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作者：KENT, JT; TYLER, DE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：A class of redescending M-estimates of multivariate location and scatter are investigated. Sufficient conditions are given to ensure the existence and uniqueness of the estimates. These results are applied to the multivariate t-distribution with degrees of freedom v greater-than-or-equal-to 1.
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作者：HORVATH, L
摘要：Central limit theorems are proven for L(p)-norms (1 less-than-or-equal-to p < infinity) of multivariate density estimators.
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作者：KORN, EL; GRAUBARD, BI
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要：Krewski and Rao consider inference for a (nonlinear) function of a vector of finite population means 0 = g(YBAR). For a sequence of finite populations with increasing number of strata, they demonstrate that theta = g(yBAR) is asymptotically normal, where yBAR is the usual unbiased stratified estimator of YBAR. Additionally, they demonstrate that (theta - theta)/upsilon1/2(theta) is asymptotically a standard normal distribution, where upsilon(theta) is a variance estimator obtained using linear...
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作者：SARKAR, J
摘要：As does Woodroofe, we consider a Bayesian sequential allocation between two treatments that incorporates a covariate. The goal is to maximize the total discounted expected reward from an infinite population of patients. Although our model is more general than Woodroofe's, we are able to duplicate his main result: The myopic rule is asymptotically optimal.
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作者：FRANCISCO, CA; FULLER, WA
作者单位：Iowa State University
摘要：Estimation of the finite population distribution function and related statistics, such as the median and interquartile range, is considered. Large-sample properties of estimators constructed from stratified cluster samples, and properties of large-sample confidence intervals, are established. The results are obtained within the context of a sequence of finite populations generated from a superpopulation.
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作者：LOH, WL
摘要：Let X1, X2 be two p x 1 multivariate normal random vectors and S1, S2 be two p x p Wishart matrices, where X1 approximately N(p)(xi, SIGMA-1), X2 approximately N(p) (xi, SIGMA-2), S1 approximately W(p) (SIGMA-1, n) and S2 approximately W(p) (SIGMA-2, n). We further assume that X1, X2, S1, S2 are stochastically independent. We wish to estimate the common mean xi with respect to the loss function L = (xi - xi)'(SIGMA-1-1 + SIGMA-2-1)(xi - xi). By extending the methods of Stein and Haff, an alter...
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作者：OWEN, A
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作者：CHEN, ZH
摘要：We consider interaction splines which model a multivariate regression function f as a constant plus the sum of functions of one variable (main effects), plus the sum of functions of two variables (two-factor interactions), and so on. The estimation of f by the penalized least squares method and the asymptotic properties of the models are studied in this article. It is shown that, under some regularity conditions on the data points, the expected squared error averaged over the data points conve...
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作者：CHOU, JP
摘要：Let X have a discrete density of the form f(x) = t(x)xi(theta)theta-1(x1) ... theta-p(x)p, where t(x) is nonzero on some infinite subset of Z(p). Consider simultaneous estimation of the theta-i under the loss L(m) (theta, delta) = SIGMA-i(p) = 1 theta-i-m (theta-i - delta-i)2, m greater-than-or-equal-to 0. For integers m greater-than-or-equal-to 1, estimators are found which improve on the maximum likelihood estimator or uniformly minimum variance unbiased estimator. The improved estimators ar...
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作者：HAFF, LR
摘要：A general representation is obtained for the formal Bayes estimator of a parameter matrix. We assume that the prior distribution is symmetric in some sense, but it is not specified otherwise. The formal Bayes risk is minimized subject to order constraints by a variational technique; hence our representation is called the variational form of the Bayes estimator (VFBE). The VFBE is used to obtain estimators that have good frequency properties relative to the usual estimators. Such estimators are...
