1期

最新文章

• ESTIMATING A DISTRIBUTION FUNCTION WITH TRUNCATED AND CENSORED-DATA AI翻译
  作者：LAI, TL; YING, ZL
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign
  摘要：A minor modification of the product-limit estimator is proposed for estimating a distribution function (not necessarily continuous) when the data are subject to either truncation or censoring, or to both, by independent but not necessarily identically distributed truncation-censoring variables. Making use of martingale integral representations and empirical process theory, uniform strong consistency of the estimator is established and weak convergence results are proved for the entire observab...
• MULTIVARIATE ADAPTIVE REGRESSION SPLINES - DISCUSSION AI翻译
  作者：STONE, CJ
• THE ASYMPTOTIC-DISTRIBUTION OF A NONITERATIVE ESTIMATOR IN EXPLORATORY FACTOR-ANALYSIS AI翻译
  作者：KANO, Y
  摘要：This paper presents the asymptotic distribution of Ihara and Kano's noniterative estimator of the uniqueness in exploratory factor analysis. When the number of factors is overestimated, the estimator is not a continuous function of the sample covariance matrix and its asymptotic distribution is not normal, but the consistency holds. It is also shown that the first-order moment of the asymptotic distribution does not exist.
• MULTIVARIATE ADAPTIVE REGRESSION SPLINES - REJOINDER AI翻译
  作者：FRIEDMAN, JH
• MULTIVARIATE ADAPTIVE REGRESSION SPLINES - DISCUSSION AI翻译
  作者：GU, C; WAHBA, G
  作者单位：University of Wisconsin System; University of Wisconsin Madison
• SEQUENTIAL DETECTION OF A CHANGE IN A NORMAL-MEAN WHEN THE INITIAL-VALUE IS UNKNOWN AI翻译
  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...
• MULTIVARIATE ADAPTIVE REGRESSION SPLINES - DISCUSSION AI翻译
  作者：OSULLIVAN, F
• ASYMPTOTIC OPTIMALITY OF BAYES COMPOUND ESTIMATORS IN COMPACT EXPONENTIAL-FAMILIES AI翻译
  作者：DATTA, S
  摘要：The problem of finding admissible, asymptotically optimal compound rules is pursued in the infinite state case. The components involve the estimation of an arbitrary continuous transform of the natural parameter of a real exponential family with compact parameter space. We show that all Bayes estimators are admissible. Our main result is that any Bayes compound estimator versus a mixture of i.i.d. priors on the compound parameter is asymptotically optimal if the mixing hyperprior has full supp...
• CHAINING VIA ANNEALING AI翻译
  作者：EVANS, M
  摘要：Chaining, in combination with adaptive importance sampling, can provide an effective technique for the numerical evaluation of high-dimensional integrals in the context of a posterior analysis. In many statistical problems ways of applying chaining can be found which depend heavily on the structure of the problem. In this paper we consider a very general method of implementing chaining for arbitrary integrals. Also, we show that chaining can be applied to solve global optimization problems and...
• SOME ASYMPTOTIC RESULTS FOR JACKKNIFING THE SAMPLE QUANTILE AI翻译
  作者：SHI, XQ
  摘要：This note studies the asymptotic behavior of the delete-d jackknife in the irregular case of a sample p-quantile, calculated from a sample of n iid r.v.'s. Two results are obtained: (a) an almost sure rate of convergence of the delete-d jackknife histogram to the normal distribution; (b) almost sure convergence of the delete-d jackknife variance estimate to the asymptotic variance of the sample p-quantile.