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作者：HOSSJER, O; ROUSSEEUW, PJ; CROUX, C
摘要：The influence function is determined for (twice) repeated median estimators with arbitrary kernel functions, and more generally in the case where the two medians are replaced by a general class of estimators. Asymptotic normality is then established for the repeated median estimator of the slope parameter in simple linear regression. In this case the influence function is hounded. For bivariate Gaussian data the efficiency becomes 4/pi(2) approximate to 40.5%, which is the square of the effici...
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作者：AKRITAS, MG
摘要：We consider the problem of estimating the bivariate distribution of the random vector (X, Y) when Y may be subject to random censoring. The censoring variable C is allowed to depend on X but it is assumed that Y and C are conditionally independent given X = x. The estimate of the bivariate distribution is obtained by averaging estimates of the conditional distribution of Y given X = x over a range of values of x. The weak convergence of the centered estimator multiplied by n(1/2) is obtained, ...
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作者：LAVINE, M
摘要：The definition and elementary properties of Polya tree distributions are reviewed. Two theorems are presented showing that Polya trees can be constructed to concentrate arbitrarily closely about any desired pdf, and that Polya tree priors can put positive mass in every relative entropy neighborhood of every positive density with finite entropy, thereby satisfying a consistency condition. Such theorems are false for Dirichlet processes. Models are constructed combining partially specified Polya...
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作者：SHAO, PYS; STRAWDERMAN, WE
摘要：The purpose of this paper is to give an explicit estimator dominating the positive-part James-Stein rule. The James-Stein estimator improves on the ''usual'' estimator X of a multivariate normal mean vector theta if the dimension p of the problem is at least 3. It has been known since at least 1964 that the positive-part version of this estimator improves on the James-Stein estimator. Brown's 1971 results imply that the positive-part version is itself inadmissible although this result was assu...
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作者：FINNER, H
摘要：Based on the duality between tests and confidence sets we introduce a new method to derive one-sided confidence bounds following the rejection of a null hypothesis with two-sided alternatives. This method imputes that the experimenter is only interested in confidence bounds if the null hypothesis is rejected. Furthermore, we suppose that he is only interested in the direction and a lower confidence bound concerning the distance of the true parameter value to the parameter values in the null hy...
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作者：BARLEV, SK; ENIS, P; LETAC, G
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：Let K = (K-lambda: lambda is an element of Lambda) be a family of sampling distributions for the data x on a sample space X which is indexed by a parameter lambda is an element of Lambda, and let F be a family of priors on Lambda. Then F is said to be conjugate for K if it is closed under sampling, that is, if the posterior distributions of lambda given the data x belong to F for almost all x. In this paper, we set up a framework for the study of what we term the dual problem: for a given fami...
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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...
