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作者：BUCKLEY, MJ; EAGLESON, GK; SILVERMAN, BW
作者单位：University of Bath
摘要：A wide class of estimators of the residual variance in nonparametric regression is considered, namely those that are quadratic in the data, unbiased for linear regression, and always nonnegative. The minimax mean squared error estimator over a natural class of regression functions is derived. This optimal estimator has an interesting structure and is closely related to a minimax estimator of the regression curve itself.
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作者：FRANKE, J
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作者：HOSOYA, Y
摘要：The paper presents general second-order approximate formulae for the Fisher information of asymptotically normal statistics, and applies the formulae to a stationary time-series model as well as to an econometric simultaneous equation model. Also the second-order conditional information is evaluated for the exponential family and the location family. Conditioned on a second-order ancillary statistic, the second-order information loss of the maximum likelihood estimate is shown to be recovered.
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作者：BURKE, MD
摘要：Estimators are proposed of the underlying distribution function of independent bivariate random vectors which are subject to random right censorship in each coordinate. The estimators satisfy the monotonicity requirements of a distribution function, are uniformly strongly consistent at a rate equal to that of the empirical distribution function and are fairly simple to compute.
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作者：RENCHER, AC
摘要：Two major types of canonical functions are considered, canonical discriminant functions that separate groups of observation vectors, and canonical variates associated with canonical correlations. The coefficients in both types of canonical functions reflect the joint contributon of the variables to the canonical functions. If the coefficients are converted to correlations, however, they merely reproduce univariate statistic values and become useless in gauging the importance of each variable i...
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作者：HINKLEY, DV
摘要：Lawrance''s (1987) results concerning tests for transformation in regression are extended to models where response and mean may both be transformed. It is also suggested (i) that the methods of Lawrance and of Atkinson (1982) lead to statistics with near-perfect correlation, and (ii) that observed and expected informations may have considerably different effects as standardizations of the score statistic.
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作者：LI, WK
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作者：FRASER, DAS; REID, N
作者单位：University of Toronto
摘要：A one-dimensional conditional procedure defines a partition of the sample space into curves which can be represented by means of a unit vector field. A formula is given for the conditional distribution in terms of local properties of the vector field. Conditions are developed for reducing the first-order effects of nuisance parameters and reproducing to higher order the likelihood changes for the parameter of interest. The emphasis is on extending exponential family methods after locally appro...
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作者：MEHTA, CR; PATEL, NR; WEI, LJ
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Ahmedabad; University of Michigan System; University of Michigan
摘要：In a clinical trial comparing two treatments, suppose that subjects are assigned sequentially to the treatment groups by a restricted randomization rule. Under the randomization model, an efficient recursive algorithm is provided to generate the exact permutational distribution for linear rank statistics, given the final imbalance between the number of patients in the two groups. If only the significance level of the test is required, the efficiency of the algorithm can be improved significant...
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作者：RAFTERY, AE
摘要：A hierarchical Bayes approach to the problem of estimating N in the binomial distribution is presented. This provides a simple and flexible way of specifying prior information, and also allows a convenient representation of vague prior knowledge. It yields solutions to the problems of interval estimation, prediction and decision making, as well as that of point estimation. The Bayes estimator compares favourably with the best, previously proposed, point estimators in the literature.
