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作者：BRUNK, HD
摘要：In a general setting in which prior distributions that may take on the value infinity are admitted, an inference based on a posterior for a prior, mu, that is minimally compatible with the inference is shown to have a strong property of expectation consistency, that implies a corresponding property of coherence: A nonnegative expected payoff function for a gambler's strategy is necessarily 0 almost everywhere (mu). In the converse direction, under appropriate regularity conditions involving co...
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作者：LAI, TL; YING, ZL
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：A class of rank estimators is introduced for regression analysis in the presence of both left-truncation and right-censoring on the response variable. By making use of martingale theory and a tightness lemma for stochastic integrals of multiparameter empirical processes, the asymptotic normality of the estimators is established under certain assumptions. Adaptive choice of the score functions to give asymptotically efficient rank estimators is also discussed.
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作者：GEORGE, EI
摘要：Consider the problem of estimating the p X 1 mean vector theta-under expected squared error loss, based on the observation of two independent multivariate normal vectors Y1 approximately N(p)(theta, sigma-2I) and Y2 approximately N(p)(theta, lambda-sigma-2I) when lambda-and sigma-2 are unknown. For p greater-than-or-equal-to 3, estimators of the form delta-eta = eta-Y1 + (1 - eta)Y2 where-eta is a fixed number in (0,1), are shown to be uniformly dominated in risk by Stein estimators in spite o...
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作者：COMETS, F; GIDAS, B
作者单位：Brown University
摘要：We study the asymptotics of the ML estimators for the Curie-Weiss model parameterized by the inverse temperature beta and the external field h. We show that if both beta-and h are unknown, the ML estimator of (beta, h) does not exist. For beta-known, the ML estimator h triple-over-dot n of h exhibits, at a first order phase transition point, superefficiency in the sense that its asymptotic variance is half of that of nearby points. At the critical point (beta = 1), if the true value is h = 0, ...
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作者：DICICCIO, T; HALL, P; ROMANO, J
作者单位：Australian National University
摘要：It is shown that, in a very general setting, the empirical likelihood method for constructing confidence intervals is Bartlett-correctable. This means that a simple adjustment for the expected value of log-likelihood ratio reduces coverage error to an extremely low O(n-2), where n denotes sample size. That fact makes empirical likelihood competitive with methods such as the bootstrap which are not Bartlett-correctable and which usually have coverage error of size n-1. Most importantly, our wor...
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作者：TJUR, T
摘要：For a given block design, an electrical network is constructed in which blocks and treatments are represented by points and observations by connections. This network has the property that the resistance between two points representing two different treatments is equal to the variance on the estimate of the corresponding treatment contrast in the usual additive block effect plus treatment effect model. This provides a simple tool for computation of contrast variances in many examples. Further a...
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作者：OKAMOTO, I; AMARI, S; TAKEUCHI, K
摘要：Sequential estimation continues observations until the observed sample satisfies a prescribed criterion. Its properties are superior on the average to those of nonsequential estimation in which the number of observations is fixed a priori. A higher-order asymptotic theory of sequential estimation is given in the framework of geometry of multidimensional curved exponential families. This gives a design principle of the second-order efficient sequential estimation procedure. It is also shown tha...
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作者：BASAWA, IV; MALLIK, AK; MCCORMICK, WP; REEVES, JH; TAYLOR, RL
摘要：Consider a first-order autoregressive process X(t) = beta-X(t-1) + epsilon-t, where {epsilon-t} are independent and identically distributed random errors with mean 0 and variance 1. It is shown that when beta = 1 the standard bootstrap least squares estimate of beta-is asymptotically invalid, even if the error distribution is assumed to be normal. The conditional limit distribution of the bootstrap estimate at beta = 1 is shown to converge to a random distribution.
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作者：DEJONG, P
摘要：The Kalman recursion for state space models is extended to allow for likelihood evaluation and minimum mean square estimation given states with an arbitrarily large covariance matrix. The extension is computationally minor. Application is made to likelihood evaluation, state estimation, prediction and smoothing.
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作者：MESSER, K
摘要：It has been observed that to a smoothing spline operator there corresponds an equivalent kernel operator; these two operators have been compared in a variety of norms [Cox (1984), Silverman (1984)]. In this paper, we refine the existing bounds for the particular case of the spline estimator considered in Rice and Rosenblatt (1983) and its corresponding equivalent kernel estimator. We obtain detailed asymptotic expressions for the bias and covariance functions of the two estimates and provide r...
