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作者：CABANA, A; CABANA, EM
作者单位：Universidad de la Republica, Uruguay; Universidad de la Republica, Uruguay
摘要：Statistical tests consistent under any alternative are provided for both goodness-of-fit and two-sample comparisons. They are based on (I) the derivation of estimates for the tails of the probability distribution of some particular functionals of a Wiener sheet and (2) the use of a mapping that carries normalized empirical processes (asymptotically distributed as Brownian bridge) onto new processes that converge in distribution to a Wiener sheet. The proposed test statistics are easily obtaine...
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作者：COHEN, A; KEMPERMAN, JHB; SACKROWITZ, HB
摘要：Consider the model where X(ij), i = 1, 2,..., k, j = 1, 2,..., n, are independent random variables distributed according to a one-parameter exponential family with natural parameter theta(i). We test H-0: theta(1) =... = theta(k) versus H-1: theta is an element of C - {theta: theta is an element of H-0}, where theta = (theta(1),..., theta(k))' and C is a cone determined by A theta greater than or equal to 0, where the rows of A are contrasts with two nonzero elements. We offer a method of gene...
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作者：DEVROYE, L; GYORFI, L; KRZYZAK, A; LUGOSI, G
作者单位：Concordia University - Canada; Budapest University of Technology & Economics
摘要：Two results are presented concerning the consistency of the k-nearest neighbor regression estimate. We show that all modes of convergence in L(1) (in probability, almost sure, complete) are equivalent if the regression variable is bounded. Under the additional condition k/log n --> infinity we also obtain the strong universal consistency of the estimate.
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作者：MENG, XL
摘要：Extending work of Rubin, this paper explores a Bayesian counterpart of the classical p-value, namely, a tail-area probability of a ''test statistic'' under a null hypothesis. The Bayesian formulation, using posterior predictive replications of the data, allows a ''test statistic'' to depend on both data and unknown (nuisance) parameters and thus permits a direct measure of the discrepancy between sample and population quantities. The tail-area probability for a ''test statistic'' is then found...
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作者：YANG, RY; BERGER, JO
摘要：Estimation of a covariance matrix Sigma is a notoriously difficult problem; the standard unbiased estimator can be substantially suboptimal. We approach the problem from a noninformative prior Bayesian perspective, developing the reference noninformative prior for a covariance matrix and obtaining expressions for the resulting Bayes estimators. These expressions involve the computation of high-dimensional posterior expectations, which is done using a recent Markov chain simulation tool, the hi...
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作者：OWEN, A
摘要：Randomized orthogonal arrays provide good sets of input points for exploration of computer programs and for Monte Carlo integration. In 1954, Patterson gave a formula for the randomization variance of the sample mean of a function evaluated at the points of an orthogonal array. That formula is incorrect for most of the arrays that are practical for computer experiments. In this paper we correct Patterson's formula. We also remark on a defect, related tb coincidences, in some orthogonal arrays....
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作者：MYKLAND, PA
摘要：Bartlett type identities are shown to exist for martingales. As applications, we give a cumulant-based proof of the martingale central limit theorem, and we give an algorithm for calculating approximate cumulants of the least squares estimator in the AR(1) process.
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作者：BERAN, R; MILLAR, PW
摘要：Random coefficient regression models are important in modeling heteroscedastic eroscedastic multivariate linear regression in econometrics. The analysis of panel data is one example. In statistics, the random and mixed effects models of ANOVA, deconvolution models and affine mixture models are all special cases of random coefficient regression. Some inferential problems, such as constructing prediction regions for the modeled response, require a good nonparametric estimator of the unknown coef...
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作者：SUN, JY; LOADER, CR
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T
摘要：Suppose we observe Y-i = f(x(i)) + epsilon(i), i = 1,...,n. We wish to find approximate 1-alpha simultaneous confidence regions for {f(x), x is an element of x}. Our regions will he centered around linear estimates ($) over cap(x) of parametric or nonparametric f(x). There is a large amount of previous work on this subject. Substantial restrictions have been usually placed on some or all of the dimensionality of x, the class of functions f that can be considered, the class of linear estimates ...
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作者：HEILIGERS, B
摘要：Based on a duality between E-optimality for (sub-) parameters in weighted polynomial regression and a nonlinear approximation problem of Chebyshev type, in many cases the optimal approximate designs on nonnegative and nonpositive experimental regions [a, b] are found to be supported by the extrema of the only equioscillating weighted polynomial over this region with leading coefficient 1. A similar result is stated for regression on symmetric regions [-b, b] for certain subparameters, provided...
