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作者：WEST, M
摘要：Kernel density estimates, as commonly applied, generally have no exact model-based interpretation since they violate conditions that define coherent joint distributions. The issue of marginalization consistency is considered here. It is shown that most commonly used kernel functions violate this condition. It is also shown that marginalization consistency holds only for classes of kernel estimates based on Laplacian, or double-exponential kernels whose window width parameters are appropriately...
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作者：LI, WK
摘要：Determining whether a time series has a unit root is an important problem in many time series analyses. For seasonal time series the problem is more complicated as one has to decide whether both regular and seasonal differencing or just one of them would suffice to transform a series into stationarity. This important problem is addressed via the Lagrange multiplier test approach. The large sample representations of the test statistics in terms of integrals of Wiener processes are obtained. The...
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作者：HALL, P; SHEATHER, SJ; JONES, MC; MARRON, JS
作者单位：University of New South Wales Sydney; Open University - UK; University of North Carolina; University of North Carolina Chapel Hill
摘要：A bandwidth selection method is proposed for kernel density estimation. This is based on the straightforward idea of plugging estimates into the usual asymptotic representation for the optimal bandwidth, but with two important modifications. The result is a bandwidth selector with the, by nonparametric standards, extremely fast asymptotic rate of convergence of n-1/2, where n --> infinity denotes sample size. Comparison is given to other bandwidth selection methods, and small sample impact is ...
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作者：RUIZVELASCO, S
摘要：We calculate the asymptotic efficiency of logistic regression relative to linear discriminant analysis for testing hypotheses about the parameters when the explanatory variables are normally distributed. The Pitman asymptotic efficiency for hypothesis tests in this context is the same as the asymptotic relative efficiency calculated using misclassification rates and is independent of the number of explanatory variables and the number of parameters to be tested.
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作者：CHIU, ST
摘要：It is well known that the cross-validation score function of discretized data often tends to - infinity as the bandwidth tends to zero. This disturbing property causes some difficulty in applying cross-validation to discretized data. Since all data are rounded to some degree, the phenomenon limits the application of cross-validation in practice. Based on characteristic functions, the cause of the difficulty is explained, and a simple modification is suggested. Under some conditions, it is show...
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作者：FRISEN, M; DEMARE, J
作者单位：Chalmers University of Technology
摘要：Continual surveillance to detect some event is of interest in quite different situations in industry, medicine, economics and other fields. A general method with an optimality property is described. The implications of the method for some different situations are derived. Some commonly used methods turn out to be special cases.
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作者：SMITH, PJ
摘要：In multiple capture-recapture surveys, the probability of capture can vary between sampling occasions. The model accounting for this variation is known as M(t). Bayes, empirical Bayes, and Bayes empirical Bayes solutions are given to the problems of interval estimation, decision making, and point estimation of the population size N. When the number of sampling occasions is small to moderate and the number of recaptured units observed on each sampling occasion is moderate, estimates obtained fr...
