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作者：Einmahl, JHJ; McKeague, IW
作者单位：Eindhoven University of Technology; State University System of Florida; Florida State University
摘要：The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for multiple quantile plots based on k independent (possibly right-censored) samples. These tubes are asymptotically distribution free, except when both k greater than or equal to 3 and censoring is present. Pointwise versions of the confidence tubes, however, are asymptotically distribution free in all cases. The various confidence tubes are valid under minimal conditions. The proposed methods are ...
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作者：Freedman, D
作者单位：University of California System; University of California Berkeley
摘要：If there are many independent, identically distributed observations governed by a smooth, finite-dimensional statistical model, the Bayes estimate and the maximum likelihood estimate will be close. Furthermore, the posterior distribution of the parameter Vector around the posterior mean will be close to the distribution of the maximum likelihood estimate around truth. Thus, Bayesian confidence sets have good frequentist coverage properties, and conversely. However, even for the simplest infini...
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作者：Finner, H
作者单位：Universitat Trier
摘要：One of the most difficult problems-occurring with stepwise multiple test procedures for a set of two-sided hypotheses is the control of directional errors if rejection of a hypothesis is accomplished with a directional decision. In this paper we generalize a result for so-called step-down procedures derived by Shaffer to a large class of stepwise or closed multiple test procedures. In a unifying way we obtain results; for a large class of order statistics procedures including step-down as well...
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作者：Ishwaran, H
作者单位：University of Ottawa
摘要：In a class of semiparametric mixture models, the score function (and consequently the effective information) for a finite-dimensional parameter can be made arbitrarily small depending upon the direction taken in the parameter space. This result holds for a broad range of semiparametric mixtures over exponential families and includes examples such as the gamma semiparametric mixture, the normal mean mixture, the Weibull semiparametric mixture and the negative binomial mixture. The near-zero inf...
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作者：Moulines, E; Soulier, P
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris; Universite Paris Saclay
摘要：This paper discusses the properties of an estimator of the memory parameter of a stationary long-memory time-series originally proposed by Robinson. As opposed to narrow-band estimators of the memory parameter (such as the Geweke and Porter-Hudak or the Gaussian semiparametric estimators) which use only the periodogram ordinates belonging to an interval which degenerates to zero as the sample size n increases, this estimator builds a model of the spectral density of the process over all the fr...
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作者：Cabrera, J; Fernholz, LT
作者单位：Rutgers University System; Rutgers University New Brunswick; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：Given a statistical functional T and a parametric family of distributions, a bias reduced functional (T) over tilde is defined by setting the expected value of the statistic equal to the observed value. Under certain regularity conditions this new statistic, called the target estimator, will have smaller bias and mean square error than the original estimator. The theoretical aspects are analyzed by using higher order von Mises expansions. Several examples are given, including M-estimates of lo...
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作者：Cai, TT
作者单位：Purdue University System; Purdue University
摘要：We study wavelet function estimation via the approach of block thresholding and ideal adaptation with oracle. Oracle inequalities are derived and serve as guides for the selection of smoothing parameters. Based on an oracle inequality and motivated by the data compression and localization properties of wavelets, an adaptive wavelet estimator for nonparametric regression is proposed and the optimality of the procedure is investigated. We show that the estimator achieves simultaneously three obj...
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作者：Wang, HY
作者单位：Academia Sinica - Taiwan
摘要：A widely held notion of classical conditional theory is that statistical inference in the presence of ancillary statistics should he independent of the distribution of those ancillary statistcs. In this paper, ancillary paradoxes which contradict this notion are presented for two scenarios involving confidence estimation. These results are related to Brown's ancillary paradox in point estimation. Moreover, the confidence coefficient, the usual constant coverage probability estimator, is shown ...
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作者：Yang, YH; Barron, A
作者单位：Iowa State University; Yale University
摘要：We present some general results determining minimax bounds on statistical risk for density estimation based on certain information-theoretic considerations. These bounds depend only on metric entropy conditions and are used to identify the minimax rales of convergence.
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作者：Gassiat, E; Gautherat, E
作者单位：Universite Paris Saclay; Universite de Reims Champagne-Ardenne
摘要：In a recent paper, we proposed a new estimation method for the blind deconvolution of a linear system with discrete random input, when the observations may be noise perturbed. We give here asymptotic properties of the estimators in the parametric situation. With nonnoisy observations, the speed of convergence is governed by the Ii-tail of the inverse filter. which may have an exponential decrease. With noisy observations, the estimator satisfies a limit theorem with known distribution, which a...
