-
作者：CARROLL, RJ; KNICKERBOCKER, RK; WANG, CY
作者单位：Eli Lilly; Lilly Research Laboratories; Fred Hutchinson Cancer Center
摘要：We consider a semiparametric estimation method for general regression models when some of the predictors are measured with error. The technique relies on a kernel regression of the ''true'' covariate on all the observed covariates and surrogates. This requires a nonparametric regression in as many dimensions as there are covariates and surrogates. The usual theory copes with such higher-dimensional problems by using higher-order kernels, but this is unrealistic for most problems. We show that ...
-
作者：LIU, HM; BERGER, RL
作者单位：North Carolina State University
摘要：Let X have a multivariate, p-dimensional normal distribution(p greater than or equal to 2) with unknown mean mu and known, nonsingular covariance Sigma. Consider testing H-0:b(i)'mu less than or equal to 0, for some i = 1,..., k, versus H-1:b(i)'mu > 0, for all i = 1,..., k, where b(1),...,b(k), k greater than or equal to 2, are known vectors that define the hypotheses. For any 0 < alpha < 1/2, we construct a size-alpha test that is uniformly more powerful than the size-alpha likelihood ratio ...
-
作者：VALZ, PD; MCLEOD, AI; THOMPSON, ME
作者单位：Western University (University of Western Ontario); University of Waterloo
摘要：Robillard's approach to obtaining an expression for the cumulant generating function of the null distribution of Kendall's S-statistic, when one ranking is tied, is extended to the general case where both rankings are tied. An expression is obtained for the cumulant generating function and it is used to provide a direct proof of the asymptotic normality of the standardized score, S/root Var(S), when both rankings are tied. The third cumulant of S is derived and an expression for exact evaluati...
-
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...
-
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...
-
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...
-
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.
-
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.
-
作者：EISELE, JR; WOODROOFE, MB
作者单位：University of Michigan System; University of Michigan
摘要：Asymptotic normality of the difference between the number of subjects assigned to a treatment and the desired number to be assigned is established for allocation rules which use Eisele's biased coin design. Subject responses are assumed to be independent random variables from standard exponential families. In the proof, it is shown that the difference may be magnified by appropriate constants so that the magnified difference is nearly a martingale. An application to the Behrens-Fisher problem ...
-
作者：DAVIS, RA; HUANG, DW; YAO, YC
作者单位：Queensland University of Technology (QUT)
摘要：The problem of testing whether or not a change has occurred in the parameter values and order of an autoregressive model is considered. It is shown that if the white noise in the AR model is weakly stationary with finite fourth moments, then under the null hypothesis of no changepoint, the normalized Gaussian likelihood ratio test statistic converges in distribution to the Gumbel extreme value distribution. An asymptotically distribution-free procedure for testing a change of either the coeffi...
