootstrap confidence interval requires an additive correction to be made to the nominal coverage level of an uncorrected interval. Such correction is usually performed using a computationally intensive Monte Carlo simulation involving two nested levels of bootstrap sampling. Asymptotic expansions of the required correction and the iterated interval endpoints are used to provide two new computationally efficient methods for constructing an approximation to the iterated bootstrap con...
