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作者：STUTE, W
摘要：In the left-truncation model, one observes data (X(i), Y(i)) only when Y(i) less-than-or-equal-to X(i). Let F denote the marginal d.f. of X(i), the variable of interest. The nonparametric MLE F(n) of F aims at reconstructing F from truncated data. In this paper an almost sure representation of F(n). is derived with improved error bounds on the one hand and under weaker distributional assumptions on the other hand.
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作者：LESLIE, J; VANEEDEN, C
作者单位：University of London; Birkbeck University London; University of British Columbia; University of Quebec; University of Quebec Montreal
摘要：Dufour gives a conjecture concerning a characterization of the exponential distribution based on type 2 right censored samples. This conjecture, if true, generalizes the characterization based on complete samples of Seshadri, Csorgo and Stephens (1969) and Dufour, Maag and van Eeden (1984). In this paper it is shown that Dufour's conjecture is true if the number of censored observations is no larger than (1/3)n - 1, where n is the sample size. The result has implications for testing fit of cen...
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作者：ZHANG, P
摘要：A natural extension of the simple leave-one-out cross validation (CV) method is to allow the deletion of more than one observations. In this article, several notions of the multifold cross validation (MCV) method have been discussed. In the context of variable selection under a linear regression model, we show that the delete-d MCV criterion is asymptotically equivalent to the well known FPE criterion. Two computationally more feasible methods, the r-fold cross validation and the repeated lear...
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作者：BOLTHAUSEN, E; GOTZE, F
作者单位：University of Bielefeld
摘要：A Berry-Esseen theorem for the rate of convergence of general nonlinear multivariate sampling statistics with normal limit distribution is derived via a multivariate extension of Stein's method. The result generalizes in particular Previous results of Bolthausen for one-dimensional linear rank statistics, one-dimensional results of van Zwet and Friedrich for general functions of independent random elements and provides convergence bounds for general multivariate sampling statistics without res...
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作者：MATTNER, L
摘要：A general result concerning noncompleteness of location families of probability measures on Euclidean space is pointed out. Examples include boundedly complete families, such as those generated by certain scale mixtures of the standard Gaussian distribution. These examples illuminate completeness criteria for location families and compare favourably in simplicity with previously known examples of incomplete boundedly complete (nonlocation) families.
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作者：ANDERSON, TW
摘要：The spectral distribution function of a stationary stochastic process standardized by dividing by the variance of the process is a linear function of the autocorrelations. The integral of the sample standardized spectral density (periodogram) is a similar linear function of the autocorrelations. As the sample size increases, the difference of these two functions multiplied by the square root of the sample size converges weakly to a Gaussian stochastic process with a continuous time parameter. ...
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作者：BOOTH, JG; HALL, P; WOOD, ATA
作者单位：Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：We show that the method of importance resampling, introduced by Vernon Johns and Anthony Davison, may be enhanced by balancing the resamples. It is demonstrated that ''balanced importance resampling'' improves on both ''balanced uniform resampling'' and ''random importance resampling'', from the viewpoint of statistical efficiency. Moreover, the range of applications for which efficient resampling methods may be applied is extended to include statistics which are smooth functions of solutions ...
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作者：LIU, RC; BROWN, LD
摘要：In many nonparametric problems, such as density estimation, nonparametric regression and so on, all the existing informative estimators are biased (asymptotic or finite sample). There has long been a suspicion that either informative unbiased estimators do not exist for such problems or they must be quite complicated. In this paper, we clarify the nonexistence of informative unbiased estimators in all singular problems both for fixed sample size and asymptotically (this includes most problems ...
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作者：LE, HL; KENDALL, DG
作者单位：University of Cambridge
摘要：The Riemannian metric structure of the shape space SIGMA(m)k for k labelled points in R(m) was given by Kendall for the atypically simple situations in which m = 1 or 2 and k greater-than-or-equal-to 2. Here we deal with the general case (m greater-than-or-equal-to 1, k greater-than-or-equal-to 2) by using the properties of Riemannian submersions and warped products as studied by O'Neill. The approach is via the associated size-and-shape space that is the warped product of the shape space and ...
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作者：STUTE, W; WANG, JL
作者单位：University of California System; University of California Davis
摘要：Let X1, X2, ... be a sequence of i.i.d. random variables with d.f. F. We Observe Z(i) = min(X(i), Y(i)) and delta(i) = 1(Xi less-than-or-equal-to Yi), where Y1, Y2, ... is a sequence of i.i.d. censoring random variables. Denote by F(n) the Kaplan-Meier estimator of F. We show that for any F-integrable function phi, integral phi dF(n) converges almost surely and in the mean. The result may be applied to yield consistency of many estimators under random censorship.
