-
作者：Mukerjee, R; Wu, CFJ
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; University of Michigan System; University of Michigan
摘要：A projective geometric characterization is given of the existence of any regular main effect s(n-k) design in s(y) blacks It leads to a constructive method for finding a maximal blocking scheme for any given fractional factorial design. A useful sufficient condition for admissible block designs is given in terms of the minimum aberration property of a certain unblocked design.
-
作者：Dudoit, S; Speed, TP
作者单位：University of California System; University of California Berkeley
摘要：We consider score tests of the null hypothesis H-0: theta = 1/2 against the alternative hypothesis H-1: 0 less than or equal to theta < 1/2, based upon counts multinomially distributed with parameters n and rho(theta, pi)(1xm) = pi(1xm)T(theta)(mxm), where T(theta) is a transition matrix with T(0) = I, the identity matrix, and T(1/2) = (1,..., 1)(T)(alpha(1),...,alpha(m)). This type of testing problem arises in human genetics when testing the null hypothesis of no linkage between a marker and ...
-
作者：Nobel, AB
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：We answer two open questions concerning the existence of universal schemes for classification and regression estimation from stationary ergodic processes. It is shown that no measurable procedure can produce weakly consistent regression estimates from every bivariate stationary ergodic process, even if the covariate and response variables are restricted to take values in the unit interval. It is further shown that no measurable procedure can produce weakly consistent 'classification rules from...
-
作者：Lopuhaä, HP
作者单位：Delft University of Technology
摘要：We investigate the asymptotic behavior of a weighted sample mean and covariance, where the weights are determined by the Mahalanobis distances with respect to initial robust estimators. We derive an explicit expansion for the weighted estimators. From this expansion it can be seen that reweighting does not improve the rate of convergence of the initial estimators. We also show that if one uses smooth S-estimators to determine the weights, the weighted estimators are asymptotically normal. Fina...
-
作者：Kim, YD
作者单位：Hankuk University Foreign Studies
摘要：This paper is concerned with nonparametric Bayesian inference of the Aalen's multiplicative counting process model. For a desired nonparametric prior distribution of the cumulative intensity function, a dass of Levy processes is considered, and it is shown that the class of Levy processes is conjugate for the multiplicative counting process model, and formulas for obtaining a posterior process are derived. Finally, our results are applied to several practically important models such as one poi...
-
作者：Delyon, B; Lavielle, V; Moulines, E
作者单位：Inria; Universite Paris Cite; Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); Centre National de la Recherche Scientifique (CNRS)
摘要：The expectation-maximization (EM) algorithm isa powerful computational technique for locating maxima of functions. It is widely used in statistics for maximum likelihood or maximum a posteriori estimation in incomplete data models. In certain situations, however, this method is not applicable because the expectation step cannot be performed in closed form. To deal with these problems, a novel method is introduced, the stochastic approximation EM (SAEM), which replaces the expectation step of t...
-
作者：Henze, N; Penrose, MD
作者单位：Helmholtz Association; Karlsruhe Institute of Technology; Durham University
摘要：For independent d-variate random variables X-1,...,X-m with common density f and Y-1,...; Y-n with common density g, let R-m,R-n be the number of edges in the minimal spanning tree with vertices X-1,..., X-m, Y-1,...,Y-n that connect points from different samples. Friedman and Rafsky conjectured that a test of H-o: f = g that rejects H-o for small values of R-m,R-n should have power against general alternatives. We prove that R-m,R-n is asymptotically distribution-free under H-o, and that the ...
-
作者：Groeneboom, P; Hooghiemstra, G; Lopuhaä, HP
作者单位：Delft University of Technology
摘要：Groeneboom introduced a jump process that can be used (among other things) to study the asymptotic properties of the Grenander estimator of a monotone density. In this paper we derive the asymptotic normality of a suitably rescaled version of the L-1 error of the Grenander estimator, using properties of this jump process.
-
作者：Hettmansperger, TP; Oja, H; Visuri, S
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Jyvaskyla; Tampere University
-
作者：Anderson, TW
作者单位：Stanford University
摘要：In the regression model Y = eta + BX + Z with Z unobserved, EZ = 0 and EZZ' = Sigma(ZZ), the least squares estimator of B is (B) over cap = SYXSXX-1. If the rank of B is known to be k less than the dimensions of Y and X, the reduced rank regression estimator of B, say (B) over cap(k), depends on the first k canonical variates of Y and X. The asymptotic distribution of (B) over cap(k) is obtained and compared with the asymptotic distribution of (B) over cap(k). The advantage of (B) over cap(k) ...
