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作者：FRANCISCO, CA; FULLER, WA
作者单位：Iowa State University
摘要：Estimation of the finite population distribution function and related statistics, such as the median and interquartile range, is considered. Large-sample properties of estimators constructed from stratified cluster samples, and properties of large-sample confidence intervals, are established. The results are obtained within the context of a sequence of finite populations generated from a superpopulation.
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作者：LOH, WL
摘要：Let X1, X2 be two p x 1 multivariate normal random vectors and S1, S2 be two p x p Wishart matrices, where X1 approximately N(p)(xi, SIGMA-1), X2 approximately N(p) (xi, SIGMA-2), S1 approximately W(p) (SIGMA-1, n) and S2 approximately W(p) (SIGMA-2, n). We further assume that X1, X2, S1, S2 are stochastically independent. We wish to estimate the common mean xi with respect to the loss function L = (xi - xi)'(SIGMA-1-1 + SIGMA-2-1)(xi - xi). By extending the methods of Stein and Haff, an alter...
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作者：OWEN, A
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作者：CHOU, JP
摘要：Let X have a discrete density of the form f(x) = t(x)xi(theta)theta-1(x1) ... theta-p(x)p, where t(x) is nonzero on some infinite subset of Z(p). Consider simultaneous estimation of the theta-i under the loss L(m) (theta, delta) = SIGMA-i(p) = 1 theta-i-m (theta-i - delta-i)2, m greater-than-or-equal-to 0. For integers m greater-than-or-equal-to 1, estimators are found which improve on the maximum likelihood estimator or uniformly minimum variance unbiased estimator. The improved estimators ar...
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作者：HUNG, C
摘要：Since the pioneering work of Friedman and Stuetzle in 1981, projection-pursuit algorithms have attracted increasing attention. This is mainly due to their potential for overcoming or reducing difficulties arising in nonparametric regression models associated with the so-called curse of dimensionality, that is, the amount of data required to avoid an unacceptably large variance increasing rapidly with dimensionality. Subsequent work has, however, uncovered a dependence on dimensionality for pro...
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作者：BARRON, AR; XIAO, XG
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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...
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作者：BREIMAN, L
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作者：DATTA, S
摘要：Consider i.i.d. pairs (theta-i, X-i), i greater-than-or-equal-to l, where theta-1 has an unknown prior distribution omega and given theta-1, X-1 has distribution P theta-1. This setup aries naturally in the empirical Bayes problems. We put a probability (a hyperprior) on the space of all possible omega and consider the posterior mean omega of omega. We show that, under reasonable conditions, P omega = integral-P-theta d omega is consistent in L1. Under a identifiability assumption, this result...
