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作者：Claeskens, G; Van Keilegom, I
作者单位：Texas A&M University System; Texas A&M University College Station; Universite Catholique Louvain
摘要：Confidence bands for regression curves and their first p derivatives are obtained via local pth order polynomial estimation. The method allows for multiparameter local likelihood estimation as well as other unbiased estimating equations. As an alternative to the confidence bands obtained by asymptotic distribution theory, we also study smoothed bootstrap confidence bands. Simulations illustrate the finite sample properties of the methodology.
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作者：Groeneboom, P; Lopuhaä, HP; De Wolf, PP
作者单位：Delft University of Technology
摘要：A large part of the theory of extreme value index estimation is developed for positive extreme value indices. The best-known estimator of a positive extreme value index is probably the Hill estimator. This estimator belongs to the category of moment estimators, but can also be interpreted as a quasi-maximum likelihood estimator. It has been generalized to a kernel-type estimator, but this kernel-type estimator can, similarly to the Hill estimator, only be used for the estimation of positive ex...
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作者：Lii, KS; Rosenblatt, M
作者单位：University of California System; University of California Riverside; University of California System; University of California San Diego
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作者：Fort, G; Moulines, E
作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris
摘要：The Monte Carlo expectation maximization (MCEM) algorithm is a versatile tool for inference in incomplete data models, especially when used in combination with Markov chain Monte Carlo simulation methods. In this contribution, the almost-sure convergence of the MCEM algorithm is established. It is shown, using uniform versions of ergodic theorems for Markov chains, that MCEM converges under weak conditions on the simulation kernel. Practical illustrations are presented, using a hybrid random w...
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作者：Ducharme, GR; Ledwina, T
作者单位：Universite de Montpellier; Polish Academy of Sciences
摘要：The notion of efficient test for a Euclidean parameter in a semiparametric model was introduced by Stein [Proc. Third Berkeley Symp. Math. Statist. Probab. 1 (1956) 187-195]. Such tests are locally most powerful for a wide class of infinite-dimensional nuisance parameters. The first formal application of this notion to a suitably parametrized two-sample problem was provided by Hajek [Ann. Math. Statist. 33 (1962) 1124-1147]. However, this and subsequent solutions appear to be not well-suited f...
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作者：Storey, JD
作者单位：University of Washington; University of Washington Seattle
摘要：Multiple hypothesis testing is concerned with controlling the rate of false positives when testing several hypotheses simultaneously. One multiple hypothesis testing error measure is the false discovery rate (FDR), which is loosely defined to be the expected proportion of false positives among all significant hypotheses. The FDR is especially appropriate for exploratory analyses in which one is interested in finding several significant results among many tests. In this work, we introduce a mod...
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作者：De Haan, L; Lin, T
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC
摘要：We prove that when the distribution of a stochastic process in C [0, 1] is in the domain of attraction of a max-stable process, then natural estimators for the extreme-value index (which is now a continuous function) and for the mean measure of the limiting Poisson process are consistent in the appropriate topologies. The ultimate goal, estimating probabilities of small (failure) sets, will be considered later.
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作者：Dette, H; Melas, VB
作者单位：Ruhr University Bochum; Saint Petersburg State University
摘要：In the common trigonometric regression model, we investigate the optimal design problem for the estimation of the individual coefficients, where the explanatory variable varies in the interval [-alpha, alpha], 0 < alpha less than or equal to pi. It is demonstrated that the structure of the optimal design depends sensitively on the size of the design space. For many important cases, optimal designs can be found explicitly, where the complexity of the solution depends on the value of the paramet...
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作者：Bulutoglu, DA; Cheng, CS
作者单位：Jackson Laboratory; University of California System; University of California Berkeley
摘要：In factor screening, often only a few factors among a large pool of potential factors are active. Under such assumption of effect sparsity, in choosing a design for factor screening, it is important to consider projections of the design onto small subsets of factors. Cheng showed that as long as the run size of a two-level orthogonal array of strength two is not a multiple of 8, its projection onto any four factors allows the estimation of all the main effects and two-factor interactions when ...
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作者：Neumeyer, N; Dette, H
作者单位：Ruhr University Bochum
摘要：We propose a new test for the comparison of two regression curves that is based on a difference of two marked empirical processes based on residuals. The large sample behavior of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In contrast to most procedures suggested in the literature, the new procedure is applicable in the case of different design points and heteroscedasticity. Moreover, it is demonstrated that the proposed test detects ...
