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作者：SAMUELS, ML; CASELLA, G; MCCABE, GP
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作者：WAND, MP; MARRON, JS; RUPPERT, D
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Cornell University; Cornell University
摘要：For the density estimation problem the global window width kernel density estimator does not perform well when the underlying density has features that require different amounts of smoothing at different locations. In this article we propose to transform the data with the intention that a global window width is more appropriate for the density of the transformed data. The density estimate of the original data is the ''back-transform'' by change of variables of the global window width estimate ...
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作者：CURRIN, C; MITCHELL, T; MORRIS, M; YLVISAKER, D
作者单位：United States Department of Energy (DOE); Oak Ridge National Laboratory; University of California System; University of California Los Angeles; Bryn Mawr College
摘要：This article is concerned with prediction of a function y(t) over a (multidimensional) domain T, given the function values at a set of sites {t(1), t(2),...,t(n)} in T, and with the design, that is, with the selection of those sites. The motivating application is the design and analysis of computer experiments, where t determines the input to a computer model of a physical or behavioral system, and y(t) is a response that is part of the output or is calculated from it. Following a Bayesian for...
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作者：WEGMAN, EJ
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作者：BERAN, J
摘要：We investigate the behavior of M estimators of the location parameter for stochastic processes with long-range dependence. The processes considered are Gaussian or one-dimensional transformations of Gaussian processes. It turns out that, up to a constant, all M estimators are asymptotically equivalent to the arithmetic mean. For Gaussian processes this constant is always equal to one, independently of the psi-function. In view of the case of iid observations, the results are surprising. They a...
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作者：JENSEN, JL
摘要：For a large class of tests related to the multivariate normal distribution a number of approximations to the distribution of the log-likelihood ratio statistic are discussed. Some of the approximations require the use of a small personal computer for their calculation, but this pays off in terms of giving very accurate approximations. Actually, one of the approximations, based on the use of a conjugate distribution, works well for all sample sizes and all significance levels.
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作者：KAO, TC; MCCABE, GP
摘要：For two multivariate normal populations with a common covariance matrix and stratified sampling, we consider two methods of estimation-Fisher's linear discriminant function and logistic regression. Intuition suggests that taking half of the observations from each population is a reasonable design choice. Based on minimizing the expected error regret, asymptotic optimal sample allocations are found. The results indicate that the differences in the expected error regret for optimal versus balanc...
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作者：BRYANT, J; DAY, R
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Magee-Womens Research Institute; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Empirical Bayes concepts are implemented in a simultaneous analysis of a system of mixed linear models having linked and serially correlated random effects. Emphasis is placed on the estimation of the random effects and exploration of the relationships between them. Application is made to the investigation of several series of laboratory assay data that were observed during overlapping time intervals and were therefore subjected to common systematic errors, or daily effects. The motivation for...
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作者：BREMER, RH
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作者：NAIMAN, DQ
