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作者：CHENG, CL; VANNESS, JW
作者单位：University of Texas System; University of Texas Dallas
摘要：This paper discusses robust estimation for structural errors-in-variables (EV) linear regression models. Such models have important applications in many areas. Under certain assumptions, including normality, the maximum likelihood estimates for the EV model are provided by orthogonal regression (OR) which minimizes the orthogonal distance from the regression line to the data points instead of the vertical distance used in ordinary regression. OR is very sensitive to contamination and thus effi...
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作者：HEYDE, CC
摘要：This paper is concerned with the size of confidence intervals for parameters of stochastic processes based on limit laws with two competing normalizations, one producing asymptotic normality and the other asymptotic mixed normality. It is shown that, in a certain sense, the interval based on asymptotic normality is preferable on average. Applications to estimation of parameters in nonergodic stochastic processes and to estimation of steady-state parameters in a simulation are given to illustra...
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作者：POSKITT, DS
摘要：In this paper a method of identifying stationary and invertible vector autoregressive moving-average time series is proposed. The models are presumed to be represented in (reversed) echelon canonical form. Consideration is given to both parameter estimation and the determination of structural indices, the evaluations being based on the use of closed form least squares calculations. Consistency of the technique is shown and the operational characteristics of the procedure when employed as a mea...
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作者：TRUONG, YK; STONE, CJ
作者单位：University of California System; University of California Berkeley
摘要：Consider a stationary time series (X(t), Y(t)), t = 0, +/- 1,..., with X(t) being R(d)-valued and Y(t) real-valued. The conditional mean function is given by theta(X0) = E(Y0\X0). Under appropriate regularity conditions, a local average estimator of this function based on a finite realization (X1, Y1),..., (X(n), Y(n)) can be chosen to achieve the optimal rate of convergence n-1/(2+d) both pointwise and in L2 norms restricted to a compact; and it can also be chosen to achieve the optimal rate ...
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作者：LEONARD, T; HSU, JSJ
作者单位：University of California System; University of California Santa Barbara
摘要：A flexible class of prior distributions is proposed, for the covariance matrix of a multivariate normal distribution, yielding much more general hierarchical and empirical Bayes smoothing and inference, when compared with a conjugate analysis involving an inverted Wishart distribution. A likelihood approximation is obtained for the matrix logarithm of the covariance matrix, via Bellman's iterative solution to a Volterra integral equation. Exact and approximate Bayesian, empirical and hierarchi...
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作者：SAMARANAYAKE, K
摘要：The k-armed bandit problem on the Bernoulli dependent arms is discussed. Order relations on the prior distributions of the Bernoulli parameters using moments of the posterior are used to prove a monotonicity property of the value function. When k = 2, a stay-with-a-winner rule is derived for negatively correlated arms and for a certain class of positively correlated arms. These results are extensions of those given in Berry and Fristedt for independent Bernoulli arms. They also generalize the ...
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作者：WASSERMAN, L; KADANE, JB
摘要：As a first step toward developing statistical models based on upper and lower probabilities, we study upper probabilities and upper expectations on the unit interval that are symmetric, by which we mean invariant with respect to equimeasurability. These upper probabilities are generalizations of uniform probability measures. We give some characterizations of these upper probabilities. Specifically, we show that symmetry of the upper expectation functional is equivalent to the underlying set of...
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作者：LAVINE, M
摘要：Polya tree distributions are defined. They are generalizations of Dirichlet processes that allow for the possibility of putting positive mass on the Bet of continuous distributions. Predictive and posterior distributions are explained. A canonical construction of a Polya tree is given so that the Polya tree has any desired predictive distribution. Choices of the Polya tree parameters are discussed. Mixtures of Polya trees are defined and examples are given.
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作者：HOLLANDER, M; PRESNELL, B; SETHURAMAN, J
作者单位：State University System of Florida; University of Florida
摘要：In the age-dependent minimal repair model of Block, Borges and Savits (BBS), a system failing at age t undergoes one of two types of repair. With probability p(t), a perfect repair is performed and the system is returned to the good-as-new state, while with probability 1 - p(t), a minimal repair is performed and the system is repaired, but is only as good as a working system of age t. Whitaker and Samaniego propose an estimator for the system life distribution F when data are collected under t...
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作者：SZKUTNIK, Z
作者单位：AGH University of Krakow
摘要：The problem of maximin testing between families of probability measures generated by special capacities and transformation groups is solved by showing that the Hunt-Stein theorem is applicable to such, generally nondominated, families of probability measures and that the problem reduces to maximin testing between neighbourhoods of distributions of maximal invariant, defined by special capacities closely related to the initial ones. An application to testing approximate binormality is also sket...
