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作者：DUMBGEN, L
作者单位：Ruprecht Karls University Heidelberg
摘要：Consider a sequence X1, X2,...,X(n) of independent random variables, where X1, X2,...,X(n)-theta have distribution P, and X(n)-theta + 1, X(n)-theta + 2,..., X(n) have distribution Q. The change-point theta is-an-element-of (0, 1) is an unknown parameter to be estimated, and P and Q are two unknown probability distributions. The nonparametric estimators of Darkhovskh and Carlstein are imbedded in a more general framework, where random seminorms are applied to empirical measures for making infe...
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作者：ALVO, M; CABILIO, P
作者单位：Acadia University
摘要：A total of nb judges rank t objects k at a time according to n replications of a BIBD with b blocks. The Durbin statistic is commonly used in this context and is equivalent to the usual analysis of variance on the rankings. The approach considered here is to introduce the notion of compatibility so as to define distances between incomplete rankings based on metrics on the space of complete rankings. Through this device we define a class of test statistics which includes the Durbin statistic as...
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作者：BRANDWEIN, AC; STRAWDERMAN, WE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This paper is primarily concerned with extending the results of Stein to spherically symmetric distributions. Specifically, when X approximately f(parallel-to X - theta parallel-to2), we investigate conditions under which estimators of the form X + ag(X) dominate X for loss functions parallel-to-delta - theta-parallel-to 2 and loss functions which are concave in parallel-to-delta - parallel-to-delta2. Additionally, if the scale is unknown we investigate estimators of the location parameter of ...
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作者：CHIU, ST
作者单位：Chinese Academy of Sciences
摘要：The problem of bandwidth selection for nonparametric kernel regression is considered. It is well recognized that the classical bandwidth selectors are subject to large sample variation. Due to the large variation, these selectors might not be very useful in practice. Based on the frequency-domain representation of the residual sum of squares (RSS), the source of the variation is pointed out. The observation leads to consideration of a procedure which stabilizes the RSS by modifying the periodo...
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作者：HSING, TL
摘要：Let X1, X2, ... be possibly dependent random variables having the same marginal distribution. Consider the situation where FBAR(x): = P[X1 > x] is regularly varying at infinity with an unknown index -alpha < 0 which is to be estimated. In the i.i.d. setting, it is well known that Hill's estimator is consistent for alpha-1, and is asymptotically normally distributed. It is the purpose of this paper to demonstrate that such properties of Hill's estimator extend considerably beyond the independen...
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作者：KEDEM, B; LI, TH
摘要：The effect of a linear filter with monotone gain on the first-order autocorrelation of a weakly stationary time series is discussed. When the gain is monotone increasing, the first-order autocorrelation cannot increase. Otherwise, when the gain is monotone decreasing, the correlation cannot decrease. Further, when the gain is strictly monotone, the first-order autocorrelation is unchanged if and only if the process is a pure sinusoid with probability 1. Under the Gaussian assumption, the zero-...
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作者：DASGUPTA, A
摘要：If X approximately P-theta, theta is-an-element-of OMEGA and theta approximately G << mu, where dG/d-mu belongs to the convex family GAMMA-L, U = {g: L less-than-or-equal-to cg less-than-or-equal-to U, for some c > 0}, then the sets minimizing lambda(S) subject to inf(G) is-an-element-of GAMMA-L, U P(G)(S/X) greater-than-or-equal-to p are derived, where P(G)(S/X) is the posterior probability of S under the prior G, and lambda is any nonnegative measure on OMEGA such that mu << lambda << mu. Ap...
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作者：DASGUPTA, A; STUDDEN, WJ
摘要：We address the problem of finding a design that minimizes the Bayes risk with respect to a fixed prior subject to being robust with respect to misspecification of the prior. Uncertainty in the prior is formulated in terms of having a family of priors instead of one single prior. Two different classes of priors are considered: GAMMA-1 is a family of conjugate priors, and a second family of priors GAMMA-2 is induced by a metric on the space of nonnegative measures. The family GAMMA-1 has earlier...
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作者：CHENG, CS; BAILEY, RA
作者单位：UK Research & Innovation (UKRI); Biotechnology and Biological Sciences Research Council (BBSRC); Rothamsted Research
摘要：Let D(v, b, k) be the set of all the binary equireplicate incomplete-block designs for v treatments in b blocks of size k. It is shown that if D(v, b, k) contains a connected two-associate-class partially balanced design d* with lambda-2 = lambda-1 +/- 1 which has a singular concurrence matrix, then it is optimal over D(v, b, k) with respect to a large class of criteria including the A, D and E criteria. The dual of d* is also optimal over D(b, v, r) with respect to the same criteria, where r ...
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作者：ELLIS, SP
摘要：Plane-fitting, for example, linear regression, principal components or projection pursuit, is treated from a general perspective. It is shown that any method of plane-fitting satisfying very mild hypotheses must have singularities, that is, data sets near which the procedure is unstable. The well-known collinearity phenomenon is least squares regression is a special case. Severity of singularities is also discussed. The results, which are applications of algebraic topology, may be viewed as pu...
