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作者：COHEN, A; SACKROWITZ, HB
摘要：Consider the model where X(ij), i = 1,...,k; j = 1,2,...,n(i); n(i) greater-than-or-equal-to 2, are observed. Here X(ij) are independent N(theta(i), sigma2), theta(i) sigma2 unknown. Let X(i) = SIGMA(j=1)n X(ij/n(i), X' = (X1,...,X(k)), theta' = (theta1,...,theta(k)), V = SIGMA(i=1)k SIGMA(j=1)i X(ij)2 - nSIGMA(i=1)k X(i)2. Let A1 be a (k-m) x k matrix of rank (k-m) greater-than-or-equal-to 2 and test H:A1theta=0 versus K-H where K:A1theta greater-than-or-equal-to 0. Suppose we assume sigma2 k...
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作者：MASHAYEKHI, M
摘要：This paper obtains some extensions of Gilliland and Hannan's results on equivariance and the compound decision problem. Consider a compound decision problem with restricted component risk and component distributions in a norm compact set of mutually absolutely continuous probability measures. Then the method of proof of a theorem of Gilliland and Hannan translates the results of Mashayekhi on symmetrization of product measures into uniform convergence to zero of the excess of the simple envelo...
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作者：MUKERJEE, H
摘要：Suppose that (X1,Y1),...,(X(n),Y(n)) are i.i.d. bivariate random vectors and that xi(p)(x) is the p-quantile of Y1 given X1 = x for 0 < p < 1. Estimation of xi(p)(x), when it is monotone in x, has been studied in the literature. In the nonparametric conditional quantile estimation one uses only some smoothness assumptions. The asymptotic properties are superior in the latter case; however, monotonicity is not guaranteed. We introduce a new estimator that enjoys both of the above properties.
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作者：MUKERJEE, H
摘要：There has been an increasing interest in modelling regression with heavy-tailed conditional error distributions, mostly in the parametric setting. Nonparametric regression procedures have been studied almost exclusively for the cases where the conditional variance of the regressed variable is finite in the region of interest. We initiate a study of the infinite variance case. Some results in strong uniform consistency of the nearest neighbor estimator with rates are proven. The technique used ...
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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：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：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...
