The Annals of Statistics

最新文章

• Slice sampling - Discussion AI翻译
  作者：Mira, A; Roberts, GO
  作者单位：University of Insubria; Lancaster University
• Adaptive tests of linear hypotheses by model selection AI翻译
  作者：Baraud, Y; Huet, S; Laurent, B
  作者单位：Universite PSL; Ecole Normale Superieure (ENS); INRAE; Universite Paris Saclay; Universite Paris Saclay
  摘要：We propose a new test, based on model selection methods, for testing that the expectation of a Gaussian vector with n independent components belongs to a linear subspace of R-n against a nonparametric alternative. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on the alternative. The properties of the test are nonasymptotic and we prove that the test is rate optimal [up to a possible log(n) factor] over various c...
• Asymptotics for generalized estimating equations with large cluster sizes AI翻译
  作者：Xie, MG; Yang, YN
  作者单位：Rutgers University System; Rutgers University New Brunswick; Rockefeller University
  摘要：Generalized estimating equations are used in regression analysis of longitudinal data, where observations on each subject are correlated. Statistical analysis using such methods is based on the asymptotic properties of regression parameter estimators. This paper presents asymptotic results when either the number of independent subjects or the cluster sizes (the number of observations on each subject) or both go to infinity. A set of (information matrix based) general conditions is developed, w...
• Regression M-estimators with non-i.i.d. doubly censored data AI翻译
  作者：Ren, JJ
  作者单位：State University System of Florida; University of Central Florida
  摘要：Considering the linear regression model with fixed design, the usual M-estimator with a complete sample of the response variables is expressed as a functional of a generalized weighted bivariate empirical process, and its asymptotic normality is directly derived through the Hadamard differentiability property of this functional and the weak convergence of this generalized weighted empirical process. The result reveals the direct relationship between the M-estimator and the distribution functio...
• Efficient detection of random coefficients in autoregressive models AI翻译
  作者：Akharif, A; Hallin, M
  作者单位：Abdelmalek Essaadi University of Tetouan; Universite Libre de Bruxelles
  摘要：The problem of detecting randomness in the coefficients of an AR(p) model, that is, the problem of testing ordinary AR(p) dependence against the alternative of a random coefficient autoregressive [RCAR(p)] model is considered. A nonstandard LAN property is established for RCAR(p) models in the vicinity of AR(p) ones. Two main problems arise in this context. The first problem is related to the statistical model itself: Gaussian assumptions are highly unrealistic in a nonlinear context, and inno...
• Projection-based depth functions and associated medians AI翻译
  作者：Zuo, YJ
  作者单位：Michigan State University
  摘要：A class of projection-based depth functions is introduced and studied. These projection-based depth functions possess desirable properties of statistical depth functions and their sample versions possess strong and order rootn uniform consistency. Depth regions and contours induced from projection-based depth functions are investigated. Structural properties of depth regions and contours and general continuity and convergence results of sample depth regions are obtained. Affine equivariant mul...
• Moderate deviations of minimum contrast estimators under contamination AI翻译
  作者：Inglot, T; Kallenberg, WCM
  作者单位：Wroclaw University of Science & Technology; Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences; University of Twente
  摘要：Since statistical models are simplifications of reality, it is important in estimation theory to study the behavior of estimators also under distributions (slightly) different from the proposed model. In testing theory, when dealing with test statistics where nuisance parameters are estimated, knowledge of the behavior of the estimators of the nuisance parameters is needed under alternatives to evaluate the power. In this paper the moderate deviation behavior of minimum contrast estimators is ...
• Slice sampling - Rejoinder AI翻译
  作者：Neal, RM
  作者单位：University of Toronto
• Slice sampling - Discussion AI翻译
  作者：Walker, SG
  作者单位：University of Bath
• Enriched conjugate and reference priors for the Wishart family on symmetric cones AI翻译
  作者：Consonni, G; Veronese, P
  作者单位：University of Pavia
  摘要：A general Wishart family on a symmetric cone is a natural exponential family (NEF) having a homogeneous quadratic variance function. Using results in the abstract theory of Euclidean Jordan algebras, the structure of conditional reducibility is shown to hold for such a family, and we identify the associated parameterization phi and analyze its properties. The enriched standard conjugate family for phi and the mean parameter mu are defined and discussed. This family is considerably more flexibl...