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作者：BEGG, MD; LAGAKOS, S
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：We consider the effects of misspecifying the covariate vector on tests of association between a particular covariate and the response variable in logistic regression models. Misspecification can include random measurement error, discretizing a continuous explanatory variable and mismodeling the functional form of an explanatory variable. The effects of misspecification are examined by deriving the asymptotic distribution of the test statistic under a sequence of models. Applications of this re...
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作者：KHASMINSKII, RZ; LAZAREVA, BV
摘要：The importance of optimal filtration problem for Markov chain with two states observed in Gaussian white noise (GWN) for a lot of concrete technical problems is well known. The equation for a posteriori probability pi(t) of one of the states was obtained many years ago. The aim of this paper is to study a simple filtration method. It is shown that this simplified filtration is asymptotically efficient in some sense if the diffusion constant of the GWN goes to 0. Some advantages of this procedu...
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作者：DONOHO, DL; GASKO, M
作者单位：University of California System; University of California Berkeley; California State University System; San Jose State University
摘要：We describe multivariate generalizations of the median, trimmed mean and W estimates. The estimates are based on a geometric construction related to ''projection pursuit.'' They are both affine equivariant (coordinate-free) and have high breakdown point. The generalization of the median has a breakdown point of at least 1/(d + 1) in dimension d and the breakdown point can be as high as 1/3 under symmetry. In contrast, various estimators based on rejecting apparent outliers and taking the mean ...
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作者：FAN, JQ; GIJBELS, I
作者单位：Hasselt University
摘要：In this paper we introduce an appealing nonparametric method for estimating the mean regression function. The proposed method combines the ideas of local linear smoothers and variable bandwidth. Hence, it also inherits the advantages of both approaches. We give expressions for the conditional MSE and MISE of the estimator. Minimization of the MISE leads to an explicit formula for an optimal choice of the variable bandwidth. Moreover, the merits of considering a variable bandwidth are discussed...
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作者：POLITIS, DN; ROMANO, JP
作者单位：Stanford University
摘要：In 1989 Kunsch introduced a modified bootstrap and jackknife for a statistic which is used to estimate a parameter of the m-dimensional joint distribution of stationary and alpha-mixing observations. The modification amounts to resampling whole blocks of consecutive observations, or deleting whole blocks one at a time. Liu and Singh independently proposed (in 1988) the same technique for observations that are m-dependent. However, many time-series statistics, notably estimators of the spectral...
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作者：HEDAYAT, AS; PU, KW; STUFKEN, J
作者单位：Baxter International Inc; Iowa State University
摘要：General techniques for the construction of asymmetrical orthogonal arrays of strength 2 are presented. These are then applied to special cases to obtain new families of such arrays. Among these are saturated main-effect plans based on s(m) runs with factors at s(v)i levels, i = 0, 1,..., r, where m greater-than-or-equal-to v(r), v0 = 1, v(i-1) divides v(i), i = 1, 2,..., r, and s is a prime power.
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作者：MUKERJEE, H
摘要：The Robbins-Monro process X(n + 1) = X(n) - c(n)Y(n) is a standard stochastic approximation method for estimating the root theta of an unknown regression function. There is a vast literature on the convergence properties of X(n) to theta. In practice, one is also interested in the conditional distribution of the system under the sequential control when the control is set at theta or near theta. This problem appears to have received no attention in the literature. We introduce an estimator usin...
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作者：BARINGHAUS, L; HENZE, N
作者单位：Helmholtz Association; Karlsruhe Institute of Technology
摘要：We study the asymptotic behavior of Mardia's measure of (sample) multivariate skewness. In the special case of an elliptically symmetric distribution, the limit law is a weighted sum of two independent chi2-variates. A normal limit distribution arises if the population distribution has positive skewness. These results explain some curiosities in the power performance of a commonly proposed test for multivariate normality bared on multivariate skewness.
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作者：HE, XM; PORTNOY, S
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：The problem of combining high efficiency with high breakdown properties for regression estimators has piqued the interest of statisticians for some time. One proposal specifically suggested by Rousseeuw and Leroy is to use the least median of squares estimator, omit observations whose residuals are larger than some constant cut-off value and apply least squares to the remaining observations. Although this proposal does retain high breakdown point, it actually converges no faster than the initi...
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作者：SEVERINI, TA; WONG, WH
作者单位：University of Chicago
摘要：In this paper, we outline a general approach to estimating the parametric component of a semiparametric model. For the case of a scalar parametric component, the method is based on the idea of first estimating a one-dimensional subproblem of the original problem that is least favorable in the sense of Stein. The likelihood function for the scalar parameter along this estimated subproblem may be viewed as a generalization of the profile likelihood for that parameter. The scalar parameter is the...
