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作者：SCHUMACHER, P; ZIDEK, JV
作者单位：University of British Columbia
摘要：This paper investigates the effect of prior information on the design of experiments for detecting the potential impact of an event which is to occur at a specified time, in the knowledge of possible overall changes to the population as a whole. It is assumed that an F test of interaction is to be used to decide if an impact has occurred. Maximizing the power of this test, or rather the simpler, closely related goal of maximizing the noncentrality parameter is taken to be the designer's object...
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作者：LO, AY
摘要：A Bayesian bootstrap for a censored data model is introduced. Its small sample distributional properties are discussed and found to be similar to Efron's bootstrap for censored data. In the absence of censoring, the Bayesian bootstrap for censored data reduces to Rubin's Bayesian bootstrap for complete data. A first-order large-sample theory is developed. This theory shows that both censored data bootstraps are consistent bootstraps for approximating the sampling distribution of the Kaplan-Mei...
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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：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：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...
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作者：TANG, SM; MACNEILL, IB
作者单位：Western University (University of Western Ontario)
摘要：It is shown that serial correlation can produce striking effects in distributions of change-point statistics. Failure to account for these effects is shown to invalidate change-point tests, either through increases in the type 1 error rates if low frequency spectral mass predominates in the spectrum of the noise process, or through diminution of the power of the tests when high frequency mass predominates. These effects are characterized by the expression (2pif(0)/integral-pi/-pi f(lambda)dlam...
