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作者：Cheng, MY; Hall, P
作者单位：Australian National University
摘要：Nonparametric tests of modality are a distribution-free way of assessing evidence about inhomogeneity in a population, provided that the potential subpopulations are sufficiently well separated. They include the excess mass and dip tests, which are equivalent in univariate settings and are alternatives to the bandwidth test. Only very conservative forms of the excess mass and dip tests are available at present, however, and for that reason they are generally not competitive with the bandwidth ...
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作者：Goutis, C
作者单位：Universidad Carlos III de Madrid
摘要：A linear regression method to predict a scalar from a discretized smooth function is presented. The method takes into account the functional nature of the predictors and the importance of the second derivative in spectroscopic applications. This motivates a functional inner product that can be used as a roughness penalty. Using this inner product, we derive a linear prediction method that is similar to ridge regression but with different shrinkage characteristics. We describe its practical imp...
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作者：Hurvich, CM; Simonoff, JS; Tsai, CL
作者单位：New York University; University of California System; University of California Davis
摘要：Many different methods have been proposed to construct nonparametric estimates of a smooth regression function, including local polynomial, (convolution) kernel and smoothing spline estimators. Each of these estimators uses a smoothing parameter to control the amount of smoothing performed on a given data set. In this paper an improved version of a criterion based on the Akaike information criterion (AIC), termed AIC(C), is derived and examined as a way to choose the smoothing parameter. Unlik...
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作者：Stockis, JP; Tong, H
作者单位：University of Kent
摘要：We have obtained the asymptotic bias and the limiting distribution for the Yule-Walker estimator of the autoregressive parameter under a considerably weaker assumption than that of independence in the noise sequence. Among other things, these suggest robustness of the classical results and throw some light on the use of simulations based on pseudorandom numbers in verifying these results.
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作者：Choy, STB; Smith, AFM
作者单位：Imperial College London; Chinese University of Hong Kong
摘要：Pericchi and Smith considered a normal location parameter problem with double-exponential and Student t prior distributions. These two prior distributions both belong to the class of scale mixtures of normal distributions and are useful in providing a robust analysis of the normal location parameter problem. In this paper we extend the analysis to other scale mixtures of normal distributions, such as the exponential power and the symmetric stable distributions.
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作者：Johnstone, IM; Silverman, BW
作者单位：University of Bristol; Stanford University
摘要：Wavelet threshold estimators for data with stationary correlated noise are constructed by applying a level-dependent soft threshold to the coefficients in the wavelet transform. A variety of threshold choices is proposed, including one based on an unbiased estimate of mean-squared error. The practical performance of the method is demonstrated on examples, including data from a neurophysiological context. The theoretical properties of the estimators are investigated by comparing them with an id...
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作者：Lee, SMS; Young, GA
作者单位：University of Cambridge; University of Hong Kong
摘要：For estimating the distribution of a standardized statistic, the bootstrap estimate is known to be local asymptotic minimax. Various computational techniques have been developed to improve on the simulation efficiency of uniform resampling, the standard Monte Carlo approach to approximating the bootstrap estimate. Two new approaches are proposed which give accurate yet simple approximations to the bootstrap estimate. The second of the approaches even improves the convergence rate of the simula...
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作者：Hutton, JL; Solomon, PJ
作者单位：University of Adelaide
摘要：The implications of parameter orthogonality for the robustness of survival regression models are considered. The question of which of the proportional hazards or the accelerated life families of models would be more appropriate for analysis is usually ignored, and the proportional hazards family is applied, particularly in medicine, for convenience. Accelerated life models have conventionally been used in reliability applications. We propose a one-parameter family mixture survival model which ...
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作者：Robert, CP; Aitkin, M; Cox, DR; Stephens, M; Polymenis, A; Gilks, WR; Nobile, A; Hodgson, M; OHagan, A; Longford, NT; Dawid, AP; Atkinson, AC; Bernardo, JM; Besag, J; Brooks, SP; Byers, S; Raftery, A; Celeux, G; Cheng, RCH; Liu, WB; Chien, YH; George, EI; Cressie, N; Huang, HC; Gruet, MA; Heath, SC; Jennison, C; Lawson, AB; Clark, A; McLachlan, G; Peel, D; Mengersen, K; George, A; Philippe, A; Roeder, K; Wasserman, L; Schlattmann, P; Bohning, D; Titterington, DM; Tong, H; West, M
作者单位：University of Newcastle; University of Oxford; University of Glasgow; MRC Biostatistics Unit; University of Bristol; University of Nottingham; De Montfort University; University of London; University College London; University of London; London School Economics & Political Science; University of Valencia; University of Washington; University of Washington Seattle; University of Kent; University of Texas System; University of Texas Austin; Iowa State University; Universite Paris Saclay; INRAE; University of Bath; University of Queensland; University of Abertay Dundee; Queensland University of Technology (QUT); Universite de Rouen Normandie; Carnegie Mellon University; Free University of Berlin; Duke University
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作者：Dette, H
摘要：We introduce a new class of 'standardized' optimality criteria which depend on 'standardized' covariances of the least squares estimators and provide an alternative to the commonly used criteria in design theory. Besides a nice statistical interpretation the new criteria satisfy an extremely useful invariance property which allows an easy calculation of optimal designs on many linearly transformed design spaces.
