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作者：Balakrishnan, N.; Zhao, Xingqiu
作者单位：McMaster University; Hong Kong Polytechnic University
摘要：This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and reliability experiments, for example. For the problem considered, we construct two new classes of nonparametric test statistics based on the accumulated weighted differences between the rates of increase of the estimated mean functions of the counting process...
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作者：Cai, T. Tony; Zhou, Harrison H.
作者单位：University of Pennsylvania; Yale University
摘要：A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the block size and threshold level at each resolution level by minimizing Stein's unbiased risk estimate. The estimator is sharp adaptive over a class of Besov bodies and achieves simultaneously within a small constant factor of the minimax risk over a wide collection of Besov Bodies including both the dense and sparse ca...
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作者：Alqallaf, Fatemah; Van Aelst, Stefan; Yohai, Victor J.; Zamar, Ruben H.
作者单位：Kuwait University; Ghent University; University of Buenos Aires; University of British Columbia
摘要：We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each variable is independent from the other variables). This model brings up a possible new source of statistical error that we call propagation of outliers. This source of error is Unusual in the sense that it is generated by the data processing itself and takes place after the data has been collected. We define and deri...
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作者：Crambes, Christophe; Kneip, Alois; Sarda, Pascal
作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universite Federale Toulouse Midi-Pyrenees (ComUE); Institut National des Sciences Appliquees de Toulouse; University of Bonn
摘要：The paper considers functional linear regression, where scalar responses Y-1, ... , Y-n are modeled in dependence of random functions X-1, ... , X-n. We propose a smoothing splines estimator for the functional slope parameter based on a slight modification of the usual penalty. Theoretical analysis concentrates on the error in all out-of-sample prediction of the response for a new random function Xn+1. It is shown that rates of convergence of the prediction error depend on the smoothness of th...
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作者：Duembgen, Lutz; Walther, Guenther
作者单位：University of Bern; Stanford University
摘要：We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The procedure provides guaranteed finite-sample significance levels, is easy to implement and possesses certain asymptotic optimality and adaptivity properties.
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作者：Berger, James O.; Sun, Dongchu
作者单位：Duke University; University of Missouri System; University of Missouri Columbia
摘要：Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objective priors (e.g., Jeffreys, invariant, reference, matching), the different modes of inference (e.g., Bayesian, frequentist, fiducial) and the criteria involved in deciding on optimal objective priors (e.g., ease of computation, frequentist performance, marginalization paradoxes). Summary recommendations as to optimal objective priors are made...
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作者：Breidt, F. Jay; Opsomer, Jean D.
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：Post-stratification is frequently used to improve the precision of survey estimators when categorical auxiliary information is available from sources outside the survey. In natural resource surveys, such information is often obtained from remote sensing data, classified into categories and displayed as pixel-based maps. These maps may be constructed based on classification models fitted to the sample data. Post-stratification of the sample data based on categories derived from the sample data ...
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作者：Salibian-Barrera, Matias; Yohai, Victor J.
作者单位：University of British Columbia; University of Buenos Aires
摘要：In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize the LMS (least median of squares), S, MM and tau-estimators for linear regression. An important contribution of this paper is that we can define consistent estimators using a bounded loss function (or equivalently, a re-descending score function). Since the c...
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作者：Drton, Mathias; Massam, Helene; Olkin, Ingram
作者单位：University of Chicago; York University - Canada; Stanford University
摘要：For a random matrix following a Wishart distribution, we derive formulas for the expectation and the covariance matrix of compound matrices. The compound matrix of order m is populated by all m x m-minors of the Wishart matrix. Our results yield first and second moments of the minors of the sample covariance matrix for multivariate normal observations. This work is motivated by the fact that such minors arise in the expression of constraints on the covariance matrix in many classical multivari...
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作者：Jiang, Jiming; Rao, J. Sunil; Gu, Zhonghua; Nguyen, Thuan
作者单位：University of California System; University of California Davis; Johnson & Johnson; Johnson & Johnson USA; University System of Ohio; Case Western Reserve University
摘要：Many model search strategies involve trading off model fit with model complexity in a penalized goodness of fit measure. Asymptotic properties for these types of procedures in settings like linear regression and ARMA time series have been studied, but these do not naturally extend to nonstandard situations such as mixed effects models, where simple definition of the sample size is not meaningful. This paper introduces a new class of strategies, known as fence methods, for mixed model selection...
