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作者：VANDERVAART, A
摘要：Suppose one observes independent samples of size n from both the mixture density integral p(x\z)d eta(z) and from the distribution eta. The kernel p(x\z) is known. We show asymptotic normality and efficiency of the maximum likelihood estimator for eta.
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作者：CHATTOPADHYAY, MK
摘要：Sequential selections are to be made from two independent stochastic processes, or ''arms.'' At each stage we choose which arm to observe based on past selections and observations. The observations on arm i are conditionally i.i.d. given their marginal distribution P-i which has a Dirichlet process prior with parameter alpha(i), i = 1, 2. Future observations are discounted: at stage m, the payoff is a(m) times the observation Z(m) at that stage. The discount sequence A(n) = (a(1),a(2),...,a(n)...
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作者：HUANG, JS; HUANG, WJ
作者单位：National Sun Yat Sen University
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作者：MATHEW, T; KASALA, S
作者单位：University of North Carolina; University of North Carolina Wilmington
摘要：In the multivariate calibration problem using a multivariate linear model, an exact confidence region is constructed. It is shown that the region is always nonempty and is invariant under nonsingular transformations.
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作者：ROBINSON, PM
摘要：We study problems of semiparametric statistical inference connected with long-memory covariance stationary time series, having spectrum which varies regularly at the origin: There is an unknown self-similarity parameter, but elsewhere the spectrum satisfies no parametric or smoothness conditions, it need not be in L(p), for any p > 1, and in some circumstances the slowly varying factor can be of unknown form. The basic statistic of interest is the discretely averaged periodogram, based on a de...
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作者：ARCONES, MA; CHEN, ZQ; GINE, E
作者单位：William Paterson University New Jersey; University of Connecticut; University of Connecticut
摘要：If a criterion function g(x(1),...,x(m); theta) depends on m > 1 samples, then a natural estimator of arg max P(m)g(x(1),...,x(m); theta) is the arg max of a U-process. It is observed that, under suitable conditions, these estimators are asymptotically normal. This is then applied to prove asymptotic normality of Liu's simplicial median and of Oja's medians in R(d).
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作者：TYLER, DE
摘要：Finite sample breakdown points are obtained for two classes of projection based multivariate location and scatter statistics: the Stahel-Donoho statistics and the Maronna-Yohai statistics. The definition of these multivariate statistics are dependent on the value of location and scale statistics for all univariate projections of the data, and consequently their properties depend on the nature of the corresponding univariate location and scale statistics used an the projected data. The finite s...
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作者：QIN, J; LAWLESS, J
摘要：For some time, so-called empirical likelihoods have been used heuristically for purposes of nonparametric estimation. Owen showed that empirical likelihood ratio statistics for various parameters theta(F) of an unknown distribution F have limiting chi-square distributions and may be used to obtain tests or confidence intervals in a way that is completely analogous to that used with parameteric likelihoods. Our objective in this paper is twofold: first, to link estimating functions or equations...
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作者：ZHANG, HP
作者单位：University of Virginia
摘要：A unified approach to deriving confidence regions in linear functional relationship models is presented, based on the conditional likelihood ratio method of Knowles, Siegmund and Zhang. In the case of a single latent predictor, the confidence region for the slope produced by this approach is the familiar one of Fieller and Creasy. However, here it is shown how to derive a confidence region for the slope, when it is known that the slope is positive, that improves on merely intersecting the regi...
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作者：HU, XM; WRIGHT, FT
作者单位：University of Missouri System; University of Missouri Columbia
摘要：Anderson studied the monotonicity of the integral of a symmetric, unimodal density over translates of a symmetric convex set. Restricting attention to elliptically contoured, unimodal densities, Mukerjee, Robertson and Wright weakened the assumption of symmetry on the set and obtained monotonicity properties of power functions, including unbiasedness, for some likelihood ratio tests in order restricted inference for the variance-known case. For elliptically contoured, unimodal densities, we we...
