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作者：WEI, CZ
作者单位：Academia Sinica - Taiwan
摘要：Recently, Rissanen proposed a new model selection criterion PLS that selects the model that minimizes the accumulated squares of prediction errors. Usually, the information-based criteria, such as AIC and BIC, select the model that minimizes a loss function which can be expressed as a sum of two terms. One measures the goodness of fit and the other penalizes the complexity of the selected model. In this paper we provide such an interpretation for PLS. Using this relationship, we give sufficien...
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作者：BARRY, D; HARTIGAN, JA
作者单位：Yale University
摘要：Product partition models assume that observations in different components of a random partition of the data are independent. If the probability distribution of random partitions is in a certain product form prior to making the observations, it is also in product form given the observations. The product model thus provides a convenient machinery for allowing the data to weight the partitions likely to hold; and inference about particular future observations may then be made by first conditionin...
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作者：HWANG, JT; CASELLA, G; ROBERT, C; WELLS, MT; FARRELL, RH
作者单位：Universite Paris Cite
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作者：ROJO, J
摘要：In the intuitive approach, a distribution function F is said to be not more heavily tailed than G if lim sup(x --> infinity) FBAR/GBAR < infinity. An alternative is to consider the behavior of the ratio F-1(u)/G-1(u), in a neighborhood of one. The present paper examines the relationship between these two criteria and concludes that the intuitive approach gives a more thorough comparison of distribution functions than the ratio of the quantile functions approach in the case F or G have tails th...
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作者：GUTENBRUNNER, C; JURECKOVA, J
作者单位：Charles University Prague
摘要：We show that regression quantiles, which could be computed as solutions of a linear programming problem, and the solutions of the corresponding dual problem, which we call the regression rank-scores, generalize the duality of order statistics and of ranks from the location to the linear model. Noting this fact, we study the regression quantile and regression rank-score processes in the heteroscedastic linear regression model, obtaining some new estimators and interesting comparisons with exist...
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作者：SHAKED, M; TONG, YL
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：In this note we study comparison of experiments via the positive dependence of normal variables with a common univariate marginal distribution. We show that positive dependence has an adverse effect on the information concerning the common mean theta, and give a partial ordering of the information via a majorization ordering of the correlation matrices. In the special case when the random variables are equally correlated, the main theorem yields a result for the comparison of experiments for p...
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作者：KANAZAWA, Y
摘要：Suppose we wish to construct a variable k-cell histogram based on an independent identically distributed sample of size n - 1 from an unknown density f on the interval of finite length. A variable cell histogram requires cutpoints and heights of all of its cells to be specified. We propose the following procedure: (i) choose from the order statistics corresponding to the sample a set of k + 1 cutpoints that maximize a criterion, a function of the sample spacings; (ii) compute heights of the k ...
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作者：TAKADA, Y
摘要：A sequential procedure for estimating the mean of a normal distribution is proposed. The procedure is shown to have a negative regret at the origin and the same regret as the usual procedure at the other point asymptotically.
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作者：LOW, MG
作者单位：University of California System; University of California Berkeley
摘要：A strong adaptive criteria is defined for density estimation problems. In a particular case it is shown that there is no strongly adaptive sequence of estimators. In contrast Woodroofe has shown that a weakly adaptive result holds.
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作者：MEEDEN, G
摘要：Consider the problem of estimating the total of some finite population. Suppose the labels attached to the units of the population are such that members of the population whose labels are close together are more alike than units whose labels are far apart. For such a population a sensible estimator of the population total is one that interpolates linearly between successive members of the sample. The admissibility of this estimator will be demonstrated. The related interval estimators will be ...
