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作者：Cesa-Bianchi, N; Lugosi, G
作者单位：University of Milan; Pompeu Fabra University
摘要：Sequential randomized prediction of an arbitrary binary sequence is investigated. No assumption is made on the mechanism of generating the bit sequence. The goal of the predictor is to minimize its relative loss (or regret), that; is, to make almost as few mistakes as the best expert in a fixed, possibly infinite, set of experts. We point out a surprising connection between this prediction problem and empirical process theory. First, in the special case of static (memoryless) expert, we comple...
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作者：de Haan, L; Sinha, AK
作者单位：Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam
摘要：Let (X-1, Y-1), (X-2, Y-2),..., (X-n, Y-n) be a random sample from a bivariate distribution function F which is in the domain of attraction of a bivariate extreme value distribution function G. A subset C of R-2 is given, which contains none of the observations. We shall give an asymptotic confidence interval for Pr((X-i, Y-i) is an element of C) under certain conditions.
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作者：Geskus, R; Groeneboom, P
作者单位：Delft University of Technology
摘要：For a version of the interval censoring model, case 2, in which the observation intervals are allowed to be arbitrarily small, we consider estimation of functionals that are differentiable along Hellinger differentiable paths. The asymptotic information lower bound for such functionals can be represented as the squared L-2-norm of the canonical gradient in the observation space. This canonical gradient has an implicit expression as a solution of an integral equation that does not belong to one...
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作者：Bingham, DR; Sitter, RR
作者单位：Simon Fraser University
摘要：Fractional factorial (FF) designs are commonly used in industrial experiments to identify factors affecting a process. When it is expensive or difficult to change the levels of some of the factors, fractional factorial split-plot (FFSP) designs represent a practical design option. Though FFSP design matrices correspond to FF design matrices, the randomization structure of the FFSP design is different. In this paper we discuss the impact of randomization restrictions on the choice of FFSP desig...
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作者：Dette, H; Haines, LM; Imhof, L
作者单位：Ruhr University Bochum; University of Kwazulu Natal; RWTH Aachen University
摘要：In this paper D-optimal designs for the weighted polynomial regression model of degree p with efficiency function (1 + x(2))(-n) are presented. Interest in these designs stems from the fact that they are equivalent to locally D-optimal designs for inverse quadratic polynomial models. For the unrestricted design space R and p < n, the D-optimal designs put equal masses on p + 1 points which coincide with the zeros of an ultraspherical polynomial, while for p = n they are equivalent to D-optimal...
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作者：Liu, RY; Singh, K
作者单位：Rutgers University System; Rutgers University New Brunswick
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作者：Wang, KM; Gasser, T
作者单位：State University of New York (SUNY) System; SUNY Downstate Health Sciences University; University of Zurich
摘要：More and more often, the outcome of a study is not a random variable but a noisy function for each experimental unit, resulting in a sample of curves. Typically, the individual curves vary not only in amplitude or intensity, but also with respect to the time axis: different subjects experience certain events sooner or later. Analyzing such data involves finding out the time changes (or curve registration) among curves. Following our previous work where modified dynamic time warping is applied ...
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作者：Hobert, JP; Robert, CP
作者单位：State University System of Florida; University of Florida; Institut Polytechnique de Paris; ENSAE Paris
摘要：Suppose that X is a random variable with density f(x\theta) and that pi(theta\x) is a proper posterior corresponding to an improper prior nu(theta). The prior is called P-admissible if the generalized Bayes estimator of every bounded function of theta is almost-nu-admissible under squared error loss. Eaten showed that recurrence of the Markov chain with transition density R(eta\theta) = integral pi(eta\x)f(x\theta) dx is a sufficient condition for P-admissibility of nu(theta). We show that Eat...
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作者：Lin, CY; Kosorok, MR
作者单位：University of Alabama System; University of Alabama Birmingham; University of Wisconsin System; University of Wisconsin Madison
摘要：Many of the popular nonparametric test: statistics for censored survival data used in two-sample, K-sample trend and continuous covariate situations are special cases of a general statistic, differing only in the choice of the covariate-based label and the weight function. A weight function determines the asymptotic efficiency of its corresponding statistic in this general class. Since the true alternatives are often unknown, we may not be able to foresee which weight function is the best for ...
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作者：Mammen, E; Linton, O; Nielsen, J
作者单位：Ruprecht Karls University Heidelberg; Yale University
摘要：We derive the asymptotic distribution of a new backfitting procedure for estimating the closest additive approximation to a nonparametric regression function. The procedure employs a recent projection interpretation of popular kernel estimators provided by Mammen, Marron, Turlach and Wand and the asymptotic theory of our estimators is derived using the theory of additive projections reviewed in Bickel, Klaassen, Ritov and Wellner. Our procedure achieves the same bias and variance as the oracle...
