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作者：MARTIN, RD; ZAMAR, RH
作者单位：University of British Columbia
摘要：In 1964, P. Huber established the following minimax bias robustness result for estimating the location mu in the E-contamination family F(x) = (1 - epsilon)PHI[(x - mu)/s] + epsilonH(x), where PHI is the standard normal distribution and H is an arbitrary distribution function: The median minimizes the maximum asymptotic bias among all translation equivariant estimates of location. However, the median efficiency of 2/pi at the Gaussian model may be unacceptably low in some applications. This mo...
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作者：MARONNA, RA; YOHAI, VJ
作者单位：Universidad de San Andres Argentina; University of Buenos Aires; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：A new class of bias-robust estimates of multiple regression is introduced. If y and x are two real random variables, let T(y, x) be a univariate robust estimate of regression of y on x through the origin. The regression estimate T(y, x) of a random variable y on a random vector x = (x1,...,x(p))' is defined as the vector t is-an-element-of R(p) which minimizes sup\\lambda\\=1\T(y - t'x,lambda'x)\s(lambda'x), where s is a robust estimate of scale. These estimates, which are called projection es...
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作者：WIJSMAN, RA
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作者：CHEN, SX; HALL, P
作者单位：Commonwealth Scientific & Industrial Research Organisation (CSIRO); Australian National University
摘要：Standard empirical likelihood confidence intervals for quantiles are identical to sign-test intervals. They have relatively large coverage error, of size n-1/2 , even though they are two-sided intervals. We show that smoothed empirical likelihood confidence intervals for quantiles have coverage error of order n-1, and may be Bartlett-corrected to produce intervals with an error of order only n-2 . Necessary and sufficient conditions on the smoothing parameter, in order for these sizes of error...
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作者：DORFMAN, AH; HALL, P
作者单位：Australian National University
摘要：This paper considers estimators of the distribution function of a variable over a finite population, when a sample of units is available and values of a related auxiliary variable are known for the whole population. Theory is offered for several estimators which rely on nonparametric regression, and for calibration estimators which require a parametric model.
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作者：DETTE, H
摘要：We consider a model robust version of the c-optimality criterion minimizing a weighted product with factors corresponding to the variances of the least squares estimates for linear combinations of the parameters in different models. A generalization of Elfving's theorem is proved for the optimal designs with respect to this criterion by an application of an equivalence theorem for mixtures of optimality criteria. As a special case an Elfving theorem for the D-optimal design problem is obtained...
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作者：HALL, P
摘要：Optimal local smoothing of a curve estimator requires knowledge of various derivatives of the curve in the neighbourhood of the point at which estimation is being conducted. One empirical approach to selecting the amount of smoothing is to employ pilot estimators to approximate those derivatives, and substitute the approximate values into an analytical formula for the desired local bandwidth. In the present paper we study how bandwidth choice for the pilot estimators affects the performance of...
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作者：DETTE, H; STUDDEN, WJ
作者单位：Purdue University System; Purdue University
摘要：In the usual linear model y = theta'f(x) we consider the E-optimal design problem. A sequence of generalized Elfving sets R(k) subset-or-equal-to R(nxk) (where n is the number of regression functions) is introduced and the corresponding in-ball radii are investigated. It is shown that the E-optimal design is an optimal design for A'theta, where A is-an-element-of R(nxn) is any in-ball vector of a generalized Elfving set R(n) subset-or-equal-to R(nxn). The minimum eigenvalue of the E-optimal de...
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作者：SIEGMUND, D
摘要：A model for sequential clinical trials involving three treatments is proposed and various error probabilities are defined. A specific procedure involving a concatenation of repeated significance tests is studied in detail. The first phase of testing proceeds until at least one treatment is eliminated; and then a second phase is used to compare the remaining treatments. Analytic approximations to the operating characteristics of the test are derived and compared with the results of a Monte Carl...
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作者：BREIMAN, L; TSUR, Y; ZEMEL, A
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Ben-Gurion University of the Negev
摘要：A simple and tractable iterative least squares estimation procedure for censored regression models with known error distributions is analyzed. It is found to be equivalent to a well-defined Huber type M-estimate. Under a regularity condition, the algorithm converges geometrically to a unique solution. The resulting estimate is square-root N-consistent and asymptotically normal.
