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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：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：CAOABAD, R
摘要：This paper concerns the distributions used to construct confidence intervals for the regression function in a nonparametric setup. Some rates of convergence for the normal limit, its plug-in approach and the wild bootstrap are obtained conditionally on the explanatory variable X and also unconditionally. The bound found for the wild bootstrap approximation is slightly better (by a factor n-1/45) than the bounds given by the plug-in approach or the CLT for the conditional probability. On the co...
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作者：MENG, XL; BASSIAKOS, Y; LO, SH
作者单位：Northeastern University; Columbia University
摘要：The estimation of the treatment effect in the two-sample problem with right censoring is of interest in survival analysis. In this article we consider both the location shift model and the scale change model. We establish the large-sample properties of a generalized Hodges-Lehmann type estimator. The strong consistency is established under the minimal possible conditions. The asymptotic normality is also obtained without imposing any conditions on the censoring mechanisms. As a by-product, we ...
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作者：GHOSH, S
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作者：BELL, W
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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...
