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作者：VANDERVAART, A
摘要：Given a sample of size n from a distribution P-lambda, one wants to estimate a functional psi(lambda) of the (typically infinite-dimensional) parameter lambda. Lower bounds on the performance of estimators can be based on the concept of a differentiable functional P-lambda --> psi(lambda). In this paper we relate a suitable definition of differentiable functional to differentiability of lambda --> dP-lambda-1/2 and lambda --> psi(lambda). Moreover, we show that regular estimability of a functi...
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作者：ELKRUNZ, SM; STUDDEN, WJ
作者单位：Purdue University System; Purdue University
摘要：A Bayesian version of Elfving's theorem is given for the c-optimality criterion with emphasis on the inherent geometry. Conditions under which a one-point design is Bayesian c-optimum are described. The class of prior precision matrices R for which the Bayesian c-optimal designs are supported by the points of the classical c-optimal design is characterized. It is proved that the Bayesian c-optimal design, for large n, is always supported by the same support points as the classical one if the n...
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作者：DICICCIO, T; HALL, P; ROMANO, J
作者单位：Australian National University
摘要：It is shown that, in a very general setting, the empirical likelihood method for constructing confidence intervals is Bartlett-correctable. This means that a simple adjustment for the expected value of log-likelihood ratio reduces coverage error to an extremely low O(n-2), where n denotes sample size. That fact makes empirical likelihood competitive with methods such as the bootstrap which are not Bartlett-correctable and which usually have coverage error of size n-1. Most importantly, our wor...
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作者：TJUR, T
摘要：For a given block design, an electrical network is constructed in which blocks and treatments are represented by points and observations by connections. This network has the property that the resistance between two points representing two different treatments is equal to the variance on the estimate of the corresponding treatment contrast in the usual additive block effect plus treatment effect model. This provides a simple tool for computation of contrast variances in many examples. Further a...
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作者：SCHUMAKER, LL
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作者：CSISZAR, I
摘要：An attempt is made to determine the logically consistent rules for selecting a vector from any feasible set defined by linear constraints, when either all n-vectors or those with positive components or the probability vectors are permissible. Some basic postulates are satisfied if and only if the selection rule is to minimize a certain function which, if a prior guess is available, is a measure of distance from the prior guess. Two further natural postulates restrict the permissible distances ...
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作者：HECKMAN, NE; WOODROOFE, M
作者单位：University of Michigan System; University of Michigan
摘要：One observes n data points, (t(i), Y(i)), with the mean of Y(i), conditional on the regression function f, equal to f(t(i)). The prior distribution of the vector f = (f(t1),..., f(t(n)))t is unknown, but ties in a known class-OMEGA. An estimator, f, of f is found which minimizes the maximum E parallel-to f - f parallel-to 2. The maximum is taken over all priors in OMEGA and the minimum is taken over linear estimators of f. Asymptotic properties of the estimator are studied in the case that t(i...
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作者：NAGARAJ, NK; FULLER, WA
作者单位：Iowa State University
摘要：Least squares estimators of the parameters of a linear time series model, where the parameters are constrained by a set of nonlinear restrictions, are studied. The model may contain lags of the dependent variable as regressors and the sums of squares of the explanatory variables may grow at different rates as the sample size increases. The estimation procedures can be applied to a regression model with an error process that satisfies either a stationary or a nonstationary autoregression.
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作者：THOMASAGNAN, C
作者单位：Universite de Toulouse; Universite Toulouse 1 Capitole
摘要：Some relationships have been established between unbiased linear predictors of processes, in signal and noise models, minimizing the predictive mean square error and some smoothing spline functions. We construct a new family of multidimensional splines adapted to the prediction of locally homogeneous random fields, whose m-spectral measure (to be defined) is absolutely continuous with respect to Lebesgue measure and satisfies some minor assumptions. By considering partial splines, one may incl...
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作者：OKAMOTO, I; AMARI, S; TAKEUCHI, K
摘要：Sequential estimation continues observations until the observed sample satisfies a prescribed criterion. Its properties are superior on the average to those of nonsequential estimation in which the number of observations is fixed a priori. A higher-order asymptotic theory of sequential estimation is given in the framework of geometry of multidimensional curved exponential families. This gives a design principle of the second-order efficient sequential estimation procedure. It is also shown tha...
