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作者：Wang, CY; Wang, SJ; Gutierrez, RG; Carroll, RJ
作者单位：Fred Hutchinson Cancer Center; Southern Methodist University; Texas A&M University System; Texas A&M University College Station; Humboldt University of Berlin
摘要：Fan, Heckman and Wand proposed locally weighted kernel polynomial regression methods for generalized linear models and quasilikelihood functions. When the covariate variables are missing at random, we propose a weighted estimator based on the inverse selection probability weights. Distribution theory is derived when the selection probabilities are estimated nonparametrically. We show that the asymptotic variance of the resulting nonparametric estimator of the mean function in the main regressi...
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作者：Mizera, I; Wellner, JA
作者单位：Comenius University Bratislava; University of Washington; University of Washington Seattle
摘要：Necessary and sufficient conditions for the weak consistency of the sample median of independent, but not identically distributed random variables are given and discussed.
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作者：Huang, JHZ
作者单位：University of Pennsylvania; University of California System; University of California Berkeley
摘要：A general theory on rates of convergence of the least-squares projection estimate in multiple regression is developed. The theory is applied to the functional ANOVA model, where the multivariate regression function is modeled as a specified sum of a constant term, main effects (functions of one variable) and selected interaction terms (functions of two or more variables). The least-squares projection is onto an approximating space constructed from arbitrary linear spaces of functions and their...
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作者：Davis, RA; Mikosch, T
作者单位：Colorado State University System; Colorado State University Fort Collins; University of Groningen
摘要：We study the sample ACVF and ACF of a general stationary sequence under a weak mixing condition and in the case that the marginal distributions are regularly varying. This includes linear and bilinear processes with regularly varying noise and ARCH processes, their squares and absolute values. We show that the distributional limits of the sample ACF can be random, provided that the Variance of the marginal distribution is infinite and the process is nonlinear. This is in contrast to infinite v...
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作者：Efron, B; Tibshirani, R
作者单位：Stanford University; University of Toronto; University of Toronto
摘要：In the problem of regions, we wish to know which one of a discrete set of possibilities applies to a continuous parameter vector. This problem arises in the following way: we compute a descriptive statistic from a set of data, notice an interesting feature and wish to assign a confidence level to that feature. For example, we compute a density estimate and notice that the estimate is bimodal. What confidence can we assign to bimodality? A natural way to measure confidence is via the bootstrap:...
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作者：Raimondo, M
作者单位：Australian National University
摘要：We define the sharp change point problem as an extension of earlier problems in change point analysis related to nonparametric regression. As particular cases, these include estimation of jump points in smooth curves. More generally, we give a systematic treatment of the correct rate of convergence for estimating the position of a cusp of an arbitrary order. We propose a test function for the local regularity of a signal that characterizes such a point as a global maximum. In the sample implem...
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作者：Müller, C
作者单位：University of Gottingen
摘要：Robust tests for Linear models are derived via Wald-type tests that are based on asymptotically linear estimators. For a robustness criterion, the maximum asymptotic bias of the level of the test for distributions in a shrinking contamination neighborhood is used. By also regarding the asymptotic power of the test, admissible robust tests and most-efficient robust tests are derived. For the greatest efficiency, the determinant of the covariance matrix of the underlying estimator is minimized. ...
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作者：Yakir, B
作者单位：Hebrew University of Jerusalem
摘要：Surveillance can be based, in some change-point detection problems, on a sequence of invariant statistics. Gordon and Pollak prove that, under certain conditions, the average run length (ARL) to false alarm of invariance-based Shiryayev-Roberts detection schemes is asymptotically the same as that of the dual classical scheme that is based on the original sequence of observations. In this paper we give alternative conditions under which the two ARLs coincide and demonstrate that these condition...
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作者：Zhang, J; Li, GY
作者单位：Chinese Academy of Sciences
摘要：In this article, we consider the asymptotic behavior of three kinds of sample breakdown points. It is shown that for the location M-estimator with bounded objective function, both the addition sample breakdown point and the simplified replacement sample breakdown point strongly converge to the gross-error asymptotic breakdown point, whereas the replacement sample breakdown point strongly converges to a smaller value. In addition, it is proved that under some regularity conditions these sample ...
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作者：Nielsen, JP; Linton, O; Bickel, PJ
作者单位：Yale University; University of California System; University of California Berkeley
摘要：A semiparametric hazard model with parametrized time but general covariate dependency is formulated and analyzed inside the framework of counting process theory. A profile likelihood principle is introduced for estimation of the parameters: the resulting estimator is n(1/2)-consistent, asymptotically normal and achieves the semiparametric efficiency bound. An estimation procedure for the nonparametric part is also given and its asymptotic properties are derived. We provide an application to mo...
