-
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. ...
-
作者：SRIRAM, TN; BASAWA, IV; HUGGINS, RM
作者单位：La Trobe University
摘要：For the critical and subcritical Galton-Watson processes with immigration, it is shown that if the data were collected according to an appropriate stopping rule, the natural sequential estimator of the offspring mean m is asymptotically normally distributed for each fixed m is-an-element-of (0, 1]. Furthermore, the sequential estimator is shown to be asymptotically normally distributed uniformly over a class of offspring distributions with m is-an=element-of (0, 1] bounded variance and satisfy...
-
作者：CSORGO, M; GOMBAY, E; HORVATH, L
作者单位：University of Alberta; Utah System of Higher Education; University of Utah
摘要：A sequence of independent nonnegative random variables with common distribution function F is censored on the right by another sequence of independent identically distributed random variables. These two sequences are also assumed to be independent. We estimate the density function f of F by a sequence of kernel estimators f(n)(t) = (integral-infinity(infinity)K((t - x)/h(n)) dF(n)(x))/h(n), where h(n) is a sequence of numbers, K is kernel density function and F(n) is the product-limit estimato...
-
作者：KONISHI, S
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：This paper considers the problem of constructing approximate confidence intervals for functional parameters in the nonparametric case. The approach based on transformation theory is applied to improve standard confidence intervals. The accelerated bias-corrected percentile interval introduced by Efron relies on the existence of a normalizing transformation with bias and skewness corrections, although calculation does not require explicit knowledge of its functional form. We formally construct ...
-
作者：DATTA, GS; GHOSH, M
作者单位：State University System of Florida; University of Florida; United States Department of Labor
摘要：This paper introduces a hierarchical Bayes (HB) approach for prediction in general mixed linear models. The results find application in small area estimation. Our model unifies and extend, a number of models previously considered in this area. Computational formulas for obtaining the Bayes predictors and their standard errors are given in the general case. The methods are applied to two actual data sets. Also, in a special case, the HB predictors are shown to possess some interesting frequenti...
-
作者：GOLDSTEIN, M
摘要：We describe a general approach to the comparison of two stochastic specifications over a collection of random quantities and then extend the comparison to collections of stochastic specifications. This comparison derives from the eigenstructure of the belief transform, which we construct in full generality for partially specified belief structures. We describe an application of the methodology, namely the comparison of hypotheses. Given various competing probabilistic specifications for a coll...
-
作者：ZHOU, M
摘要：In this paper we study the Kaplan-Meier estimator in the case where survival and censoring times are not all i.i.d. We prove several results which are analogous to those shown by van Zuijlen in the complete data case.
-
作者：LOCKHART, RA
摘要：Test statistics which are almost determined by o(n) tail order statistics are shown to provide tests of asymptotic relative efficiency 0 against the usual type of contiguous alternative. The result is applied to several goodness-of-fit tests: the variance weighted Kolmogorov-Smirnov statistic, the Kolmogorov-Smirnov statistic in the stabilized probability plot and the correlation coefficient in a Q-Q plot for a variety of distributions with exponential tails.
-
作者：MARTINSEK, AT
-
作者：IBRAGIMOV, IA; KHASMINSKII, RZ
作者单位：Russian Academy of Sciences
