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作者：SCHICK, A
摘要：In this paper we consider the regression model with smooth regression function and smooth error and covariate distributions. We study how well one can estimate functionals of the regression function which may also depend on the distribution of the covariate. This is done by deriving the efficient influence functions of least dispersed regular estimators of such functionals under various assumptions on the parameters of our model. Then we demonstrate how efficient estimates can be constructed. ...
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作者：ABADIR, KM
摘要：The limiting distribution of the normalized autocorrelation coefficient in the case of a unit root is given in a closed form. It is found that high order transcendental functions such as the parabolic cylinder functions are indispensable to express this distribution, thus departing from the simple standard normal distribution that arises in the case of a stable root. Using the formulae derived in this paper, some numerical results available from previous studies are then extended and refined. ...
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作者：GU, MG; ZHANG, CH
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This paper concerns self-consistent estimators for survival functions based on doubly censored data. We establish strong uniform consistency, asymptotic normality and asymptotic efficiency of the estimators under mild conditions on the distributions of the censoring variables.
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作者：GOODALL, CR; MARDIA, KV
作者单位：University of Leeds
摘要：We place shape theory in the setting of noncentral multivariate analysis, and thus provide a comprehensive view of shape distributions when landmark coordinates are Gaussian distributed. This work allows the statistical analysis of shape to be carried out using standard techniques of multivariate analysis. The paper includes some new results in all dimensions and a general Gaussian approximation to the size-and-shape distribution. We also discuss some inference problems and give a numerical ex...
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作者：KOO, JY
摘要：Consider an unknown regression function f of the response Y on a d-dimensional measurement variable X. It is assumed that f belongs to a class of functions having a smoothness measure p. Let T denote a known linear operator of order q which maps f to another function T(f) in a space G. Let T(n) denote an estimator of T(f) based on a random sample of size n from the distribution of (X, Y), and let \\T(n)-T(f)\\G be a norm of T(n)-T(f). Under appropriate regularity conditions, it is shown that t...
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作者：SRIVASTAVA, MS; WU, YH
摘要：Pollak and Siegmund compared the Shiryayev-Roberts procedure with the CUSUM procedure for detecting a change in the drift of a Brownian motion based on the conditional average delay time. In this paper, the exponentially weighted moving average (EWMA) procedure proposed by Roberts is compared with the Shiryayev-Roberts and CUSUM procedures. The comparison is based on the stationary average delay time as advocated by Shiryayev. The optimal design for the EWMA procedure and its asymptotic proper...
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作者：FALK, M; MAROHN, F
摘要：Let (X1, Y1),..., (X(n), Y(n)) be independent replicates of the random vector (X, Y) is-an-element-of R(d+m), where X is R(d)-valued and Y is R(m)-valued. We assume that the conditional distribution P(Y is-an-element-of .\X = x) = Q(v)(.) of Y given X = x is a member of a parametric family, where the parameter space THETA is an open subset of R(k) with 0 is-an-element-of THETA. Under suitable regularity conditions we establish upper bounds for the power functions of asymptotic level-alpha test...
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作者：FAN, JQ
摘要：In this paper we introduce a smooth version of local linear regression estimators and address their advantages. The MSE and MISE of the estimators are computed explicitly. It turns out that the local linear regression smoothers have nice sampling properties and high minimax efficiency-they are not only efficient in rates but also nearly efficient in constant factors. In the nonparametric regression context, the asymptotic minimax lower bound is developed via the heuristic of the ''hardest one-...
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作者：HARDLE, W; HALL, P; ICHIMURA, H
作者单位：Universite Catholique Louvain; Australian National University; University of Minnesota System; University of Minnesota Twin Cities
摘要：Single-index models generalize linear regression. They have applications to a variety of fields, such as discrete choice analysis in econometrics and dose response models in biometrics, where high-dimensional regression models are often employed. Single-index models are similar to the first step of projection pursuit regression, a dimension-reduction method. In both cases the orientation vector can be estimated root-n consistently, even if the unknown univariate function (or nonparametric link...
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作者：HE, XM; SIMPSON, DG
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：We study how robust estimators can be in parametric families, obtaining a lower bound on the contamination bias of an estimator that holds for a wide class of parametric families. This lower bound includes as a special case the bound used to establish that the median is bias minimax among location equivariant estimators, and it is tight or nearly tight in a variety of other settings such as scale estimation, discrete exponential families and multiple linear regression. The minimum variation di...
