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作者：HSING, T
摘要：Under stationarity and weak dependence, the statistical significance and the estimation of the extremal index are considered. It is shown that the distribution of the sample maximum can be uniformly approximated given the extremal index and the marginal distribution as the sample size increases. An adaptive procedure is proposed for estimating the extremal index. The procedure is shown to be asymptotically optimal in a class of estimators.
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作者：LU, IL; RICHARDS, D
作者单位：University of Virginia
摘要：Let X1, X2,...,X(n) be a random sample from a continuous univariate distribution F, and let DELTA = PI 1 less-than-or-equal-to i < j less-than-or-equal-to n(X(i) - X(j))2 denote the t, or square of the Vandermonde determinant, constructed from the random sample. The statistic DELTA arises in the study of moment matrices and inference for mixture distributions, the spectral theory of random matrices, control theory and statistical physics. In this paper, we study the probability distribution of...
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作者：BERAN, R
摘要：Consider the problem of constructing a prediction region D(n) for a potentially observable variable X on the basis of a learning sample of size n. Usually, the requirement that D(n) contain X with probability alpha, conditionally on the learning sample, does not uniquely determine D(n). This paper develops a general probability-centering concept for prediction regions that extends to vector-valued or function-valued X the classical notion of an equal-tailed prediction interval. The dual requir...
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作者：GEIGER, D; PEARL, J
作者单位：University of California System; University of California Los Angeles
摘要：This article develops an axiomatic basis for the relationship between conditional independence and graphical models in statistical analysis. In particular, the following relationships are established: (1) every axiom for conditional independence is an axiom for graph separation, (2) every graph represents a consistent set of independence and dependence constraints, (3) all binary factorizations of strictly positive probability models can be encoded and determined in polynomial time using their...
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作者：GREENSHTEIN, E
作者单位：Hebrew University of Jerusalem
摘要：Let X1, X2,... be a sequence of random variables, (X1,...,X(n)) approximately F(theta)n theta is-an-element-of THETA. In a work by Bahadur it was shown that, for some sequential problems, an inference may be based on a sequence of sufficient and transitive statistics S(n) = S(n)(X1,..., X(n)) without any loss in statistical performance. A simple criterion for transitivity is given in Theorem 1.
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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：COSTER, DC
摘要：Coster and Cheng presented a generalized foldover scheme for the construction of systematic run orders of fractional factorial designs, with all factors having the same prime power number of levels, for which all the main effects components of the factors are orthogonal to a polynomial trend present in every block of the design. In this paper, we present modifications to the foldover method that allow polynomial trend-free run orders to be constructed in the following more general settings: De...
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作者：LO, AY
摘要：Bayesian statistical inference for sampling from weighted distribution models is studied. Small-sample Bayesian bootstrap clone (BBC) approximations to the posterior distribution are discussed. A second-order ProPertY for the BBC in unweighted i.i.d. sampling is given. A consequence is that BBC approximations to a posterior distribution of the mean and to the sampling distribution of the sample average, can be made asymptotically accurate by a proper choice of the random variables that generat...
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作者：MESSIG, MA; STRAWDERMAN, WE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：Minimal sufficiency and completeness are examined for the multistage, multihit and Weibull quantal response models. It is shown that the response counts are minimal sufficient statistics and conditions are presented for completeness for the families of these models. These results provide an example of a complete sufficient statistic for a curved exponential family which is of higher dimension than the parameter space. Uniformly minimum variance unbiased (UMVU) estimators may not exist for the ...
