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作者：Kargin, V
作者单位：Cornerstone Research
摘要：The paper estimates the Chernoff rate for the efficiency of quantum IF hypothesis testing. For both joint and separate measurements, approximate bounds for the rate are given if both states are mixed, and exact expressions are derived if at least one of the states is pure. The efficiencies of tests with separate and joint measurements are compared. The results are illustrated by a test of quantum entanglement.
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作者：Asgharian, M; Wolfson, DB
作者单位：McGill University
摘要：Right censored survival data collected On a cohort of prevalent cases with constant incidence are length-biased, and may be used to estimate the length-biased (i.e., prevalent-case) survival function. When the incidence rate is constant, so-called stationarity of the incidence, it is more efficient to use this structure for unconditional statistical inference than to carry out an analysis by conditioning on the observed truncation times. It is well known that, due to the informative censoring ...
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作者：Künsch, HR
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：Recursive Monte Carlo filters, also called particle filters, are a powerful tool to perform computations in general state space models. We discuss and compare the accept-reject version with the more common sampling importance resampling version of the algorithm. In particular, we show how auxiliary variable methods and stratification can be used in the accept-reject version, and we compare different resampling techniques. In a second part, we show laws of large numbers and a central limit theo...
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作者：Lahiri, SN
作者单位：Iowa State University
摘要：Efron [J Roy. Statist. Soc. Ser. B 54 (1992) 83-111] proposed a computationally efficient method, called the jackknife-after-bootstrap, for estimating the variance of a bootstrap estimator for independent data. For dependent data, a version of the jackk-iiife-after-bootstrap method has been recently proposed by Lahiri [Econometric Theory 18 (2002) 79-98.]. In this paper it is shown that the jackknife-after-bootstrap estimators of the variance of a bootstrap quantile are consistent for both dep...
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作者：Zeng, DL; Cai, JW
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood estimators. This paper intends to fill this gap. Specifically, we prove the consistency of the maximum likelihood estimators and derive their asymptotic distributions. The maximum likelihood estimators are shown to be semi parametrically efficient.
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作者：Hunter, DR; Li, RZ
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function is often challenging because it may be nondifferentiable and/or nonconcave. This article proposes a new class of algorithms for finding a maximizer of the penalized likelihood for a broad class of penalty functions. These algorithms operate by perturbing the...
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作者：Ho, YHS; Lee, SMS
作者单位：University of Hong Kong
摘要：This paper investigates the effects of smoothed bootstrap iterations on coverage probabilities of smoothed bootstrap and bootstrap-t confidence intervals for population quantiles, and establishes the optimal kernel bandwidths at various stages of the smoothing procedures. The conventional smoothed bootstrap and bootstrap-t methods have been known to yield onesided coverage errors of orders O(n(-1/2)) and o(n(-2/3)), respectively, for intervals based on the sample quantile of a random sample of...
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作者：Singh, K; Xie, M; Strawderman, WE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This paper develops new methodology, together with related theories, for combining information from independent studies through confidence distributions. A formal definition of a confidence distribution and its asymptotic counterpart (i.e., asymptotic confidence distribution) are given and illustrated in the context of combining information. Two general combination methods are developed: the first along the lines of combining p-values, with some notable differences in regard to optimality of B...
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作者：Craiu, RV; Meng, XL
作者单位：University of Toronto; Harvard University
摘要：Antithetic coupling is a general stratification strategy for reducing Monte Carlo variance without increasing the simulation size. The use of the antithetic principle in the Monte Carlo literature typically employs two strata via antithetic quantile coupling. We demonstrate here that further stratification, obtained by using k > 2 (e.g., k = 3-10) antithetically coupled variates, can offer substantial additional gain in Monte Carlo efficiency, in terms of both variance and bias. The reason for...
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作者：Ahmad, I; Leelahanon, S; Li, Q
作者单位：State University System of Florida; University of Central Florida; Thammasat University; Texas A&M University System; Texas A&M University College Station
摘要：In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and root n-normality property of the estimator of the finite-dimensional parameters of the model, We further show that, when the error is conditionally homoskedastic. this estimator is semiparametrically efficient in the sense that the inverse of the asymptotic variance of the estimator of the finite-dimensional parameter reaches the semiparamet...
