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作者：Xu, Hongquan
作者单位：University of California System; University of California Los Angeles
摘要：This paper considers the construction of minimum aberration (MA) blocked factorial designs. Based on coding theory, the concept of minimum moment aberration due to Xu [Statist. Sinica 13 (2003) 691-708] for unblocked designs is extended to blocked designs. The coding theory approach studies designs in a row-wise fashion and therefore links blocked designs with nonregular and supersaturated designs. A lower bound on blocked wordlength pattern is established. It is shown that a blocked design ha...
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作者：Bordes, Laurent; Mottelet, Stephane; Vandekerkhove, Pierre
作者单位：Universite de Technologie de Compiegne; Universite Gustave-Eiffel
摘要：Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed distribution is symmetric, we obtain the identifiability of this model, which is then defined by four unknown parameters: the mixing proportion, two location parameters and the cumulative distribution function of the symmetric mixed distribution. We propose esti...
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作者：Leeb, Hannes; Poetscher, Benedikt M.
作者单位：Yale University; University of Vienna
摘要：We consider the problem of estimating the conditional distribution of a post-model-selection estimator where the conditioning is on the selected model. The notion of a post-model-selection estimator here refers to the combined procedure resulting from first selecting a model (e.g., by a model selection criterion such as AIC or by a hypothesis testing procedure) and then estimating the parameters in the selected model (e.g., by least-squares or maximum likelihood), all based on the same data se...
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作者：Atchade, Yves F.; Liu, Jun S.
作者单位：University of Ottawa; Harvard University
摘要：We congratulate Samuel Kou, Qing Zhou and Wing Wong (referred to subsequently as KZW) for this beautifully written paper, which opens a new direction in Monte Carlo computation. This discussion has two parts. First, we describe a very closely related method, multicanonical sampling (MCS), and report a simulation example that compares the equi-energy (EE) sampler with MCS. Overall, we found the two algorithms to be of comparable efficiency for the simulation problem considered. In the second pa...
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作者：Ho, Man-Wai
作者单位：National University of Singapore
摘要：A class of random hazard rates, which is defined as a mixture of an indicator kernel convolved with a completely random measure, is of interest. We provide an explicit characterization of the posterior distribution of this mixture hazard rate model via a finite mixture of S-paths. A closed and tractable Bayes estimator for the hazard rate is derived to be a finite sum over S-paths. The path characterization or the estimator is proved to be a Rao-Blackwellization of an existing partition charac...
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作者：Komaki, Fumiyasu
作者单位：University of Tokyo
摘要：We investigate shrinkage priors for constructing Bayesian predictive distributions. It is shown that there exist shrinkage predictive distributions asymptotically dominating Bayesian predictive distributions based on the Jeffreys prior or other vague priors if the model manifold satisfies some differential geometric conditions. Kullback-Leibler divergence from the true distribution to a predictive distribution is adopted as a loss function. Conformal transformations of model manifolds correspo...
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作者：Kulikov, Vladimir N.; Lopuhaa, Hendrik P.
作者单位：Delft University of Technology
摘要：We investigate the behavior of the nonparametric maximum likelihood estimator (f) over cap (n), for a decreasing density f near the boundaries of the support of f. We establish the limiting distribution of (f) over capn(n(-alpha)), where we need to distinguish between different values of 0 < alpha < 1. Similar results are obtained for the upper endpoint of the support, in the case it is finite. This yields consistent estimators for the values of f at the boundaries of the support. The limit di...
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作者：De Haan, L; Pereira, TT
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Universidade de Lisboa
摘要：The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an extension of the theory of max-stable processes of de Haan and Pickands [Probab. Theory Related Fields 72 (1986) 477-492]. We propose three one-dimensional and three two-dimensional models. These models depend on just one parameter or a few parameters that measure the strength of tail dependence as a function of the di...
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作者：Boente, Graciela; He, Xuming; Zhou, Jianhui
作者单位：University of Buenos Aires; University of Buenos Aires; University of Illinois System; University of Illinois Urbana-Champaign; University of Virginia; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by y(i)vertical bar(x(i), t(i)) similar to F (center dot, mu(i)) with mu(i) = H(eta(t(i)) +X-i(t) beta), for some known distribution function F and link function H. It is shown that the estimates of fi are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is com...
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作者：Koltchinskii, Vladimir
作者单位：University System of Georgia; Georgia Institute of Technology
