The Annals of Statistics

最新文章

• Arcing classifiers - Discussion AI翻译
  作者：Freund, Y; Schapire, RE
  作者单位：AT&T
• MCMC convergence diagnosis via multivariate bounds on log-concave densities AI翻译
  作者：Brooks, SP
  作者单位：University of Bristol
  摘要：We begin by showing how piecewise linear bounds may be devised, which bound both above and below any concave log-density in general dimensions. We then show how these bounds may be used to gain an upper bound to the volume in the tails outside the convex hull of the sample path in order to assess how well the sampler has explored the target distribution. This method can be used as a stand-alone diagnostic to determine when the sampler output provides a reliable basis for inference on the stati...
• Optimal designs for the identification of the order of a Fourier regression AI翻译
  作者：Dette, H; Haller, G
  作者单位：Ruhr University Bochum
  摘要：For the Fourier regression model, we determine optimal designs for identifying the order of periodicity. It is shown that the optimal design problem for trigonometric regression models is equivalent to the problem of optimal design for discriminating between certain homo- and heteroscedastic polynomial regression models. These optimization problems are then solved using the theory of canonical moments, and the optimal discriminating designs for the Fourier regression model can be found explici...
• Regression-type inference in nonparametric autoregression AI翻译
  作者：Neumann, MH; Kreiss, JP
  作者单位：Humboldt University of Berlin; Braunschweig University of Technology
  摘要：We derive a strong approximation of a local polynomial estimator (LPE) in nonparametric autoregression by an LPE in a corresponding nonparametric regression model. This generally suggests the application of regression-typical tools for statistical inference in nonparametric autoregressive models. It provides an important simplification for the bootstrap method to be used: It is enough to mimic the structure of a nonparametric regression model rather than to imitate the more complicated process...
• Simultaneous sharp estimation of functions and their derivatives AI翻译
  作者：Efromovich, S
  作者单位：University of New Mexico
  摘要：A data-driven estimate is given that, over a Sobolev space, is simultaneously asymptotically sharp minimax for estimating both the function and its derivatives under integrated squared error loss. It is also shown that linear estimates cannot be simultaneously asymptotically sharp minimax over a given Sobolev space.
• Quickest detection with exponential penalty for delay AI翻译
  作者：Poor, HV
  作者单位：Princeton University
  摘要：The problem of detecting a change in the probability distribution of a random sequence is considered. Stopping times are derived that optimize the tradeoff between detection delay and false alarms within two criteria. In both cases, the detection delay is penalized exponentially rather than Linearly, as has been the case in previous formulations of this problem. The first of these two criteria is to minimize a worst-case measure of the exponential detection delay within a lower-bound constrain...
• Linear regression with interval censored data AI翻译
  作者：Li, G; Zhang, CH
  作者单位：Rutgers University System; Rutgers University New Brunswick
  摘要：This paper concerns linear regression with interval censored data. M-estimators for the regression coefficients are derived. Asymptotic consistency and normality of the M-estimators are obtained via an exponential inequality for U-statistics. Asymptotically efficient estimators are provided under mild conditions.
• Quadratic and inverse regressions for Wishart distributions AI翻译
  作者：Letac, G; Massam, H
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; York University - Canada
  摘要：If U and V are independent random variables which are gamma distributed with the same scale parameter, then there exist a and b in R such that E(U | U + V) = a(U + V) and E(U-2 | U + V) = b(U + V)(2). This, in fact, is characteristic of gamma distributions. Our paper extends this property to the Wishart distributions in a suitable way, by replacing the real number U-2 by a pair of quadratic functions of the symmetric matrix U. This leads to a new characterization of the Wishart distributions, ...
• Information bounds for Gibbs samplers AI翻译
  作者：Greenwood, PE; McKeague, IW; Wefelmeyer, W
  作者单位：University of British Columbia; State University System of Florida; Florida State University; State University System of Florida; Florida State University; Universitat Siegen
  摘要：If we wish to estimate efficiently the expectation of an arbitrary function on the basis of the output of a Gibbs sampler, which is better: deterministic or random sweep? In each case we calculate the asymptotic variance of the empirical estimator, the average of the function over the output, and determine the minimal asymptotic variance for estimators that use no information about the underlying distribution. The empirical estimator has noticeably smaller variance for deterministic sweep. The...
• Isotonic inverse estimators for nonparametric deconvolution AI翻译
  作者：van Es, B; Jongbloed, G; van Zuijlen, M
  作者单位：University of Amsterdam; Vrije Universiteit Amsterdam; Radboud University Nijmegen
  摘要：A new nonparametric estimation procedure is introduced for the distribution function in a class of deconvolution problems, where the convolution density has one discontinuity. The estimator is shown to be consistent and its cube root asymptotic distribution theory is established. Known results on the minimax risk for the estimation problem indicate the estimator to be efficient.