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作者：BURSHTEIN, D; DELLAPIETRA, V; KANEVSKY, D; NADAS, A
作者单位：International Business Machines (IBM); IBM USA
摘要：Let (X, U) be jointly distributed on K X R(n). Let Y = E(U\X) and let U be the convex hull of the range of U. Let C: K --> C = {1, 2, ..., k}, k greater-than-or-equal-to 1, induce a measurable k way partition {K1, ...,K(k)} of K. Define the impurity of K(c) = C-1(c) to be phi(c, E(U\C(X) = c)), where phi: C x U --> R1 is a concave function in its second argument. Define the impurity psi(C) of the partition as the average impurity of its members: psi(C) = Ephi(C(X), E(U\C(X))). We show that for...
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作者：MULLER, HG
摘要：Estimators for location and size of a discontinuity or change-point in an otherwise smooth regression model are proposed. The assumptions needed are much weaker than those made in parametric models. The proposed estimators apply as well to the detection of discontinuities in derivatives and therefore to the detection of change-points of slope and of higher order curvature. The proposed estimators are based on a comparison of left and right one-sided kernel smoothers. Weak convergence of a stoc...
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作者：HALLIN, M; MELARD, G; MILHAUD, X
摘要：Normal approximations, as provided by permutational central limit theorems, conditionally can be arbitrarily bad. Such approximations therefore are poorly suited to the construction of critical values for Pitman (permutation) tests. A classical remedy consists in substituting a beta approximation (over the appropriate conditional interval range) for the normal one. Whereas deriving permutational extreme values for usual, nonserial statistics is generally straightforward, the corresponding prob...
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作者：LOW, MG
作者单位：University of California System; University of California Berkeley
摘要：White noise models often renormalize exactly yielding optimal rates of convergence for pointwise nonparametric functional estimation problems. Similar rescaling ideas lead to a sequence of experiments appropriate for pointwise density estimation problems.
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作者：MAJUMDAR, D
摘要：Bayes A-optimal designs for the one-way and the two-way elimination of heterogeneity models and optimal GAMMA-minimax designs for the one-way elimination of heterogeneity model for experiments to compare test treatments with a control are given. Properties such as robustness, of these designs are studied. Optimality results are derived in the exact theory setup.
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作者：CHEN, JH
摘要：In this paper we find several interesting properties of 2n-k fractional factorial designs. An upper bound is given for the length of the longest word in the defining contrasts subgroup. We obtain minimum aberration 2n-k designs for k = 5 and any n. Furthermore, we give a method to test the equivalence of fractional factorial designs and prove that minimum aberration 2n-k designs for k less-than-or-equal-to 4 are unique.
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作者：KLONECKI, W; ZONTEK, S
作者单位：Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences
摘要：Simultaneous estimation of the vector of variance components under unbalanced mixed models w.r.t. the ordinary quadratic lose function is considered. A new method of constructing invariant quadratic admissible estimators, both with and without the condition of unbiasedness, is presented. Using this method, admissible estimators for the factorial models with imbalance at the last stage and the unbalanced (p - 1)-way nested factors design are constructed.
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作者：LAHIRI, SN
摘要：Consider a multiple linear regression model Y(i) = x(i)'beta + epsilon(i), where the epsilon(i)'s are independent random variables with common distribution F and the x(i)'s are known design vectors. Let Beta(n)BAR be the M-estimator of beta corresponding to a score function psi. Under some conditions on F, psi and the x(i)'s, two-term Edgeworth expansions for the distributions of standardized and studentized beta(n)BAR are obtained. Furthermore, it is shown that the bootstrap method is second ...
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作者：MULLER, HG; PREWITT, K
摘要：Adaptive nonparametric kernel estimators for the location of a peak of the spectral density of a stationary time series are proposed and investigated. They are based on direct smoothing of the periodogram where the amount of smoothing is determined automatically in an asymptotically optimal fashion. These adaptive estimators minimize the asymptotic mean squared error. Adaptivity is derived from the weak convergence of a two-parameter stochastic process in a deviation and a bandwidth coordinate...
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作者：SRIRAM, TN
摘要：A sequential procedure for estimating the regression parameter beta is-an-element-of R(k) in a regression model with symmetric errors is proposed. This procedure is shown to have asymptotically smaller regret than the procedure analyzed by Martinsek when beta = 0, and the same asymptotic regret as that procedure when beta not-equal 0. Consequently, even when the errors are normally distributed, it follows that the asymptotic regret can be negative when beta = 0. These results extend a recent w...
