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作者:HAFF, LR
摘要:A general representation is obtained for the formal Bayes estimator of a parameter matrix. We assume that the prior distribution is symmetric in some sense, but it is not specified otherwise. The formal Bayes risk is minimized subject to order constraints by a variational technique; hence our representation is called the variational form of the Bayes estimator (VFBE). The VFBE is used to obtain estimators that have good frequency properties relative to the usual estimators. Such estimators are...
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作者:ARCONES, MA; GINE, E
作者单位:City University of New York (CUNY) System; City University of New York (CUNY) System; College of Staten Island (CUNY)
摘要:The Kolmogorov distance between the empirical cdf F(n) and its symmetrization sF(n) with respect to an adequate estimator of the center of symmetry of P is a natural statistic for testing symmetry. However, its limiting distribution depends on P. Using critical values from the symmetrically bootstrapped statistic (where the resampling is made from sF(n)) produces tests that can be easily implemented and have asymptotically the correct levels as well as good consistency properties. This article...
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作者:LIN, ML; DEAN, AM
摘要:Some general results on the existence of trend-free and partially trend-free designs are given for both varietal and factorial experiments. In particular, trend-free properties of cyclic and generalized cyclic designs are investigated. It is shown that, for factorial experiments, certain designs which are not completely trend-free are nevertheless trend-free for estimating a subset of the main effect and interaction contrasts.
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作者:HAWKINS, DL; KOCHAR, SC
作者单位:Indian Statistical Institute; Indian Statistical Institute Delhi
摘要:Let F denote the set of cdf's on R with density everywhere positive. Let C(A) = {(F, G) is-an-element-of F x F: there exists a unique x* is-an-element-of R such that F(x) > G(x) for x < x* and F(x) < G(x) for x > x*}, C(B) = {(F, G) is-an-element-of F x F: (G, F) is-an-element-of C(A)}. Based on independent random samples from F and G (assumed unknown), we give distribution-free tests of H0: F = G versus the alternatives that (F, G) is-an-element-of C(A), (F, G) is-an-element-of C(B) or (F, G)...
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作者:BAI, ZD; RAO, CR
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:Many important statistics can be written as functions of sample means of vector variables. A fundamental contribution to the Edgeworth expansion for functions of sample means was made by Bhattacharya and Ghosh. In their work the crucial Cramer c-condition is assumed on the joint distribution of all the components of the vector variable. However, in many practical situations, only one or a few of the components satisfy (conditionally) this condition while the rest do not (such a case is referre...
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作者:JANSSEN, A
摘要:The present paper derives various survival tests and their optimality results for randomly censored lifetime data by an extension of familiar rank test arguments. The approach is based on local asymptotic normal models which have a natural interpretation in terms of hazard rates. In particular, the description of classical rank tests by hazard rates may be of separate interest. As an application of the new methods, a justification of conditional survival tests is given also under unequal censo...
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作者:GIJBELS, I; VERAVERBEKE, N
摘要:This paper deals with censored data estimation of a general class of von Mises-type functionals of the survival time distribution F. Conditions are given under which an almost sure asymptotic representation holds for the estimator, obtained by applying the same functional to F(n), the product-limit estimator of Kaplan and Meier.
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作者:BARRON, AR; SHEU, CH
摘要:Probability density functions are estimated by the method of maximum likelihood in sequences of regular exponential families. This method is also familiar as entropy maximization subject to empirical constraints. The approximating families of log-densities that we consider are polynomials, splines and trigonometric series. Bounds on the relative entropy (Kullback-Leibler distance) between the true density and the estimator are obtained and rates of convergence are established for log-density f...
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作者:CHANG, IS; HSIUNG, CA
作者单位:Academia Sinica - Taiwan
摘要:This paper shows that Cox's partial score function is the projection of the score function on the (locally) E-ancillary subspace for the nuisance parameter (Small and McLeish). This is done by adapting the concepts of (locally) E-ancillarity and (locally) E-sufficiency for inference functions (McLeish and Small) to an extended Cox's regression model, where the baseline function is allowed to be a predictable process.
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作者:WALTER, GG; HAMEDANI, GG
作者单位:Marquette University
摘要:Certain orthogonal polynomials are employed to estimate the prior distribution of the parameter of natural exponential families with quadratic variance functions in an approach which combines Bayesian and nonparametric empirical Bayesian methods. These estimates are based on samples from the marginal distribution rather than the conditional distribution.