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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：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：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：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：GRUBEL, R; PITTS, SM
作者单位：University of London; University College London
摘要：We introduce a nonparametric estimator for the renewal function and discuss its properties, including consistency, asymptotic normality and asymptotic validity of bootstrap confidence regions. The underlying theme is that stochastic models can be regarded as functionals or nonlinear operators. This view leads to nonparametric estimators in a natural way and statistical properties of the estimators can be related to the local behaviour of the functionals.
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作者：STEIN, ML
摘要：Smoothing splines of a fixed order are commonly used as nonparametric regression estimates. The only parameter, then, that needs to be estimated is the smoothing parameter, which is often estimated using some form of cross validation. This work allows the order of the smoothing spline to be estimated using a model in which the order parameter is continuous. Within this setting, generalized cross validation and modified maximum likelihood estimates of the order and smoothing parameters are comp...
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作者：YING, ZL
摘要：We study in detail asymptotic properties of maximum likelihood estimators of parameters when observations are taken from a two-dimensional Gaussian random field with a multiplicative Ornstein-Uhlenbeck covariance function. Under the complete lattice sampling plan, it is shown that the maximum likelihood estimators are strongly consistent and asymptotically normal. The asymptotic normality here is normalized by the fourth root of the sample size and is obtained through higher order expansions o...
