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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：CSORGO, S; MIELNICZUK, J
作者单位：Polish Academy of Sciences; Institute of Computer Science of the Polish Academy of Sciences
摘要：Dehling and Taqqu established the weak convergence of the empirical process for a long-range dependent stationary sequence under Gaussian subordination. We show that the corresponding density process, based on kernel estimators of the marginal density, converges weakly with the same normalization to the derivative of their limiting process. The phenomenon, which carries on for higher derivatives and for functional laws of the iterated logarithm, is in contrast with independent or weakly depend...
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作者：LOW, MG
摘要：It is shown in infinite-dimensional Gaussian problems that affine estimators minimax the variance among all estimators of a linear functional subject to a constraint on the bias. Likewise, affine estimators also minimax the square of the bias among all estimates of a linear functional subject to a constraint on the variance.
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作者：ZHANG, CH
摘要：This paper concerns estimating a mixing density function g and its derivatives based on lid observations from f(x) = integral f(x \ theta)g(theta) d theta, where f(x \ theta) is a known exponential family of density functions with respect to the counting measure on the set of nonnegative integers. Fourier methods are used to derive kernel estimators, upper bounds for their rate of convergence and lower bounds for the optimal rate of convergence. If f(x \ theta(o)) greater than or equal to epsi...
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作者：ROSENTHAL, JS
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：This paper analyzes the Gibbs sampler applied to a standard variance component model, and considers the question of how many iterations are required for convergence. It is proved that for K location parameters, with J observations each, the number of iterations required for convergence (for large K and J) is a constant times (1 + log K/log J). This is one of the first rigorous, a priori results about time to convergence for the Gibbs sampler. A quantitative version of the theory of Harris recu...
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作者：JACOBSEN, M; KEIDING, N
作者单位：University of Copenhagen
摘要：Heitjan and Rubin proposed a concept, ''coarsening at random,'' generalizing Rubin's theory of missing at random. Their analysis was done in discrete sample spaces. We propose a generalization to general sample spaces. Among Heitjan and Rubin's applications was right-censoring in survival analysis. We discuss the application of the generalized theory to various censoring patterns in continuous time and connect to the modern theory of random censoring.
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作者：CSORGO, S; MIELNICZUK, J
作者单位：Polish Academy of Sciences; Institute of Computer Science of the Polish Academy of Sciences
摘要：We consider the fixed-design regression model with long-range dependent normal errors and show that the finite-dimensional distributions of the properly normalized Gasser-Muller and Priestley-Chao estimators of the regression function converge to those of a white noise process. Furthermore, the distributions of the suitably renormalized maximal deviations over an increasingly finer grid converge to the Gumbel distribution. These results contrast with our previous findings for the corresponding...
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作者：SHEN, LZ
摘要：Bounded influence functions are used for robust estimation in semiparametric models. In this paper, we generalize Hampel's variational problem to semiparametric models and define the optimal B-robust influence function as the one solving the variational problem. We identify the lowest bounds for influence functions and establish the existence and uniqueness of the optimal influence functions in general semiparametric models. Explicit optimal influence functions are given for a special case. Ex...
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作者：MCCABE, BPM; TREMAYNE, AR
作者单位：University of Sydney
摘要：This paper addresses the problem of testing the hypothesis that an observed series is difference stationary. The alternative hypothesis is that the series is another nonstationary process; in particular, an autoregressive model with a random parameter is used. A locally best invariant test is developed assuming Gaussianity, and a representation of its asymptotic distribution as a mixture of Brownian motions is found. The performance of the test in finite samples is investigated by simulation. ...
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作者：XU, JL; YANG, GL
作者单位：University System of Maryland; University of Maryland College Park
摘要：Let X((1)) less than or equal to X((2)) less than or equal to ...less than or equal to X((n)) be the order statistics of a random sample of n lifetimes. The total-time-on-test statistic at X((i)) is defined by S-i,S-n = Sigma(j=1)(i)(n - j + 1)(X((j)) - X((j-1))), 1 less than or equal to i less than or equal to n. A type II censored sample is composed of the r smallest observations and the remaining n - r Lifetimes which are known only to be at least as large as X((r)). Dufour conjectured that...
