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作者：PRUITT, RC
摘要：Conditions under which the bivariate Kaplan-Meier estimate of Dabrowska is not a proper survival function are given. All points assigned negative mass are identified under the assumption that the observations follow an absolutely continuous distribution. The number of points assigned negative mass increases as n2 and the total amount of negative mass does not disappear as n --> infinity, where n is the sample size. A simulation study is reported which shows that large amounts of negative mass ...
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作者：FENECH, AP; HARVILLE, DA
作者单位：Iowa State University
摘要：We present a general procedure for obtaining an exact confidence set for the variance components in a mixed linear model. The procedure can be viewed as a generalization of the ANOVA method used with balanced models. Our procedure uses, as pivotal quantities, quadratic forms that are distributed independently as chi-squared variables. These quadratic forms are constructed with reference to spaces that are orthogonal with respect to the covariance matrix of the observation vector, which is a fu...
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作者：JONES, MC; MARRON, JS; PARK, BU
作者单位：Seoul National University (SNU); International Business Machines (IBM); IBM USA; University of North Carolina; University of North Carolina Chapel Hill
摘要：The asymptotically best bandwidth selectors for a kernel density estimator currently require the use of either unappealing higher order kernel pilot estimators or related Fourier transform methods. The point of this paper is to present a methodology which allows the fastest possible rate of convergence with the use of only nonnegative kernel estimators at all stages of the selection process. The essential idea is derived through careful study of factorizations of the pilot bandwidth in terms o...
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作者：FAN, JQ
摘要：We discuss the difficulties of estimating quadratic functionals based on observations Y(t) from the white noise model Y(t) = integral 0t(f)(u) du + sigma-W(t), t is-an-element-of [0, 1], where W(t) is a standard Wiener process on [0, 1]. The optimal rates of convergence (as sigma --> 0) for estimating quadratic functionals under certain geometric constraints are found. Specifically, the optimal rates of estimating integral 0(1)[f(k)(x)]2 dx under hyperrectangular constraints SIGMA = {f: \x(j)(...
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作者：LAI, TL; YING, ZL
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：Buckley and James proposed an extension of the classical least squares estimator to the censored regression model. It has been found in some empirical and Monte Carlo studies that their approach provides satisfactory results and seems to be superior to other extensions of the least squares estimator in the literature. To develop a complete asymptotic theory for this approach, we introduce herein a slight modification of the Buckley-James estimator to get around the difficulties caused by the i...
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作者：MARDEN, JI
摘要：We introduce new criteria for evaluating test statistics based on the p-values of the statistics. Given a set of test statistics, a good statistic is one which is robust in being reasonably sensitive to all departures from the null implied by that set. We present a constructive approach to finding the optimal statistic. We apply the criteria to two-sided problems; combining independent tests; testing that the mean of a spherical normal distribution is 0, and extensions to other spherically sym...
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作者：MENENDEZ, JA; SALVADOR, B
摘要：The first anomaly in the L.R.T. for testing restricted hypotheses was observed by Warrack and Robertson. They found the L.R.T. for testing an order restriction in a normal model to be dominated by a different test. In this paper we deal with a more general situation in which the L.R.T. for testing a face of an acute cone is dominated by a different test that does not take into account some of the information in the model.
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作者：YU, QQ; CHOW, MS
作者单位：Northeastern University; Sun Yat Sen University
摘要：Consider the problem of continuous invariant estimation of a distribution function with the weighted Cramer-von Mises loss. The minimaxity of the empirical distribution function, which is also the best invariant estimator, is proved for any sample size. This solves a long-standing conjecture.
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作者：BUJA, A; DUFFY, D; HASTIE, T; TIBSHIRANI, R
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T; University of Toronto
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作者：ZHANG, P
摘要：In a nonparametric regression setup where the covariates are continuous, the problem of estimating the number of covariates will be discussed in this paper. The kernel method is used to estimate the regression function and the selection criterion is based on minimizing the cross-validation estimate of the mean squared prediction error. We consider choosing both the bandwidth and the number of covariates based on the data. Unlike the case of linear regression, it turns out that the selection is...
