The Annals of Statistics

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• Asymptotics for likelihood ratio tests under loss of identifiability AI翻译
  作者：Liu, X; Shao, YZ
  作者单位：Rockefeller University; Columbia University
  摘要：This paper describes the large sample properties of the likelihood ratio test statistic (LRTS) when the parameters characterizing the true null distribution are not unique. It is well known that the classical asymptotic theory for the likelihood ratio test does not apply to such problems and the LRTS may not have the typical chi-squared type limiting distribution. This paper establishes a general quadratic approximation of the log-likelihood ratio function in a Hellinger neighborhood of the tr...
• Slice sampling - Discussion AI翻译
  作者：Skilling, J; MacKay, DJC
  作者单位：University of Cambridge; University of Cambridge
• Decompounding:: An estimation problem for Poisson random sums AI翻译
  作者：Buchmann, B; Grübel, AR
  作者单位：Technical University of Munich; Leibniz University Hannover
  摘要：Given a sample from a compound Poisson distribution, we consider estimation of the corresponding rate parameter and base distribution. This has applications in insurance mathematics and queueing theory. We propose a plug-in type estimator that is based on a suitable inversion of the compounding operation. Asymptotic results for this estimator are obtained via a local analysis of the decompounding functional.
• Slice sampling AI翻译
  作者：Neal, RM
  作者单位：University of Toronto
  摘要：Markov chain sampling methods that adapt to characteristics of the distribution being sampled can be constructed using the principle that one can sample from a distribution by sampling uniformly from the region under the plot of its density function. A Markov chain that converges to this uniform distribution can be constructed by alternating uniform sampling in the vertical direction with uniform sampling from the horizontal slice defined by the current vertical position, or more generally, wi...
• Robbins, empirical Bayes and microarrays AI翻译
  作者：Efron, B
  作者单位：Stanford University
  摘要：Empirical Bayes was Herbert Robbins' most influential contribution to statistical theory. It is also an idea of great practical potential. That potential is realized in the analysis of microarrays, a new biogenetic technology for the simultaneous measurement of thousands of gene expression levels.
• The publications and writings of Herbert Robbins AI翻译
  作者：[Anonymous]
• On M-estimators and normal quantiles AI翻译
  作者：Kozek, AS
  作者单位：Macquarie University
  摘要：This paper explores a class of robust estimators of normal quantiles filling the gap between maximum likelihood estimators and empirical quantiles. Our estimators are linear combinations of M-estimators. Their asymptotic variances can be arbitrarily close to variances of the maximum likelihood estimators. Compared with empirical quantiles, the new estimators offer considerable reduction of variance at near normal probability distributions.
• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution AI翻译
  作者：Belitser, E; Ghosal, S
  作者单位：Utrecht University; North Carolina State University
  摘要：We consider the problem of estimating the mean of an infinite-dimensional normal distribution from the Bayesian perspective. Under the assumption that the unknown true mean satisfies a smoothness condition, we first derive the convergence rate of the posterior distribution for a prior that is the infinite product of certain normal distributions and compare with the minimax rate of convergence for point estimators. Although the posterior distribution can achieve the optimal rate of convergence,...
• Asymptotics and the theory of inference AI翻译
  作者：Reid, N
  作者单位：University of Toronto
  摘要：Asymptotic analysis has always been very useful for deriving distributions in statistics in cases where the exact distribution is unavailable. More importantly, asymptotic analysis can also provide insight into the inference process itself, suggesting what information is available and how this information may be extracted. The development of likelihood inference over the past twenty-some years provides an illustration of the interplay between techniques of approximation and statistical theory.
• Universal optimality of balanced uniform crossover designs 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：Kunert [Ann. Statist. 12 (1984) 1006-1017] proved that, in the class of repeated measurement designs based on t treatments, p = t periods and n = lambdat experimental units, a balanced uniform design is universally optimal for direct treatment effects if t greater than or equal to 3 and lambda = 1, or if t greater than or equal to 6 and lambda = 2. This result is generalized to t greater than or equal to 3 as long as lambda less than or equal to (t - 1)/2.