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作者：Suen, CY; Chen, H; Wu, CFJ
作者单位：University System of Ohio; Cleveland State University; University System of Ohio; Case Western Reserve University; University of Michigan System; University of Michigan
摘要：Chen and Hedayat and Tang and Wu studied and characterized minimum aberration 2(n-m) designs in terms of their complemetary designs. Based on a new and more powerful approach, we extend the study to identify minimum aberration q(n-m) designs through their complementary designs. By using MacWilliams identities and Krawtchouk polynomials in coding theory, we obtain some general and explicit relationships between the wordlength pattern of a q(n-m) design and that of its complementary design. Thes...
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作者：Anderson, PL; Meerschaert, MM
作者单位：Albion College; Nevada System of Higher Education (NSHE); University of Nevada Reno
摘要：In this paper we establish the basic asymptotic theory for periodic moving averages of i.i.d. random variables with regularly varying tails. The moving average coefficients are allowed to vary according to the season. A simple reformulation yields the corresponding results for moving averages of random vectors. Our main result is that when the underlying random variables have finite variance but infinite fourth moment, the sample autocorrelations are asymptotically stable. It is well known in ...
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作者：Hall, P; Turlach, BA
作者单位：Australian National University
摘要：We introduce interpolation methods that enable nonlinear wavelet estimators to be employed with stochastic design, or nondyadic regular design, in problems of nonparametric regression. This approach allows relatively rapid computation, involving dyadic approximations to wavelet-after-interpolation techniques. New types of interpolation are described, enabling first-order variance reduction at the expense of second-order increases in bias. The effect of interpolation on threshold choice is addr...
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作者：Hengartner, NW
作者单位：Yale University
摘要：Let X-1,X-2,...,X-n be an i.i.d. sample from the Poisson mixture distribution p(x) = (1/x!)integral(o)(infinity) s(x)e(-s) f(s)ds. Rates of convergence in mean integrated squared error (MISE) of orthogonal series estimators for the mixing density f supported on [a, b] are studied. For the Holder class of densities whose rth derivative is Lipschitz alpha, the MISE converges at the rate (log n/log log n)(-2(r + alpha)). For Sobolev classes of densities whose rth derivative is square integrable, ...
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作者：Junker, BW; Ellis, JL
作者单位：Carnegie Mellon University; Radboud University Nijmegen
摘要：Recently, the problem of characterizing monotone unidimensional latent variable models for binary repeated measures was studied by Ellis and van den Wollenberg and by Junker. We generalize their work with a de Finetti-like characterization of the distribution of repeated measures X = (X-1, X-2,...) that can be represented with mixtures of likelihoods of independent but not identically distributed random variables, where the data satisfy a stochastic ordering property with respect to the mixing...
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作者：Stute, W
作者单位：Justus Liebig University Giessen
摘要：In this paper we study a marked empirical process based on residuals. Results on its large-sample behavior may be used to provide nonparametric full-model checks for regression. Their decomposition into principal components gives new insight into the question: which kind of departure from a hypothetical model may be well detected by residual-based goodness-of-fit methods? The work also contains a small simulation study on straight-line regression.
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作者：Ye, JM; Duan, NH
作者单位：University of Chicago; RAND Corporation
摘要：We propose simple estimators for the transformation function Delta and the distribution function F of the error for the model Delta(Y) = alpha + X beta + epsilon. It is proved that these estimators are consistent and can achieve the unusual n(-1/2) rate of convergence on any finite interval under some regularity conditions. We show that our estimators are more attractive than another class of estimators proposed by Horowitz. Interesting decompositions of the estimators are obtained. The estima...
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作者：Walker, S; Muliere, P
作者单位：Imperial College London; University of Pavia
摘要：A random cumulative distribution function (cdf) F on (0, infinity) from a beta-Stacy process is defined. (1)It is shown to be neutral to the right and a generalization of the Dirichlet process. The posterior distribution is also a beta-Stacy process given independent and identically distributed (iid) observations, possibly with right censoring, from F. A generalization of the Polya-urn scheme is introduced which characterizes the discrete beta-Stacy process.
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作者：Geiger, D; Heckerman, D
作者单位：Technion Israel Institute of Technology; Microsoft
摘要：We provide a new characterization of the Dirichlet distribution. Let theta(ij), 1 less than or equal to i less than or equal to k, 1 less than or equal to j less than or equal to n, be positive random variables that sum to unity. Define theta(i). = Sigma(j=1)(n) theta(ij), theta(I), = (theta(i.))(i=1)(k-1), theta(j\1) = theta(ij)/Sigma(j)theta(ij) and theta(J\i) = (theta(j\i))(j=1)(n-1). We prove that if (theta(I)., theta(J\1),..., theta(J\k)) are mutually independent and (theta.(J), theta(I\l...
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作者：Gordon, L; Pollak, M
作者单位：Hebrew University of Jerusalem
摘要：Observations are taken independently and sequentially. Detection of a change in distribution is studied when the problem has an invariance structure. The prechange distribution is assumed to be a member of a specified family and is assumed known up to a nuisance parameter. We provide a general method of constructing surveillance schemes in the presence of a nuisance parameter and give sufficient conditions for approximating their average run lengths to false alarm. Applications include detecti...
