The Annals of Statistics

最新文章

• Efficient estimation of banach parameters in semiparametric models AI翻译
  作者：Klaassen, CAJ; Putter, H
  作者单位：University of Amsterdam; Leiden University; Leiden University Medical Center (LUMC); Leiden University - Excl LUMC
  摘要：Consider a semiparametric model with a Euclidean parameter and an infinite-dimensional parameter, to be called a Banach parameter. Assume: (a) There exists an efficient estimator of the Euclidean parameter. (b) When the value of the Euclidean parameter is known, there exists an estimator of the Banach parameter, which depends on this value and is efficient within this restricted model. Substituting the efficient estimator of the Euclidean parameter for the value of this parameter in the estima...
• Testing for a linear MA model against threshold MA models AI翻译
  作者：Ling, SQ; Tong, H
  作者单位：Hong Kong University of Science & Technology; University of London; London School Economics & Political Science
  摘要：This paper investigates the (conditional) quasi-likelihood ratio test for the threshold in MA models. Under the hypothesis of no threshold, it is shown that the test statistic converges weakly to a function of the centred Gaussian process. Under local alternatives, it is shown that this test has nontrivial asymptotic power. The results are based on a new weak convergence of a linear marked empirical process, which is independently of interest. This paper also gives an invertible expansion of t...
• Correlated samples with fixed and nonnormal latent variables AI翻译
  作者：Papadopoulos, S; Amemiya, Y
  作者单位：European Central Bank; Bank of Greece; International Business Machines (IBM); IBM USA
  摘要：A general structural equation model is fitted on a panel data set that consists of I correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider cases in which the full pseudo-normal likelihood cannot be used, for example, in highly unbalanced data where the participating individuals do not appear in consecutive years. The model is estimated by a partial likelihood that would be the full and correct l...
• Estimation of sums of random variables: Examples and information bounds AI翻译
  作者：Zhang, CH
  作者单位：Rutgers University System; Rutgers University New Brunswick
  摘要：This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit relationship is established between efficient influence functions for the estimation of sums of variables and the estimation of their means. Certain plug-in estimators are proved to be asymptotically efficient in finite-dimensional models, while u, v estima...
• Breakdown and groups AI翻译
  作者：Davies, PL; Gather, U
  作者单位：University of Duisburg Essen; Dortmund University of Technology
  摘要：The concept of breakdown point was introduced by Hampel [Ph.D. dissertation (1968), Univ. California, Berkeley; Ann. Math. Statist. 42 (1971) 1887-1896] and developed further by, among others, Huber [Robust Statistics (1981). Wiley, New York] and Donoho and Huber [In A Festschrift for Erich L. Lehmann (1983) 157-184. Wadsworth, Belmont, CA]. It has proved most successful in the context of location, scale and regression problems. Attempts to extend the concept to other situations have not met w...
• Approximating conditional distribution functions using dimension reduction AI翻译
  作者：Hall, P; Yao, QW
  作者单位：Australian National University; University of London; London School Economics & Political Science
  摘要：Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of Y vertical bar X, but that of Y vertical bar theta(T)X' where the unit vector theta is selected so that the approximation is optimal under a least-squares criterion. We show that theta may be estimated root-n consistently, Furthermore, estimation of the cond...
• Optimal and efficient crossover designs for comparing test treatments with a control treatment AI翻译
  作者：Hedayat, AS; Yang, M
  作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Nebraska System; University of Nebraska Lincoln
  摘要：This paper deals exclusively with crossover designs for the purpose of comparing t test treatments with a control treatment when the number of periods is no larger than t + 1. Among other results it specifies sufficient conditions for a crossover design to be simultaneously A-optimal and MV-optimal in a very large and appealing class of crossover designs. It is expected that these optimal designs are highly efficient in the entire class of crossover designs. Some computationally useful tools a...
• Directions and projective shapes AI翻译
  作者：Mardia, KV; Patrangenaru, V
  作者单位：University of Leeds; Texas Tech University System; Texas Tech University
  摘要：This paper deals with projective shape analysis, which is a study of finite configurations of points modulo projective transformations. The topic has various applications in machine vision. We introduce a convenient projective shape space, as well as an appropriate coordinate system for this shape space. For generic configurations of k points in m dimensions, the resulting projective shape space is identified as a product of k - m - 2 copies of axial spaces RPm. This identification leads to th...
• Multivariate Bayesian function estimation AI翻译
  作者：Angers, JF; Kim, PT
  作者单位：Universite de Montreal; University of Guelph
  摘要：Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries on the multivariate nonparametric regression function. The Bayesian approach then allows one to incorporate hierarchical Bayesian methods directly into the spectral structure, thus providing a symmetry-adaptive multivariate Bayesian function estimator. One ca...
• High moment partial sum processes of residuals in GARCH models and their applications AI翻译
  作者：Kulperger, R; Yu, H
  作者单位：Western University (University of Western Ontario)
  摘要：In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kill powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian process Plus a correction term, where the correction term depends on the kill moment mu(k) of the innovation sequence. If mu(k) = 0, then the correction term is 0 and, thus, the kth power partial su...