The Annals of Statistics

最新文章

• General empirical Bayes wavelet methods and exactly adaptive minimax estimation AI翻译
  作者：Zhang, CH
  作者单位：Rutgers University System; Rutgers University New Brunswick
  摘要：In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper. we develop general empirical Bayes methods for the estimation of true signal, Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risks and exact minimax risks in broad collections of classes of signals, In particular, our estimators are Uniformly adaptive to the minimum risk of separable estimators and the exact minimax risks Sim...
• On the two-phase framework for joint model and design-based inference AI翻译
  作者：Rubin-Bleuer, S; Kratina, IS
  作者单位：Statistics Canada
  摘要：We establish a mathematical framework that formally validates the twophase super-population viewpoint proposed by Hartley and Sielken [Biometrics 31 (1975) 411-422] by defining a product probability space which includes both the design space and the model space. The methodology we develop combines finite population sampling theory and the classical theory of infinite population sampling to account for the underlying processes that produce the data under a unified approach. Our key results are ...
• Analysis of variance - Why it is more important than ever - Discussion AI翻译
  作者：Hox, J; Hoijtink, H
  作者单位：Utrecht University
• Bayesian Poisson process partition calculus with an application to Bayesian Levy moving averages AI翻译
  作者：James, LF
  作者单位：Hong Kong University of Science & Technology
  摘要：This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of Bayesian nonparametric and spatial statistical models. The Poisson disintegration method is based on the formal statement of two results concerning a Laplace functional change of measure and a Poisson Palm/Fubini calculus in terms of random partitions of the...
• Nonanticipating estimation applied to sequential analysis and changepoint detection AI翻译
  作者：Lorden, G; Pollak, M
  作者单位：California Institute of Technology; Hebrew University of Jerusalem
  摘要：Suppose a process yields independent observations whose distributions belong to a family parameterized by theta E Theta. When the process is in control, the observations are i.i.d. with a known parameter value theta(0). When the process is out of control, the parameter changes. We apply an idea of Robbins and Siegmund [Proc. Sixth Berkeley Symp. Math. Statist. Probab. 4 (1972) 37-41] to construct a class of sequential tests and detection schemes whereby the unknown post-change parameters are e...
• Breakdown and groups - Discussion AI翻译
  作者：Rousseeuw, PJ
  作者单位：University of Antwerp
• Posterior propriety and admissibility of hyperpriors in normal hierarchical models AI翻译
  作者：Berger, JO; Strawderman, W; Tang, DJ
  作者单位：Duke University; Novartis; Novartis USA; Rutgers University System; Rutgers University New Brunswick
  摘要：Hierarchical modeling is wonderful and here to stay, but hyperparameter priors are often chosen in a casual fashion. Unfortunately, as the number of hyperparameters grows, the effects of casual choices can multiply, leading to considerably inferior performance. As an extreme, but not uncommon, example use of the wrong hyperparameter priors can even lead to impropriety of the posterior. For exchangeable hierarchical multivariate normal models, we first determine when a standard class of hierarc...
• Majorization framework for balanced lattice designs AI翻译
  作者：Zhang, AJ; Fang, KT; Li, RZ; Sudjianto, A
  作者单位：University of Michigan System; University of Michigan; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Hong Kong Baptist University; Bank of America Corporation
  摘要：This paper aims to generalize and unity classical criteria for comparisons of balanced lattice designs, including fractional factorial designs, supersaturated designs and uniform designs. We present a general majorization framework for assessing designs, which includes a stringent criterion of majorization via pairwise coincidences and flexible surrogates via convex functions. Classical orthogonality, aberration and uniformity criteria are unified by choosing combinatorial and exponential kern...
• Testing for monotone increasing hazard rate AI翻译
  作者：Hall, P; Van Keilegom, I
  作者单位：Australian National University; Universite Catholique Louvain
  摘要：A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on the assumption that the null distribution is exponential. Instead, empirical information is used to effectively identify and eliminate from further consideration parts of the line where the hazard rate is clearly increasing; and to confine subsequent attent...
• Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics AI翻译
  作者：Arratia, R; Goldstein, L; Langholz, B
  作者单位：University of Southern California; University of Southern California
  摘要：Let I-I,..., I-n be independent but not necessarily identically distributed Bernoulli random variables, and let X-n = Sigma(n)(j=1) I-j. For v in a bounded region, a local central limit theorem expansion of P(X-n = EXn + v) is developed to any given degree. By conditioning, this expansion provides information on the high-order correlation structure Of dependent, weighted sampling schemes of a population E (a special case of which is simple random sampling), where a set d C E is sampled with pr...