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作者：Baldi, P.; Kerkyacharian, G.; Marinucci, D.; Picard, D.
作者单位：University of Rome Tor Vergata; Universite Paris Cite; Universite Paris Nanterre; Universite Paris Cite
摘要：We investigate invariant random fields on the sphere using a new type of spherical wavelets, called needlets. These are compactly supported in frequency and enjoy excellent localization properties in real space, with quasi-exponentially decaying tails. We show that, for random fields on the sphere, the needlet coefficients are asymptotically uncorrelated for any fixed angular distance. This property is used to derive CLT and functional CLT converaence results for polynomial functionals of the ...
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作者：Chang, Hua-Hua; Ying, Zhiliang
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign; Columbia University
摘要：Computerized adaptive testing is becoming increasingly popular due to advancement of modern computer technology. It differs from the conventional standardized testing in that the selection of test items is tailored to individual examinee's ability level. Arising from this selection strategy is a nonlinear sequential design problem. We study, in this paper, the sequential design problem in the context of the logistic item response theory models. We show that the adaptive design obtained by maxi...
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作者：Gao, Jiti; King, Maxwell; Lu, Zudi; Tjostheim, Dag
作者单位：University of Adelaide; Monash University; Curtin University; University of Bergen
摘要：This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting and the results differ from earlier work on nonparametric autoregression with stationarity. In addition, we develop a new bootstrap simulation scheme for the selection of a suitable bandwidth parameter involved in the kernel test as well as the choice of a si...
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作者：Lam, Clifford; Fan, Jianqing
作者单位：University of London; London School Economics & Political Science; Princeton University
摘要：This paper studies the sparsistency and rates of convergence for estimating sparse covariance and precision matrices based on penalized likelihood with nonconvex penalty functions. Here, sparsistency refers to the property that all parameters that are zero are actually estimated as zero with probability tending to one. Depending on the case of applications, sparsity priori may occur on the covariance matrix, its inverse or its Cholesky decomposition. We study these three sparsity exploration p...
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作者：Owen, Art B.
作者单位：Stanford University
摘要：This paper revisits a meta-analysis method proposed by Pearson [Biometrika 26 (1934) 425-442] and first used by David [Biometrika 26 (1934) 1-11]. It was thought to be inadmissible for over fifty years, dating back to a paper of Birnbaum [J. Amer Statist. Assoc. 49 (1954) 559-574]. It turns out that the method Birnbaum analyzed is not the one that Pearson proposed. We show that Pearson's proposal is admissible. Because it is admissible, it has better power than the standard test of Fisher [Sta...
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作者：McNeil, Alexander J.; Neslehova, Johanna
作者单位：Heriot Watt University; University of Edinburgh; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：It is shown that a necessary and sufficient condition for an Archimedean copula generator to generate a d-dimensional copula is that the generator is a d-monotone function. The class of d-dimensional Archimedean copulas is shown to coincide with the class of survival copulas of d-dimensional l(1)-norm symmetric distributions that place no point mass at the origin, The d-monotone Archimedean copula generators may be characterized using a little-known integral transform of Williamson [Duke Math....
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作者：Jacod, Jean; Todorov, Viktor
作者单位：Sorbonne Universite; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Northwestern University
摘要：We consider a bivariate process X-t = (X-t(1), X-t(2)), which is observed on a finite time interval [0, T] at discrete times 0, Delta(n), 2 Delta(n), .... Assuming that its two components X-1 and X-2 have jumps on [0, T], we derive tests to decide whether they have at least one jump occurring at the same time (common jumps) or not (disjoint jumps). There are two different tests for the two possible null hypotheses (common jumps or disjoint jumps). Those tests have a prescribed asymptotic level...
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作者：Casella, George; Giron, F. Javier; Martinez, M. Lina; Moreno, Elias
作者单位：State University System of Florida; University of Florida; Universidad de Malaga; University of Granada
摘要：It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces I consistent model selector (in the frequentist sense). Here we go beyond the usual consistency for nested pairwise models, and show that for a wide class of prior distributions, including intrinsic priors, the corresponding Bayesian procedure for variable selection in normal regression is consistent in the entire class of normal linear models. We find that the asymptotics of...
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作者：Grendar, Marian; Judge, George
作者单位：Matej Bel University; Slovak Academy of Sciences; Institute of Measurement Science, SAS; University of California System; University of California Berkeley
摘要：In this paper we are interested in empirical likelihood (EL)as a method of estimation, and we address the following two problems: (1) selecting among Various empirical discrepancies in an EL framework and (2) demonstrating that El. has a well-defined probabilistic interpretation that would justify its use in a Bayesian context. Using the large deviations approach, a Bayesian law of large numbers is developed that implies that EL and the Bayesian maximum a posteriori probability (MAP) estimator...
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作者：Nan, Bin; Kalbfleisch, John D.; Yu, Menggang
作者单位：University of Michigan System; University of Michigan; Indiana University System; Indiana University Indianapolis
摘要：We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing. data as arise, for example, in case-cohort studies. The weights considered may not be predictable its required in a martingale stochastic process formulation. We treat the general problem as a semi parametric estimating equation problem and provide proofs of asymptotic properties for the weighted estimators, with either true weights or estimated Weights....
