The Annals of Statistics

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• Binomial mixtures: Geometric estimation of the mixing distribution AI翻译
  作者：Wood, GR
  作者单位：Massey University
  摘要：Given a mixture of binomial distributions, how do we estimate the unknown mixing distribution? We build on earlier work of Lindsay and further elucidate the geometry underlying this question, exploring the approximating role played by cyclic polytopes. Convergence of a resulting maximum likelihood fitting algorithm is proved and numerical examples given; problems over the lack of identifiability of the mixing distribution in part disappear.
• Locally lattice sampling designs for isotropic random (vol 23, pg 1991, 1995) AI翻译
  作者：Stein, ML
  作者单位：University of Chicago
• The consistency of posterior distributions in nonparametric problems AI翻译
  作者：Barron, A; Schervish, MJ; Wasserman, L
  作者单位：Yale University; Carnegie Mellon University
  摘要：We give conditions that guarantee that the posterior probability of every Hellinger neighborhood of the true distribution tends to 1 almost surely. The conditions are (1) a requirement that the prior not put high mass near distributions with very rough densities and (2) a requirement that the prior put positive mass in Kullback-Leibler neighborhoods of the true distribution. The results are based on the idea of approximating the set of distributions with a finite-dimensional set of distributio...
• The limiting behavior of a modified maximal symmetric 2s-spacing with applications AI翻译
  作者：Swanepoel, JWH
  作者单位：North West University - South Africa
  摘要：This paper presents a solution to an open problem in astrophysics, namely that of estimating nonparametrically the strength of the pulsed signal in a series of high-energy photon arrival times. The newly proposed estimator, based on a modified maximal symmetric. 2s-spacing, is shown to be strongly consistent and asymptotically normally distributed, and a Monte Carlo study shows that its small and moderate sample behavior is very satisfactory.. Additionally, new results regarding the weak and s...
• Detecting a change in regression: First-order optimality AI翻译
  作者：Yakir, B; Krieger, AM; Pollak, M
  作者单位：Hebrew University of Jerusalem; University of Pennsylvania
  摘要：Observations are generated according to a regression with normal err or as a Function of time, when the process is in control. The process potentially changes at some unknown point of time and then the ensuing observations are normal with the same mean function plus an arbitrary function under suitable regularity conditions. The problem is to obtain a stopping rule that is optimal in the sense that the rule minimizes the expected delay in detecting a change subject to a constraint on the avera...
• The detection of local shape changes via the geometry of Hotelling's T2 fields AI翻译
  作者：Cao, J; Worsley, KJ
  作者单位：AT&T; Alcatel-Lucent; Lucent Technologies; McGill University
  摘要：This paper is motivated by the problem of detecting local changes or differences in shape between two samples of objects via the nonlinear deformations required to map each object to an atlas standard. Local shape changes are then detected by high Values of the random field of Hotelling's T-2 statistics for detecting a change in mean of the Vector deformations at each point in the object. To control the null probability of detecting a local shape change, we use the recent result of Adler that ...
• Multivariate analysis by data depth - Discussion AI翻译
  作者：Eddy, WF
  作者单位：Carnegie Mellon University
• Whittle estimator for finite-variance non-Gaussian time series with long memory AI翻译
  作者：Giraitis, L; Taqqu, MS
  作者单位：Boston University
  摘要：We consider time series Y-t = G(X-t) where X-t is Gaussian with long memory and G is a polynomial. The series Y-t may or may not have long memory. The spectral density g(theta)(x) of Y-t is parameterized by a vector theta and we want to estimate its true value theta(0). We use a least-squares Whittle-type estimator <(theta)over cap>(N) for theta(0), based on observations Y-1,...,Y-N. If Y-t is Gaussian, then root N(<(theta)over cap>(N)-theta(0)) converges to a Gaussian distribution. We show th...
• Modulation of estimators and confidence sets AI翻译
  作者：Beran, R; Dümbgen, L
  作者单位：University of California System; University of California Berkeley; Ruprecht Karls University Heidelberg
  摘要：An unknown signal plus white noise is observed at n discrete time points. Within a large convex class of linear estimators of xi, we choose the estimator <(xi)over cap> that minimizes estimated quadratic risk. By construction, <(xi)over cap> is nonlinear. This estimation is done after orthogonal transformation of the data to a reasonable coordinate system. The procedure adaptively tapers the coefficients of the transformed data. If the class of candidate estimators satisfies a uniform entropy ...
• Nonlinear canonical analysis and independence tests AI翻译
  作者：Dauxois, J; Nkiet, GM
  作者单位：Centre National de la Recherche Scientifique (CNRS); Universite de Toulouse; Universite Toulouse III - Paul Sabatier
  摘要：Measures of association between two random variables (r.v.) that are symmetric nondecreasing functions of the canonical coefficients provided by the nonlinear canonical analysis of the r.v.'s are studied. These measures can be used to characterize independence. Their estimators are obtained by estimating a suitable approximation to nonlinear canonical analysis. When some conditions ae satisfied, asymptotic distributions of the estimators, both under the independence hypothesis and under depend...