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作者：MARDEN, JI
摘要：We introduce new criteria for evaluating test statistics based on the p-values of the statistics. Given a set of test statistics, a good statistic is one which is robust in being reasonably sensitive to all departures from the null implied by that set. We present a constructive approach to finding the optimal statistic. We apply the criteria to two-sided problems; combining independent tests; testing that the mean of a spherical normal distribution is 0, and extensions to other spherically sym...
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作者：MENENDEZ, JA; SALVADOR, B
摘要：The first anomaly in the L.R.T. for testing restricted hypotheses was observed by Warrack and Robertson. They found the L.R.T. for testing an order restriction in a normal model to be dominated by a different test. In this paper we deal with a more general situation in which the L.R.T. for testing a face of an acute cone is dominated by a different test that does not take into account some of the information in the model.
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作者：YU, QQ; CHOW, MS
作者单位：Northeastern University; Sun Yat Sen University
摘要：Consider the problem of continuous invariant estimation of a distribution function with the weighted Cramer-von Mises loss. The minimaxity of the empirical distribution function, which is also the best invariant estimator, is proved for any sample size. This solves a long-standing conjecture.
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作者：DUAN, N; LI, KC
作者单位：University of California System; University of California Los Angeles
摘要：Consider a general regression model of the form y = g(alpha + x'beta, epsilon), with an arbitrary and unknown link function g. We study a link-free method, the slicing regression, for estimating the direction of beta. The method is easy to implement and does not require interative computation. First, we estimate the inverse regression function E(x\y) using a step function. We then estimate GAMMA = Cov[E(x\y)], using the estimated inverse regression function. Finally, we take the spectral decom...
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作者：FOSTER, DP
摘要：A predictor is a method of estimating the probability of future events over an infinite data sequence. One predictor is as strong as another if for all data sequences the former has at most the mean square error (MSE) of the latter. Given any countable set D of predictors, we explicitly construct a predictor S that is at least as strong as every element of D. Finite sample bounds are also given which hold uniformly on the space of all possible data.
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作者：ROSENBAUM, PR
摘要：Statistics or functions are discussed that measure agreement between certain types of partially ordered data. These poset statistics are a generalization of two familiar classes of functions: the arrangement increasing functions and the decreasing reflection functions; those functions measure agreement between linearly ordered data. Specifically, the statistics in question are functions h(X1, X2) of two matrix arguments, each having N rows and they measure the agreement of the ordering of the ...
