The Annals of Statistics

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• An unbiased test for the bioequivalence problem AI翻译
  作者：Brown, LD; Hwang, JTG; Munk, A
  作者单位：University of Pennsylvania; Cornell University; Ruhr University Bochum
  摘要：It is shown that the standard two one-sided tests procedure for bioequivalence is a biased test. Better tests exist. In this paper, an unbiased alpha-level test and other tests which are uniformly more powerful than the two one-sided tests procedure are constructed. Its power can be noticeably larger than that of the alpha-level two one-sided tests procedure.
• Estimations in homoscedastic linear regression models with censored data: An empirical process approach AI翻译
  作者：Hsieh, F
  作者单位：National Taiwan University
  摘要：Pertaining to the estimating equations proposed by Tsiatis, based on the Linear rank test, we show the existence of local confounding between the baseline hazard function and the covariates. Due to the local confounding, an estimating equation in Tsiatis' family with a larger time point of truncation could contain less information about the regression parameter than the estimating equation with a smaller time point of truncation. This phenomenon further indicates significant loss of efficiency...
• The properties of the cross-match estimate and split sampling AI翻译
  作者：Kong, A; Liu, JS; Wong, WH
  作者单位：University of Chicago; Stanford University; University of California System; University of California Los Angeles
  摘要：By noting the connection with h-sample U-statistics, we find a simple decomposition of the variance of the cross-match estimate, which can be regarded as a generalization of Efron and Stein. We apply the decomposition in assessing efficiencies of several plans of using the weighted samples from an importance scheme. The applications of the formula to multiple imputations lead to a method of crossing jointly imputed data to gain more accuracy.
• On the construction and existence of orthogonal arrays with three levels and indexes 1 and 2 AI翻译
  作者：Hedayat, S; Stufken, J; Su, GQ
  作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; Iowa State University
  摘要：We study the construction of orthogonal arrays with three levels and index 1 and the existence of orthogonal arrays with three levels and index 2. For strength greater than or equal to 2, we show that orthogonal arrays with three levels and index 1 are unique, and we establish the maximum number of factors for orthogonal arrays with three levels and index 2.
• 1994 Wald memorial lectures - Polynomial splines and their tensor products in extended linear modeling - Discussion AI翻译
  作者：Fan, JQ
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Chinese University of Hong Kong
• Conditionally externally Bayesian pooling operators in chain graphs AI翻译
  作者：Faria, AE; Smith, JQ
  作者单位：University of Warwick
  摘要：We address the multivariate version of French's group decision problem where the m members of a group,who are jointly responsible for the decisions they should make, wish to combine their beliefs about the possible Values of n random variables into the group consensus probability distribution. We shall assume the group has agreed on the structure of associations of variables in a problem, as might be represented by a commonly agreed partially complete chain graph (PCG) we define in the paper. ...
• Nonparametric testing of the existence of modes AI翻译
  作者：Minnotte, MC
  作者单位：Utah System of Higher Education; Utah State University
  摘要：Given a set of data drawn from an unknown density, it is frequently desirable to estimate the number and location of modes of the density. A test is proposed for the weight of evidence of individual observed modes. The test statistic used is a measure of the size of the mode, the absolute integrated difference between the estimated density and the same density with the mode in question excised at the level of the higher of its two surrounding antimodes. Samples are simulated from a conservativ...
• Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes AI翻译
  作者：Devroye, L; Lugosi, G
  作者单位：McGill University; Pompeu Fabra University
  摘要：We introduce a method to select a smoothing factor for kernel density estimation such that, for all densities in all dimensions, the L-1 error of the corresponding kernel estimate is not larger than three times the error of the estimate with the optimal smoothing factor plus a constant times root log n/n, where n is the sample size, and the constant depends only on the complexity of the kernel used in the estimate. The result is nonasymptotic, that is, the bound is valid for each n. The estima...
• Optimal pointwise adaptive methods in nonparametric estimation AI翻译
  作者：Lepski, OV; Spokoiny, VG
  作者单位：Humboldt University of Berlin; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
  摘要：The problem of optimal adaptive estimation of a function at a given point from noisy data is considered. Two procedures are proved to be asymptotically optimal for different settings. First we study the problem of bandwidth selection for nonparametric pointwise kernel estimation with a given kernel. We propose a bandwidth selection procedure and prove its optimality in the asymptotic sense. Moreover, this optimality is stated not only among kernel estimators with a variable bandwidth. The resu...
• On nonparametric confidence intervals AI翻译
  作者：Low, MG
  作者单位：University of Pennsylvania
  摘要：An inequality is given for the expected length of a confidence interval given that a particular distribution generated the data and assuming that the confidence interval has a given coverage probability over a family of distributions. As a corollary, attempts to adapt to the regularity of the true density within derivative smoothness classes cannot improve the rate of convergence of the length of the confidence interval over minimax fixed-length intervals and still maintain uniform coverage pr...