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作者：JACROUX, R
摘要：In this paper we consider experimental situations where treatments from a mixed level factorial design are to be applied to experimental units over space or time and where there may be an unknown trend effect which can be approximated by some polynomial function of the order in which the observations are obtained. A method of constructing run orders of treatments for such situations is given which generally yields least squares estimators for main effects that have a higher degree of trend res...
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作者：LINDSAY, BG
摘要：It is shown how and why the influence curve poorly measures the robustness properties of minimum Hellinger distance estimation. Rather, for this and related forms of estimation, there is another function, the residual adjustment function, that carries the relevant information about the trade-off between efficiency and robustness. It is demonstrated that this function determines various second-order measures of efficiency and robustness through a scalar measure called the estimation curvature. ...
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作者：FYGENSON, M; ZHOU, M
作者单位：University of Kentucky
摘要：We study two modified synthetic data least-squares estimation methods for linear regression models with right censored response variables, unspecified residual distributions and random censoring variables which may not be i.i.d. These methods are the result of an investigation into the use of stratification. We conclude that stratification should be used whether or not the censoring variables are dependent on the covariates: We give the asymptotic results of the estimators and numerical results.
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作者：KONING, AJ
摘要：Probability inequalities governing the approximation of the basic martingale, the rescaled difference between a counting process and its compensator, are derived. Applications to the random censoring model and to the field of goodness-of-fit tests are given. The inequalities are compared to inequalities derived earlier for the random censoring model using an empirical process approach.
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作者：MITCHELL, T; SACKS, J; YLVISAKER, D
作者单位：United States Department of Energy (DOE); Oak Ridge National Laboratory; University of California System; University of California Los Angeles
摘要：This paper deals with Bayesian design for response surface prediction when the prior may be finite or infinite dimensional, the design space arbitrary. In order that the resulting problems be manageable, we resort to asymptotic versions of D-, G- and A-optimality. Here the asymptotics stem from allowing the error variance to be large. The problems thus elicited have strong game-like characteristics. Examples of theoretical solutions are brought forward, especially when the priors are stationar...
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作者：RUKHIN, AL
摘要：A version of the multiple hypotheses testing problem is studied in which the decision procedure is based only on the current observation and the previous decision. Conditions for inconsistency and consistency of the stepwise Bayes rule, which are related to the boundedness of the likelihood ratios, are given. The (typically slow) rate of convergence of the error probabilities of consistent procedures is determined, and a sharp lower bound for the Bayes risk in terms of bounds on the likelihood...
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作者：SRIRAM, TN
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：This article considers a case of parametric bootstrap when the observations consist of generation sizes of the branching process with immigration together with the immigration component of each generation. Suppose we estimate the offspring mean m by the maximum likelihood estimator (m.l.e.). It is then shown that the bootstrap version of the standardized m.l.e. does not have the same limiting distribution as the standardized m.l.e., under the assumption that m = 1 (critical case). In other wor...
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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：SCHICK, IC; MITTER, SK
摘要：Under the usual assumptions of normality, the recursive estimator known as the Kalman filter gives excellent results and has found an extremely broad field of application-not only for estimating the state of a stochastic dynamic system, but also for estimating model parameters as well as detecting abrupt changes in the states or the parameters. It is well known, however, that significantly nonnormal noise, and particularly the presence of outliers, severely degrades the performance of the Kalm...
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作者：YEH, L
摘要：In this article, a model of single variable sampling plan with type I censoring is studied. Under the assumption that the variable is exponentially distributed and the loss function is a polynomial, an explicit expression of the Bayes risk is derived. Then, a simple and finite algorithm to determine an optimal sampling plan for minimizing the Bayes risk is suggested. Furthermore, a discretization method is proposed so that one can easily obtain an approximately optimal sampling plan.
