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作者：COSTER, DC
摘要：Coster and Cheng presented a generalized foldover scheme for the construction of systematic run orders of fractional factorial designs, with all factors having the same prime power number of levels, for which all the main effects components of the factors are orthogonal to a polynomial trend present in every block of the design. In this paper, we present modifications to the foldover method that allow polynomial trend-free run orders to be constructed in the following more general settings: De...
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作者：DAWID, AP; WANG, JL
作者单位：East China Normal University
摘要：We investigate the problem of fiducial prediction for unobserved quantities within the framework of the functional model described previously by Dawid and Stone. It is supposed that these are related to a completely unknown parameter by means of a regular functional model, and that the observations are either given as known functions of the predictands, or are themselves related to them by means of a functional model. We develop algebraic conditions which allow the application of fiducial logi...
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作者：YU, B
摘要：This paper investigates the density estimation problem in the L(infinity) norm for dependent data. It is shown that the iid optimal minimax rates are also optimal for smooth classes of stationary sequences satisfying certain beta-mixing (or absolutely regular) conditions. Moreover, for given beta-mixing coefficients, bounds on uniform convergence rates of kernel estimators are computed in terms of the mixing coefficients. The rates and the bounds obtained are not only for estimating the densit...
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作者：ARAS, G; WOODROOFE, M
作者单位：University of Michigan System; University of Michigan
摘要：Let S1, S2, ... denote a driftless random walk with values in an inner product space W; let Z1, Z2, ... denote a perturbed random walk of the form Z(n) = n + [c, S(n)] + xi(n), n = 1, 2, ..., where xi1, xi2, ... are slowly changing, [. , .] denotes the inner product, and c is-an-element-of W; and let t = t(alpha) = inf{n greater-than-or-equal-to 1: Z(n) > a} for 0 less-than-or-equal-to a < infinity. Conditions are developed under which the first four moments of X(t)BAR, := S(t)/t have asymptot...
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作者：CHAN, KS
摘要：It is shown that, under some regularity conditions, the least squares estimator of a stationary ergodic threshold autoregressive model is strongly consistent. The limiting distribution of the least squares estimator is derived. It is shown that the estimator of the threshold parameter is N consistent and its limiting distribution is related to a compound Poisson process.
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作者：LO, AY
摘要：Bayesian statistical inference for sampling from weighted distribution models is studied. Small-sample Bayesian bootstrap clone (BBC) approximations to the posterior distribution are discussed. A second-order ProPertY for the BBC in unweighted i.i.d. sampling is given. A consequence is that BBC approximations to a posterior distribution of the mean and to the sampling distribution of the sample average, can be made asymptotically accurate by a proper choice of the random variables that generat...
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作者：MESSIG, MA; STRAWDERMAN, WE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：Minimal sufficiency and completeness are examined for the multistage, multihit and Weibull quantal response models. It is shown that the response counts are minimal sufficient statistics and conditions are presented for completeness for the families of these models. These results provide an example of a complete sufficient statistic for a curved exponential family which is of higher dimension than the parameter space. Uniformly minimum variance unbiased (UMVU) estimators may not exist for the ...
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作者：PFANZAGL, J
摘要：Let (P(theta,eta):(theta,eta) is-an-element-of THETA x H), with THETA is-an-element-of R and H arbitrary, be a family of mutually absolutely continuous probability measures on a measurable space (X,A). The problem is to estimate theta, based on a sample (x1,...,x(n)) from X1(n)P(theta,etanu). If (eta1,...,eta(n)) are independently distributed according to some unknown prior distribution GAMMA, then the distribution of n1/2(theta(n) - theta) under P(theta,GAMMA)n(P(theta,GAMMA) being the GAMMA-...
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作者：YOHAI, VJ; ZAMAR, RH
作者单位：University of British Columbia
摘要：A natural measure of the degree of robustness of an estimate T is the maximum asymptotic bias B(T)(epsilon) over an epsilon-contamination neighborhood. Martin, Yohai and Zamar have shown that the class of least alpha-quantile regression estimates is minimax bias in the class of M-estimates, that is, they minimize B(T)(epsilon), with a depending on epsilon. In this paper we generalize this result, proving that the least alpha-quantile estimates are minimax bias in a much broader class of estima...
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作者：MAGULURI, G
摘要：Clayton's model for association in bivariate survival data is both of intrinsic importance and an interesting example of a semiparametric estimation problem, that is, a problem where inference about a parameter is required in the presence of nuisance functions. The joint distribution of the two survival times in this model is absolutely continuous and a single parameter governs the association between the two survival times. In this paper we describe an algorithm to derive the asymptotic lower...
