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作者：KEDEM, B; LI, TH
摘要：The effect of a linear filter with monotone gain on the first-order autocorrelation of a weakly stationary time series is discussed. When the gain is monotone increasing, the first-order autocorrelation cannot increase. Otherwise, when the gain is monotone decreasing, the correlation cannot decrease. Further, when the gain is strictly monotone, the first-order autocorrelation is unchanged if and only if the process is a pure sinusoid with probability 1. Under the Gaussian assumption, the zero-...
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作者：HARDLE, W; MARRON, JS
作者单位：University of Bonn; Universite Catholique Louvain
摘要：Simultaneous error bars are constructed for nonparametric kernel estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated residual distribution. The error bars are seen to give asymptotically correct coverage probabilities uniformly over any number of gridpoints. Applications to an economic problem are given and comparison to both pointwise and Bonferroni-type bars is presented through a simulation study.
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作者：FRIEDMAN, JH
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作者：GU, C; WAHBA, G
作者单位：University of Wisconsin System; University of Wisconsin Madison
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作者：POLLAK, M; SIEGMUND, D
作者单位：Stanford University
摘要：Three stopping rules are proposed to detect a change in a normal mean, when the initial value of the mean is unknown but an estimate obtained from a training sample is available. Asymptotic approximations are given for the average run length when there is no change. Under certain hypotheses about the length of time before the change occurs and the magnitude of the change, we obtain asymptotic approximations for the expected delay in detection in terms of the corresponding expected delay in the...
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作者：DASGUPTA, A
摘要：If X approximately P-theta, theta is-an-element-of OMEGA and theta approximately G << mu, where dG/d-mu belongs to the convex family GAMMA-L, U = {g: L less-than-or-equal-to cg less-than-or-equal-to U, for some c > 0}, then the sets minimizing lambda(S) subject to inf(G) is-an-element-of GAMMA-L, U P(G)(S/X) greater-than-or-equal-to p are derived, where P(G)(S/X) is the posterior probability of S under the prior G, and lambda is any nonnegative measure on OMEGA such that mu << lambda << mu. Ap...
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作者：DASGUPTA, A; STUDDEN, WJ
摘要：We address the problem of finding a design that minimizes the Bayes risk with respect to a fixed prior subject to being robust with respect to misspecification of the prior. Uncertainty in the prior is formulated in terms of having a family of priors instead of one single prior. Two different classes of priors are considered: GAMMA-1 is a family of conjugate priors, and a second family of priors GAMMA-2 is induced by a metric on the space of nonnegative measures. The family GAMMA-1 has earlier...
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作者：BRUNK, HD
摘要：In a general setting in which prior distributions that may take on the value infinity are admitted, an inference based on a posterior for a prior, mu, that is minimally compatible with the inference is shown to have a strong property of expectation consistency, that implies a corresponding property of coherence: A nonnegative expected payoff function for a gambler's strategy is necessarily 0 almost everywhere (mu). In the converse direction, under appropriate regularity conditions involving co...
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作者：FELDMAN, I
摘要：In this paper we shall discuss the estimation of the mean of a normal distribution with variance 1. The main question in this work is the existence and computation of a least favorable distribution among all the prior distributions satisfying a given set of constraints. In the following we show that if this distribution is bounded from above on some even moment, then the least favorable distribution exists and it is either normal or discrete. The support of the discrete distribution function d...
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作者：CHENG, CS; BAILEY, RA
作者单位：UK Research & Innovation (UKRI); Biotechnology and Biological Sciences Research Council (BBSRC); Rothamsted Research
摘要：Let D(v, b, k) be the set of all the binary equireplicate incomplete-block designs for v treatments in b blocks of size k. It is shown that if D(v, b, k) contains a connected two-associate-class partially balanced design d* with lambda-2 = lambda-1 +/- 1 which has a singular concurrence matrix, then it is optimal over D(v, b, k) with respect to a large class of criteria including the A, D and E criteria. The dual of d* is also optimal over D(b, v, r) with respect to the same criteria, where r ...
