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作者：Assaf, D; Goldstein, L; Samuel-Cahn, E
作者单位：Hebrew University of Jerusalem; University of Southern California
摘要：All classical prophet inequalities for independent random variables hold also in the case where only a noise-corrupted version of those variables is observable. That is, if the pairs (X-1,Z(1)),..,(X-n,Z(n)) are independent with arbitrary, known joint distributions, and only the sequence Z(1),...,Z(n) is observable, then all prophet inequalities which would hold if the X's were directly observable still hold, even though the expected X-values (i.e., the payoffs) for both the prophet and statis...
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作者：Andersson, S; Madsen, J
作者单位：Indiana University System; Indiana University Bloomington; University of Copenhagen
摘要：A class of multivariate normal models with symmetry restrictions given by a finite group and conditional independence restrictions given by a finite distributive lattice is defined and studied. The statistical properties of these models including maximum likelihood inference, invariance and hypothesis testing are discussed.
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作者：Sarkar, SK
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：Some new probability inequalities involving the ordered components of an MTP2 random vector are derived, which provide an analytical proof of an important conjecture in the field of multiple hypothesis testing. This conjecture has been mostly validated so far using simulation.
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作者：Zhou, S; Shen, X; Wolfe, DA
作者单位：University System of Ohio; Ohio State University
摘要：In this paper, we study the local behavior of regression splines. In particular, explicit expressions for the asymptotic pointwise bias and variance of regression splines are obtained. In addition, asymptotic normality for regression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.
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作者：Finner, H; Roters, M
作者单位：Universitat Trier
摘要：In this paper interest is focused on some theoretical investigations concerning the comparison of two popular multiple test procedures, so-called step-down and step-up procedures, in terms of their defining critical values. Such procedures can be applied, for example, to multiple comparisons with a control. In the definition of the critical Values for these procedures order statistics play a central role. For k epsilon N-0 fixed we consider the joint cumulative distribution function (cdf) P(Y-...
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作者：Bunke, O; Milhaud, X
作者单位：Humboldt University of Berlin; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：We prove that the posterior distribution in a possibly incorrect parametric model a.s. concentrates in a strong sense on the set of pseudotrue parameters determined by the true distribution. As a consequence, we obtain in the case of a unique pseudotrue parameter the strong consistency of pseudo-Bayes estimators w.r.t. general loss functions. Further, we present a simple example based on normal distributions and having two different pseudotrue parameters, where pseudo-Bayes estimators have an ...
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作者：Parner, E
作者单位：Aarhus University
摘要：The frailty model is a generalization of Cox's proportional hazard model, where a shared unobserved quantity in the intensity induces a positive correlation among the survival times. Murphy showed consistency and asymptotic normality of the nonparametric maximum likelihood estimator (NPMLE) for the shared gamma-frailty model without covariates. In this paper we extend this result to the correlated gamma-frailty model, and we allow for covariates. We discuss the definition of the nonparametric ...
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作者：Wang, KM; Gasser, T
作者单位：State University of New York (SUNY) System; SUNY Downstate Health Sciences University; University of Zurich
摘要：For analyzing samples of curves, Kneip and Gasser proposed a structural analysis for estimating an average curve which gives the average amplitude and dynamics of the sample curves. An important step of their method is the estimation of the warping functions in order to eliminate the differences in dynamics between different curves. It is of interest to compute confidence bounds for the structural average curve. First, we derive the necessary asymptotic results to obtain confidence intervals b...
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作者：Bayarri, MJ; Berger, J
作者单位：University of Valencia; Duke University
摘要：Selection models arise when the data are selected to enter the sample only if they occur in a certain region of the sample space. When this selection occurs according to some probability distribution, the resulting model is often instead called a weighted distribution model. In either case the original density becomes multiplied by a weight function w(x). Often there is considerable uncertainty concerning this weight function; for instance, it may be known only that w Lies between two specifie...
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作者：Cheng, CS; Martin, RJ; Tang, BX
作者单位：University of California System; University of California Berkeley; University of Sheffield; University of Memphis
摘要：The construction of run orders of two-level factorial designs with extreme (minimum and maximum) numbers of level changes is considered. Minimizing the number of level changes is mainly due to economic considerations, while the problem of maximizing the number of level changes arises from some recent results on trend robust designs. The construction is based on the fact that the 2(k) runs of a saturated regular fractional factorial design for 2(k) -1 factors can be ordered in such a way that t...
