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作者：Dacunha-Castelle, D; Gassiat, E
作者单位：Universite Paris Saclay
摘要：In this paper, we address the problem of testing hypotheses using the likelihood ratio test statistic in nonidentifiable models, with application to model selection in situations where the parametrization for the larger model leads to nonidentifiability in the smaller model. We give two major applications: the case where the number of populations has to be tested in a mixture and the case of stationary ARMA(p, q) processes where the order (p,q) has to he tested. We give the asymptotic distribu...
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作者：Nishiyama, Y
作者单位：Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：Some sufficient conditions to establish the rate of convergence of certain M-estimators in a Gaussian white noise model are presented. They are applied to some concrete problems, including jump point estimation and nonparametric maximum Likelihood estimation, for the regression function. The results are shown by means of a maximal inequality for continuous martingales and some techniques developed recently in the context of empirical processes.
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作者：Mukerjee, R
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：Much contrary to popular belief and even a published result, it is seen that orthogonal array plus one run plans are, not necessarily optimal, within the relevant class, for general s(1) X...X s(m) factorials. A broad sufficient condition on s(1),...,s(m) ensuring the optimality of such plans has been worked out. This condition covers, in particular, all symmetric factorials and thus strengthens some previous results.
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作者：Kolassa, JE
作者单位：University of Rochester
摘要：This paper presents convergence conditions for a Markov chain constructed using Gibbs sampling, when the equilibrium distribution is the conditional sampling distribution of sufficient statistics from a generalized Linear model. For cases when this unidimensional sampling is done approximately rather than exactly, the difference between the target equilibrium distribution and the resulting equilibrium distribution is expressed in terms of the difference between the true and approximating univa...
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作者：Lahiri, SN
作者单位：Iowa State University
摘要：In this paper, we compare the asymptotic behavior of some common block bootstrap methods based on nonrandom as well as random block lengths. It is shown that, asymptotically, bootstrap estimators derived using any of the methods considered in the paper have the same amount of bias to the first order. However, the variances of these bootstrap estimators may he different even in the first order. Expansions for the bias, the variance and the mean-squared error of different block bootstrap varianc...
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作者：Vanleeuwen, DM; Birkes, DS; Seely, JF
作者单位：New Mexico State University; Oregon State University
摘要：A classification model is easiest to analyze when it has a balanced design. Many of the nice features of balanced designs are retained by error-orthogonal designs, which were introduced in a recent paper by the authors. The present paper defines a kind of partially balanced design and shows that this pal tial balance is sufficient to ensure the error-orthogonality of a mixed classification model. Results are provided that make the partial balance condition easy to check. It is shown that, for ...
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作者：Polonik, W
作者单位：University of California System; University of California Davis
摘要：A novel approach for constructing goodness-of-fit techniques in arbitrary (finite) dimensions is presented. Testing problems are considered as well as the construction of diagnostic plots. The approach is based on some new notions of mass concentration, and in fact, our basic testing problems are formulated as problems of goodness-of-concentration. It is this connection to concentration of measure that makes the approach conceptually simple. The presented test statistics are continuous functio...
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作者：García-Escudero, LA; Gordaliza, A; Matrán, C
作者单位：Universidad de Valladolid
摘要：A central limit theorem for generalized trimmed h-means is obtained in a very general framework that covers the multivariate setting, general penalty functions and general k greater than or equal to 1. Several applications, including the location estimator case (k = 1) for elliptical distributions and the construction of multivariate (not necessarily connected) tolerance zones, are also given.
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作者：Loader, CR
作者单位：Alcatel-Lucent; Lucent Technologies
摘要：Bandwidth selection for procedures such as kernel density estimation and local regression have been widely studied over the past decade. Substantial evidence has been collected to establish superior performance of modern plug-in methods in comparison to methods such as cross validation: this has ranged from detailed analysis of rates of convergence, to simulations, to superior performance on real datasets. In this work we take a detailed look at some of this evidence, looking into the sources ...
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作者：Woodroofe, M; Sun, JY
作者单位：University of Michigan System; University of Michigan; University System of Ohio; Case Western Reserve University
摘要：The paper is concerned with testing uniformity versus a monotone density. This problem arises in two important contexts, after transformations, testing whether a sample is a simple random sample or a biased sample, and testing whether the intensity function of a nonhomogeneous Poisson process is constant against monotone alternatives. A penalized likelihood ratio test (P-test) and a Dip likelihood test (D-test) are developed. The D-test is analogous to Hartigan and Hartigan's (1985) Pip test f...
