The Annals of Statistics

最新文章

• Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons AI翻译
  作者：Simons, G; Yao, YC
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Academia Sinica - Taiwan
  摘要：We are concerned here with establishing the consistency and asymptotic normality for the maximum likelihood estimator of a merit vector (u(0),..., u(t)), representing the merits of t+1 teams (players, treatments, objects), under the Bradley-Terry model, as t --> infinity. This situation contrasts with the well-known Neyman-Scott problem under which the number of parameters grows with t (the amount of sampling), and for which the maximum likelihood estimator fails even to attain consistency. A ...
• Beneath the noise, chaos AI翻译
  作者：Lalley, SP
  作者单位：Purdue University System; Purdue University
  摘要：The problem of extracting a signal x(n) from a noise-corrupted time series y(n) = x(n) + e(n) is considered. The signal x(n) is assumed to be generated by a discrete-time, deterministic, chaotic dynamical system F, in particular, x(n) = F-n(x(0)), where the initial point x(0) is assumed to lie in a compact hyperbolic F-invariant set. It is shown that (1) if the noise sequence e(n) is Gaussian then it is impossible to consistently recover the signal x(n), but (2) if the noise sequence consists ...
• Theory of optimal blocking of 2n-m designs AI翻译
  作者：Chen, HG; Cheng, CS
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of California System; University of California Berkeley
  摘要：In this paper, we define the blocking wordlength pattern of a blocked fractional factorial design by combining the wordlength patterns of treatment-defining words and block-defining words. The concept of minimum aberration can be defined in terms of the blocking wordlength pattern and provides a good measure of the estimation capacity of a blocked fractional factorial design. By blending techniques of coding theory and finite projective geometry, we obtain combinatorial identities that govern ...
• Mode testing in difficult cases AI翻译
  作者：Cheng, MY; Hall, P
  作者单位：National Taiwan University; Australian National University
  摘要：Usually when testing the null hypothesis that a distribution has one mode against the alternative that it has two, the null hypothesis is interpreted as entailing that the density of the sampling distribution has a unique point of zero slope, which is a local maximum. In this paper we argue that a more appropriate null hypothesis is that the density has two paints of zero slope, of which one is a local maximum and the other is a shoulder. We show that when a test for a mode-with-shoulder is pr...
• Posterior consistency of Dirichlet mixtures in density estimation AI翻译
  作者：Ghosal, S; Ghosh, JK; Ramamoorthi, RV
  作者单位：Vrije Universiteit Amsterdam; Indian Statistical Institute; Indian Statistical Institute Kolkata; Michigan State University; Purdue University System; Purdue University
  摘要：A Dirichlet mixture of normal densities is a useful choice for a prior distribution on densities in the problem of Bayesian density estimation. In the recent years, efficient Markov chain Monte Carlo method for the computation of the posterior distribution has been developed. The method has been applied to data arising from different fields of interest. The important issue of consistency was however left open. In this paper, we settle this issue in affirmative.
• Conditional inference about generalized linear mixed models AI翻译
  作者：Jiang, JM
  作者单位：University System of Ohio; Case Western Reserve University
  摘要：We propose a method of inference for generalized linear mixed models (GLMM) that in many ways resembles the method of least squares. We also show that adequate inference about GLMM can be made based on the conditional likelihood on a subset of the random effects. One of the important features of our methods is that they rely on weak distributional assumptions about the random effects. The methods proposed are also computationally feasible. Asymptotic behavior of the estimates is investigated. ...
• Optimal tests for autoregressive models based on autoregression rank scores AI翻译
  作者：Hallin, M; Jurecková, J
  作者单位：Universite Libre de Bruxelles; Charles University Prague
  摘要：Locally asymptotically optimal tests based on autoregression rank scores are constructed for testing Linear constraints on the structural parameters of AR processes. Such tests are asymptotically distribution free and do not require the estimation of nuisance parameters. They constitute robust, flexible and quite powerful alternatives to existing methods such as the classical correlogram-based parametric tests, the Gaussian Lagrange multiplier tests, the optimal non-Gaussian and ranked residua...
• Exploring interactions in high-dimensional tables: A bootstrap alternative to log-linear models AI翻译
  作者：Streitberg, B
  作者单位：University of Hamburg
  摘要：Based on a revised Lancaster-type representation of the additive interactions associated with a probability measure, a new approach for the analysis of high-dimensional contingency tables is proposed. The approach is essentially model-free because the additive interaction tensor is merely a convenient reparameterization of the given table. Single interaction terms are investigated using the bootstrap method whose first-order asymptotic validity is immediate. The global structure can be investi...
• Second-order correctness of the Poisson bootstrap AI翻译
  作者：Babu, GJ; Pathak, PK; Rao, CR
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Michigan State University
  摘要：Rao, Pathak and Koltchinskii have recently studied a sequential approach to resampling in which resampling is carried out sequentially one-by-one (with replacement each time) until the bootstrap sample contains m approximate to (1 - e(-1))n approximate to 0.632n distinct observations from the original sample. In our previous work, we have established that the main empirical characteristics of the sequential bootstrap go through, in the sense of being within a distance O(n(-3/4)) from those of ...
• On residual empirical processes of stochastic regression models with applications to time series AI翻译
  作者：Lee, S; Wei, CZ
  作者单位：Seoul National University (SNU); Academia Sinica - Taiwan
  摘要：Motivated by Gaussian tests for a time series, we are led to investigate the asymptotic behavior of the residual empirical processes of stochastic regression models. These models cover the fixed design regression models as well as general AR(q) models. Since the number of the regression coefficients is allowed to grow as the sample size increases, the obtained results are also applicable to nonlinear regression and stationary AR(infinity) models. In this paper, we first derive an oscillation-l...