The Annals of Statistics

最新文章

• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size AI翻译
  作者：Ledoit, O; Wolf, M
  作者单位：University of California System; University of California Los Angeles; Pompeu Fabra University
  摘要：This paper analyzes whether standard covariance matrix tests work when dimensionality is large, and in particular larger than sample size, In the latter case, the singularity of the sample covariance matrix makes likelihood ratio tests degenerate, but other tests based on quadratic forms of sample covariance matrix eigenvalues remain well-defined. We study the consistency property and limiting distribution of these tests as dimensionality and sample size go to infinity together, with their rat...
• John W. Tukey's contributions to multiple comparisons AI翻译
  作者：Benjamini, Y; Braun, H
  作者单位：Tel Aviv University; Educational Testing Service (ETS)
  摘要：This article provides a historical overview of the philosophical, theoretical and practical contributions made by John Tukey to the field of simultaneous inference. His early work, culminating in the monograph The Problem of Multiple Comparisons, established him as one of the pioneers in the field, investing it with both academic respectability and a focus on practical problems. For many years afterward, Tukey only published sporadically in the area but remained convinced that multiplicity iss...
• Asymptotic normality with small relative errors of posterior probabilities of half-spaces AI翻译
  作者：Dudley, RM; Haughton, D
  作者单位：Massachusetts Institute of Technology (MIT); Bentley University
  摘要：Let Theta be a parameter space included in a finite-dimensional Euclidean space and let A be a half-space. Suppose that the maximum likelihood estimate theta(n) of theta is not in A (otherwise, replace A by its complement) and let A be the maximum log likelihood (at theta(n)) minus the maximum log likelihood over the boundary partial derivativeA. It is shown that under some conditions, uniformly over all half-spaces A, either the posterior probability of A is asymptotic to Phi (-root2Delta) wh...
• Kernel density estimation for linear processes AI翻译
  作者：Wu, WB; Mielniczuk, J
  作者单位：University of Chicago; Polish Academy of Sciences; Institute of Computer Science of the Polish Academy of Sciences
  摘要：In this paper we provide a detailed characterization of the asymptotic behavior of kernel density estimators for one-sided linear processes. The conjecture that asymptotic normality for the kernel density estimator holds under short-range dependence is proved under minimal assumptions on bandwidths. We also depict the dichotomous and trichotomous phenomena for various choices of bandwidths when the process is long-range dependent.
• Random rates in anisotropic regression - Discussion AI翻译
  作者：van de Geer, S
  作者单位：Leiden University - Excl LUMC; Leiden University
• Random rates in anisotropic regression AI翻译
  作者：Hoffmann, M; Lepski, O
  作者单位：Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); Aix-Marseille Universite
  摘要：In the context of minimax theory, we propose a new kind of risk, normalized by a random variable, measurable with respect to the data. We present a notion of optimality and a method to construct optimal procedures accordingly. We apply this general setup to the problem of selecting significant variables in Gaussian white noise. In particular, we show that our method essentially improves the accuracy of estimation, in the sense of giving explicit improved confidence sets in L-2-norm. Links to a...
• The influence function and maximum bias of Tukey's median AI翻译
  作者：Chen, ZQ; Tyler, DE
  作者单位：William Paterson University New Jersey; Rutgers University System; Rutgers University New Brunswick
  摘要：Tukey's median is among one of the earliest known high breakdown point multivariate location statistics. Aside from its breakdown point, though, little else appears to be known about its robustness properties. In this paper we investigate other aspects of Tukey's median, and in particular we derive and study its influence function and its maximum contamination bias function. When judged by these other robustness criteria, Tukey's median again proves to be highly robust.
• Asymptotic properties of adaptive designs for clinical trials with delayed response AI翻译
  作者：Bai, ZD; Hu, FF; Rosenberger, WF
  作者单位：National University of Singapore; University of Virginia; University System of Maryland; University of Maryland Baltimore County; University System of Maryland; University of Maryland Baltimore
  摘要：For adaptive clinical trials using a generalized Friedman's urn design, we derive the limiting distribution of the urn composition under staggered entry and delayed response. The stochastic delay mechanism is assumed to depend on both the treatment assigned and the patient's response. A very general setup is employed with K treatments and L responses. When L = K = 2, one example of a generalized Friedman's urn design is the randomized play-the-winner rule. An application of this rule occurred ...
• Bootstrapping robust estimates of regression AI翻译
  作者：Salibian-Barrera, M; Zamar, RH
  作者单位：University of British Columbia
  摘要：We introduce a new computer-intensive method to estimate the distribution of robust regression estimates. The basic idea behind Our method is to bootstrap a reweighted representation of the estimates. To obtain a bootstrap method that is asymptotically correct, we include the auxiliary scale estimate in our reweighted representation of the estimates. Our method is computationally simple because for each bootstrap sample we only have to solve a linear system of equations. The weights we use are...
• Some results on false discovery rate in stepwise multiple testing procedures AI翻译
  作者：Sarkar, SK
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
  摘要：The concept of false discovery rate (FDR) has been receiving increasing attention by researchers in multiple hypotheses testing. This paper produces some theoretical results on the FDR in the context of stepwise multiple testing procedures with dependent test statistics. It was recently shown by Benjamini and Yekutieli that the Benjamini-Hochberg step-up procedure controls the FDR when the test statistics are positively dependent in a certain sense. This paper strengthens their work by showing...