The Annals of Statistics

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• AN ALGORITHMIC AND A GEOMETRIC CHARACTERIZATION OF COARSENING AT RANDOM AI翻译
  作者：Gill, Richard D.; Grunwald, Peter D.
  作者单位：Leiden University - Excl LUMC; Leiden University; Centrum Wiskunde & Informatica (CWI)
  摘要：We show that the class of conditional distributions satisfying the coarsening at random (CAR) property for discrete data has a simple and robust algorithmic description based oil randomized uniform multicovers: combinatorial objects generalizing the notion of partition of a set. However, the complexity of a given CAR mechanism can be large: the maximal height of the needed multicovers can be exponential in the number of points, in the sample space. The results stein from a geometric interpreta...
• Optimal designs for mixed models in experiments based on ordered units AI翻译
  作者：Majumdar, Dibyen; Stufken, John
  作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University System of Georgia; University of Georgia
  摘要：We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a smooth component plus a random term that captures departures from the smooth trend. The model is flexible enough to cover a variety of situations; for instance, most of the effects may be either random or fixed. The information matrix for a design will be a func...
• Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data AI翻译
  作者：Ren, Jian-Jian
  作者单位：State University System of Florida; University of Central Florida
  摘要：In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of censored data, such as right censored data, doubly censored data, interval censored data and partly interval-censored data, the weighted empirical likelihood-based semiparametric maximum likelihood estimator ((theta) over tilde (n), (F) over tilde (n)) for ...
• ANALYSIS OF VARIANCE, COEFFICIENT OF DETERMINATION AND F-TEST FOR LOCAL POLYNOMIAL REGRESSION AI翻译
  作者：Huang, Li-Shan; Chen, Jianwei
  作者单位：University of Rochester; California State University System; San Diego State University
  摘要：This paper provides ANOVA inference for nonparametric local polynomial regression (LPR) in analogy with ANOVA tools for the classical linear regression model. A surprisingly simple and exact local ANOVA decomposition is established, and a local R-squared quantity is defined to measure the proportion of local variation explained by fitting LPR. A global ANOVA decomposition is obtained by integrating local counterparts, and a global R-squared and a symmetric projection matrix are defined. We sho...
• PROFILE-KERNEL LIKELIHOOD INFERENCE WITH DIVERGING NUMBER OF PARAMETERS AI翻译
  作者：Lam, Clifford; Fan, Jianqing
  作者单位：Princeton University
  摘要：The generalized varying coefficient partially linear model with a growing number of predictors arises in many contemporary scientific endeavor. In this paper we set foot on both theoretical and practical sides of profile likelihood estimation and inference. When the number of parameters grows with sample size, the existence and asymptotic normality of the profile likelihood estimator are established under some regularity conditions. Profile likelihood ratio inference for the growing number of ...
• A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments AI翻译
  作者：Loh, Wei-Liem
  作者单位：National University of Singapore
  摘要：Let f : [0, 1)(d) -> R be an integrable function. An objective of many computer experiments is to estimate integral(d)([0, 1)) f (x) dx by evaluating f at a finite number of points in [0, 1)(d). There is a design issue in the choice of these points and a popular choice is via the use of randomized orthogonal arrays. This article proves a multivariate central limit theorem for a class of randomized orthogonal array sampling designs [Owen Statist. Sinica 2 (1992a) 439-452] as well as for a class...
• The sparsity and bias of the lasso selection in high-dimensional linear regression AI翻译
  作者：Zhang, Cun-Hui; Huang, Jian
  作者单位：Rutgers University System; Rutgers University New Brunswick; University of Iowa
  摘要：Meinshausen and Buhlmann [Ann. Statist. 34 (2006) 1436-1462] showed that, for neighborhood selection in Gaussian graphical models, under a neighborhood stability condition, the LASSO is consistent, even when the number of variables is of greater order than the sample size. Zhao and Yu [(2006) J. Machine Learning Research 7 2541-2567] formalized the neighborhood stability condition in the context of linear regression as a strong irrepresentable condition. That paper showed that under this condi...
• Statistical modeling of causal effects in continuous time AI翻译
  作者：Lok, Judith J.
  作者单位：Harvard University; Harvard T.H. Chan School of Public Health
  摘要：This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to time-dependent patient characteristics. The treatment effect cannot be estimated by simply conditioning on these time-dependent patient characteristics, as they may themselves be indications of the treatment effect. This time-dependent confounding is common in obser...
• EVALUATION OF FORMAL POSTERIOR DISTRIBUTIONS VIA MARKOV CHAIN ARGUMENTS AI翻译
  作者：Eaton, Morris L.; Hobert, James P.; Jones, Galin L.; Lai, Wen-Lin
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; State University System of Florida; University of Florida; Providence University - Taiwan
  摘要：We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function phi of a parameter when the loss is quadratic. If the posterior mean of 0 is admissible for all bounded phi, the posterior is strongly admissible. We give sufficient conditions for strong admissibility. These conditions involve the recurrence of a Markov chain associated with the estimation problem. We develop general sufficient conditions for recurr...
• STEIN ESTIMATION FOR THE DRIFT OF GAUSSIAN PROCESSES USING THE MALLIAVIN CALCULUS AI翻译
  作者：Privault, Nicolas; Reveillac, Anthony
  作者单位：City University of Hong Kong; La Rochelle Universite
  摘要：We consider the nonparametric functional estimation of the drift of a Gaussian process via minimax and Bayes estimators. In this context, we construct superefficient estimators of Stein type for such drifts using the Malliavin integration by parts formula and superharmonic functionals on Gaussian space. Our results are illustrated by numerical simulations and extend the construction of James-Stein type estimators for Gaussian processes by Berger and Wolpert [J. Multivariate Anal. 13 (1983) 401...