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作者：ASSAF, D; POLLAK, M; RITOV, Y; YAKIR, B
摘要：We show that when dynamic sampling is feasible, there exist surveillance schemes for which the probability of a false alarm is bounded and which have a bounded expected delay when detecting a (true) change. In the case of detecting a change of a normal mean, we probe optimality and suggest procedures. These procedures compare favorably to those having a fixed sampling rate which have been developed for an expectation constraint on the average run length until a false alarm.
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作者：DINWOODIE, IH
摘要：Large deviation properties of the Kaplan-Meier estimator are studied and applied to obtain the rate of exponential convergence of the estimator to the underlying survival curve.
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作者：COHEN, A; SACKROWITZ, HB
摘要：Consider the model where X(ij), i = 1,...,k; j = 1,2,...,n(i); n(i) greater-than-or-equal-to 2, are observed. Here X(ij) are independent N(theta(i), sigma2), theta(i) sigma2 unknown. Let X(i) = SIGMA(j=1)n X(ij/n(i), X' = (X1,...,X(k)), theta' = (theta1,...,theta(k)), V = SIGMA(i=1)k SIGMA(j=1)i X(ij)2 - nSIGMA(i=1)k X(i)2. Let A1 be a (k-m) x k matrix of rank (k-m) greater-than-or-equal-to 2 and test H:A1theta=0 versus K-H where K:A1theta greater-than-or-equal-to 0. Suppose we assume sigma2 k...
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作者：MASHAYEKHI, M
摘要：This paper obtains some extensions of Gilliland and Hannan's results on equivariance and the compound decision problem. Consider a compound decision problem with restricted component risk and component distributions in a norm compact set of mutually absolutely continuous probability measures. Then the method of proof of a theorem of Gilliland and Hannan translates the results of Mashayekhi on symmetrization of product measures into uniform convergence to zero of the excess of the simple envelo...
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作者：MUKERJEE, H
摘要：Suppose that (X1,Y1),...,(X(n),Y(n)) are i.i.d. bivariate random vectors and that xi(p)(x) is the p-quantile of Y1 given X1 = x for 0 < p < 1. Estimation of xi(p)(x), when it is monotone in x, has been studied in the literature. In the nonparametric conditional quantile estimation one uses only some smoothness assumptions. The asymptotic properties are superior in the latter case; however, monotonicity is not guaranteed. We introduce a new estimator that enjoys both of the above properties.
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作者：SCHUMACHER, P; ZIDEK, JV
作者单位：University of British Columbia
摘要：This paper investigates the effect of prior information on the design of experiments for detecting the potential impact of an event which is to occur at a specified time, in the knowledge of possible overall changes to the population as a whole. It is assumed that an F test of interaction is to be used to decide if an impact has occurred. Maximizing the power of this test, or rather the simpler, closely related goal of maximizing the noncentrality parameter is taken to be the designer's object...
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作者：ANDERSSON, SA; PERLMAN, MD
作者单位：University of Washington; University of Washington Seattle
摘要：The lattice conditional independence model N(K) is defined to be the set of all normal distributions on R(I) such that for every pair L, M is-an-element-of K, x(L) and x(M) are conditionally independent given x(L and M). Here K is a ring of subsets of the finite index set I and, for K is-an-element-of K, x(K) is the coordinate projection of x is-an-element-of R(I) onto R(K). Statistical properties of N(K) may be studied, for example, maximum likelihood inference, invariance and the problem of ...
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作者：JUNKER, BW
摘要：We consider two recent approaches to characterizing the manifest probabilities of a strictly unidimensional latent variable representation (one satisfying local independence and response curve monotonicity with respect to a unidimensional latent variable) for binary response variables, such as those arising from the dichotomous scoring of items on standardized achievement and aptitude tests. Holland and Rosenbaum showed that conditional association is a necessary condition for strict unidimens...
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作者：MUKERJEE, H
摘要：There has been an increasing interest in modelling regression with heavy-tailed conditional error distributions, mostly in the parametric setting. Nonparametric regression procedures have been studied almost exclusively for the cases where the conditional variance of the regressed variable is finite in the region of interest. We initiate a study of the infinite variance case. Some results in strong uniform consistency of the nearest neighbor estimator with rates are proven. The technique used ...
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作者：LO, AY
摘要：A Bayesian bootstrap for a censored data model is introduced. Its small sample distributional properties are discussed and found to be similar to Efron's bootstrap for censored data. In the absence of censoring, the Bayesian bootstrap for censored data reduces to Rubin's Bayesian bootstrap for complete data. A first-order large-sample theory is developed. This theory shows that both censored data bootstraps are consistent bootstraps for approximating the sampling distribution of the Kaplan-Mei...
