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作者：BELL, W
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作者：HAWKINS, DL; KOCHAR, SC
作者单位：Indian Statistical Institute; Indian Statistical Institute Delhi
摘要：Let F denote the set of cdf's on R with density everywhere positive. Let C(A) = {(F, G) is-an-element-of F x F: there exists a unique x* is-an-element-of R such that F(x) > G(x) for x < x* and F(x) < G(x) for x > x*}, C(B) = {(F, G) is-an-element-of F x F: (G, F) is-an-element-of C(A)}. Based on independent random samples from F and G (assumed unknown), we give distribution-free tests of H0: F = G versus the alternatives that (F, G) is-an-element-of C(A), (F, G) is-an-element-of C(B) or (F, G)...
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作者：VANZUIJLEN, MCA
作者单位：Radboud University Nijmegen
摘要：Under minimal conditions precise bounds are obtained for the expectation of the supremum of the weighted empirical process over the interval (0, 1/(n(log n)d-1)), where d is the dimension of the underlying random vectors. The allowed growth of the weight function is optimal in the iid case. The results will have broad applications in the theory of all kinds of nonstandard weighted empirical processes, such as empirical processes based on uniform spacings or U-statistics, where it is often not ...
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作者：GIRARD, DA
作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA)
摘要：Ridge regression is a well-known technique to estimate the coefficients of a linear model. The method of regularization is a similar approach commonly used to solve underdetermined linear equations with discrete noisy data. When applying such a technique, the choice of the smoothing (or regularization) parameter h is crucial. Generalized cross-validation (GCV) and Mallows' C(L) are two popular methods for estimating a good value for h, from the data. Their asymptotic properties, such as consis...
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作者：HWANG, JT; BROWN, LD
摘要：We examine the decision theoretic estimated confidence approach proposed by Kiefer, Robinson and Berger, and focus on results under the frequentist validity constraint previously described by Brown and by Berger. Our main result is that the usual constant coverage probability estimator for the usual confidence set of a linear model is admissible under the frequentist validity constraint. Note that it is inadmissible without the frequentist validity constraint when the dimension is at least 5. ...
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作者：BAI, ZD; RAO, CR
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Many important statistics can be written as functions of sample means of vector variables. A fundamental contribution to the Edgeworth expansion for functions of sample means was made by Bhattacharya and Ghosh. In their work the crucial Cramer c-condition is assumed on the joint distribution of all the components of the vector variable. However, in many practical situations, only one or a few of the components satisfy (conditionally) this condition while the rest do not (such a case is referre...
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作者：JANSSEN, A
摘要：The present paper derives various survival tests and their optimality results for randomly censored lifetime data by an extension of familiar rank test arguments. The approach is based on local asymptotic normal models which have a natural interpretation in terms of hazard rates. In particular, the description of classical rank tests by hazard rates may be of separate interest. As an application of the new methods, a justification of conditional survival tests is given also under unequal censo...
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作者：WONG, WH; SEVERINI, TA
作者单位：Northwestern University
摘要：An approximate maximum likelihood estimate is known to be consistent under some compactness and integrability conditions. In this paper we study its convergence rate and its asymptotic efficiency in estimating smooth functionals of the parameter. We provide conditions under which the rate of convergence can be established. This rate is essentially governed by the size of the space of score functions as measured by an entropy index. We also show that, for a large class of smooth functionals, th...
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作者：FRIEDMAN, JH
摘要：A new method is presented for flexible regression modeling of high dimensional data. The model takes the form of an expansion in product spline basis functions, where the number of basis functions as well as the parameters associated with each one (product degree and knot locations) are automatically determined by the data. This procedure is motivated by the recursive partitioning approach to regression and shares its attractive properties. Unlike recursive partitioning, however, this method p...
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作者：LOH, WL
摘要：Let S1 and S2 be two independent p x p Wishart matrices with S1 approximately W(p)(SIGMA-1, n1) and S2 approximately W(p)(SIGMA-2, n2). We wish to estimate (SIGMA-1, SIGMA-2) under the loss function L(SIGMA-1, SIGMA-2; SIGMA-1, SIGMA-2) = SIGMA-i{tr(SIGMA-i-1-SIGMA-i) - log\SIGMA-i-1-SIGMA-i\ - p}. Our approach is to first utilize the principle of invariance to narrow the class of estimators under consideration to the equivariant ones. The unbiased estimates of risk of these estimators are the...
