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作者：Yang, S
作者单位：Texas Tech University System; Texas Tech University
摘要：The product-limit estimator (PLE) and weighted empirical processes are two important ingredients of almost any censored regression analysis. A link between them is provided by the generalized PLEs introduced in this paper. These generalized PLEs are the product-limit integrals of the empirical cumulative hazard function estimators in which weighted empirical processes are used to replace the standard empirical processes. The weak convergence and some large sample approximations of the generali...
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作者：Möttönen, J; Oja, H; Tienari, J
作者单位：University of Oulu
摘要：Asymptotic Pitman efficiencies of multivariate spatial sign and rank methods are considered in the one-sample location case. Limiting distributions of the spatial sign and signed-rank tests under the null hypothesis as well as under contiguous sequences of alternatives are given. Formulae for asymptotic relative efficiencies are found and, under multivariate t distributions, relative efficiencies with respect to Hotelling's T-2 test are calculated.
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作者：Zhao, LH
作者单位：University of Pennsylvania
摘要：Linear estimation of f(x) at a point in a white noise model is considered. The exact linear minimax estimator of f(0) is found for the family of f(x) in which f'(x) is Lip(M). The resulting estimator is then used to verify a conjecture of Sacks and Ylvisaker concerning the near optimality of the Epanechnikov kernel.
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作者：Walther, G
作者单位：Stanford University
摘要：A new method for smoothing a multivariate data set is introduced that is based on a simple geometric operation. This method is applied to the problem of estimating level sets of a density and minimum volume sets with given probability content. Building on existing techniques, the resulting estimator combines excellent theoretical and computational properties: It converges with the minimax rates (up to log factors) in most cases where these rates are known and, at the same time, it can be compu...
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作者：Tseng, YL; Brown, LD
作者单位：Academia Sinica - Taiwan; University of Pennsylvania
摘要：A class of confidence sets with constant coverage probability for the mean of a p-variate normal distribution is proposed through a pseudo-empirical-Bayes construction. When the dimension is greater than 2, by combining analytical results with some exact numerical calculations the proposed sets are proved to have a uniformly smaller volume than the usual confidence region. Sufficient conditions for the connectedness of the proposed confidence sets are also derived. In addition, our confidence ...
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作者：Koltchinskii, VI
作者单位：University of New Mexico
摘要：The paper develops a class of extensions of the univariate quantile function to the multivariate case (M-quantiles), related in a certain way to M-parameters of a probability distribution and their M-estimators. The spatial (geometric) quantiles, recently introduced by Koltchinskii and Dudley and by Chaudhuri as well as the regression quantiles of Koenker and Basset, are the examples of the M-quantile function discussed in the paper. We study the main properties of M-quantiles and develop the ...
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作者：Adler, RJ
作者单位：Technion Israel Institute of Technology; University of North Carolina; University of North Carolina Chapel Hill
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作者：Härdle, W; Marron, JS; Yang, L
作者单位：Humboldt University of Berlin; University of North Carolina; University of North Carolina Chapel Hill
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作者：Chen, K; Lo, SH
作者单位：Hong Kong University of Science & Technology; Columbia University
摘要：By approximating the classical product-limit estimator of a distribution function with an average of iid random variables, we derive sufficient and necessary conditions for the rate of(both strong and weak) uniform convergence of the product-limit estimator over the whole line. These findings somehow fill a longstanding gap in the asymptotic theory of survival analysis. The result suggests a natural way of estimating the rate of convergence. We also prove a related conjecture raised by Gill an...
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作者：Cheng, MY
作者单位：National Chung Cheng University
摘要：Local linear density estimators achieve automatic boundary corrections and enjoy some typical optimal properties. Proper choice of the smoothing parameters is crucial for their performance. A data-based bandwidth selector is developed in the spirit of plug-in rules. Consistency and asymptotic normality of the selected bandwidth are demonstrated. The bandwidth is very efficient regardless of whether there are non-smooth boundaries in the support of the density or not.
