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作者：HALL, P
作者单位：University of Glasgow
摘要：Several authors have developed bootstrap methods for constructing confidence intervals in nonparametric regression. On each occasion a nonpivotal approach has been employed. Nonpivotal methods are still the overwhelmingly popular choice when statisticians use the bootstrap to compute confidence intervals, but they are not necessarily the most appropriate. In this paper we point out some of the theoretical advantages of pivoting. They include a reduction in the error of the bootstrap distributi...
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作者：BROWN, LD; MARDEN, JI
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：In this paper we give necessary conditions and sufficient conditions for a test to be locally unbiased, we define local admissibility and we characterize local admissibility in hypothesis testing problems with simple null hypotheses. Applications are presented involving same-sign alternatives, ordered alternatives and independence testing of several variables.
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作者：VARDI, Y; ZHANG, CH
摘要：Consider an incomplete data problem with the following specifications. There are three independent samples (X1,..., X(m)), (Z1,..., Z(n)) and (U1,..., U(n)). The first two samples are drawn from a common lifetime distribution function G, while the third sample is drawn from the uniform distribution over the interval (0, 1). In this paper we derive the large sample properties of G(m,n), the nonparametric maximum likelihood estimate of G based on the observed data X1,..., X(m) and Y1,..., Y(n), ...
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作者：GENEST, C
摘要：Vincentization is a convenient method of aggregating a set of n greater-than-or-equal-to 2 probability distributions F1,..., F(n) in such a way that their synthesis, F = T(F1,..., F(n)), be of the same functional form as the F(i)'s when the latter are identical up to a location-scale transformation. A characterization of this combination rule is proposed and some of its consequences are outlined.
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作者：MYKLAND, PA
作者单位：University of California System; University of California Berkeley
摘要：The paper develops a one-step triangular array asymptotic expansion for continuous martingales which are asymptotically normal. Mixing conditions are not required, but the quadratic variations of the martingales must satisfy a law of large numbers and a central limit type condition. From this result we derive expansions for the distributions of estimators in asymptotically ergodic differential equation models, and also for the bootstrapping estimators of these distributions.
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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：FALK, M; REISS, RD
作者单位：Universitat Siegen
摘要：A Poisson approximation of a truncated, empirical point process enables us to reduce conditional statistical problems to unconditional ones. Let (X, Y) be a (d + m)-dimensional random vector and denote by F(.\x) the conditional d.f. of Y given X = x. Applying our approach, one may study the fairly general problem of evaluating a functional parameter T(F(.\x1),...,F(.\x(p)) based on independent replicas (X1, Y1),..., (X(n), Y(n)) of (X, Y). This will be exemplified in the particular cases of no...
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作者：PHILLIPS, PCB; SOLO, V
作者单位：Macquarie University
摘要：A method of deriving asymptotics for linear processes is introduced which uses an explicit algebraic decomposition of the linear filter. The technique is closely related to Gordin's method but has some advantages over it, especially in terms of its range of application. The method offers a simple unified approach to strong laws, central limit theory and invariance principles for linear processes. Sample means and sample covariances are covered. The results accommodate both homogeneous and hete...
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作者：BICKEL, PJ; NAIR, VN; WANG, PCC
作者单位：AT&T; Nokia Corporation; Nokia Bell Labs; University of Calgary
摘要：We consider a biased sampling model that has been found useful in incorporating size biases inherent in many types of discovery data. The model postulates that the data are obtained from a finite population by selecting successively without replacement and with probability proportional to some measure of size. Unlike the ppswor scheme in survey sampling, it is assumed here that the size measure is a function of the unknown population values. In this article, we consider maximum likelihood esti...
