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作者：DasGupta, A; Strawderman, WE
作者单位：Purdue University System; Purdue University; Rutgers University System; Rutgers University New Brunswick
摘要：For the canonical problem of estimating the mean of a multivariate normal distribution with a known covariance matrix using a squared error loss, we give a general method for finding estimates that have risk functions identical to that of a given inadmissible estimate. In the case of more than one dimension, the estimates considered are spherically symmetric, but in one dimension no such assumption is made. Generally speaking, we characterize all estimates which have the risk duplication prope...
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作者：Inglot, T; Kallenberg, WCM; Ledwina, T
作者单位：Wroclaw University of Science & Technology; University of Twente
摘要：The classical problem of testing goodness-of-fit of a parametric family is reconsidered. A new test for this problem is proposed and investigated. The new test statistic is a combination of the smooth test statistic and Schwarz's selection rule. More precisely, as the sample size increases, an increasing family of exponential models describing departures from the null model is introduced and Schwarz's selection rule is presented to select among them. Schwarz's rule provides the right dimension...
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作者：Nicoleris, T; Yatracos, YG
作者单位：Universite de Montreal
摘要：L-1-optimal minimum distance estimators are provided for a projection pursuit regression type function with smooth functional components that are either additive or multiplicative, in the presence of or without interactions. The obtained rates of convergence of the estimate to the true parameter depend on Kolmogorov's entropy of the assumed model and confirm Stone's heuristic dimensionality reduction principle. Rates of convergence are also obtained for the error in estimating the derivatives ...
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作者：Xu, JL
作者单位：University of Houston System; University of Houston
摘要：Estimation of p, p greater than or equal to 3, location parameters of a distribution of a p-dimensional random vector X is considered under quadratic loss. Explicit estimators which are better than the best invariant one are given for a sign-invariantly distributed random vector X. The results depend only on the second and the third moments of parallel to X-theta parallel to. The generalizations to concave loss functions and to n observations are also considered. Additionally, if the scale is ...
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作者：Cuevas, A; Fraiman, R
作者单位：Autonomous University of Madrid; Universidad de la Republica, Uruguay
摘要：We suggest a new approach, based on the use of density estimators, for the problem of estimating the (compact) support of a multivariate density. This subject (motivated in terms of pattern analysis by Grenander) has interesting connections with detection and clustering. A natural class of density-based estimators is defined. Universal consistency results and convergence rates are established for these estimators, with respect to the usual measure-based metric d(mu) between sets. Further conve...
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作者：Resnick, SI
作者单位：Cornell University
摘要：Huge data sets from the teletraffic industry exhibit many nonstandard characteristics such as heavy tails and long range dependence. Various estimation mer;hods for heavy tailed time series with positive innovations are reviewed. These include parameter estimation and model identification methods for autoregressions and moving averages. Parameter estimation methods include those of Yule-Walker and the linear programming estimators of Feigin and Resnick as well estimators for tail heaviness suc...
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作者：Lepski, OV; Mammen, E; Spokoiny, VG
作者单位：Federal Research Center Computer Science & Control of RAS; Institute Systems Analysis of Russian Academy of Sciences; Ruprecht Karls University Heidelberg; Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：A new variable bandwidth selector for kernel estimation is proposed. The application of this bandwidth selector leads to kernel estimates that achieve optimal rates of convergence over Besov classes. This implies that the procedure adapts to spatially inhomogeneous smoothness. In particular, the estimates share optimality properties with wavelet estimates based on thresholding of empirical wavelet coefficients.
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作者：Wick, D; Self, SG
作者单位：Fred Hutchinson Cancer Center
摘要：We describe models for infectious disease attack rates outside Aalen's multiplicative class and incorporating heterogeneity and interactions between subjects. Large-sample theory for the Nelson-Aalen estimator is developed, and its relevance examined in a simulation study. Planning for randomized, controlled clinical trials of prophylactic HIV vaccines partly motivated this work.
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作者：Naiman, DQ; Wynn, HP
作者单位：Johns Hopkins University; City St Georges, University of London
摘要：Numerous statistical applications require the evaluation of the probability content of a convex polyhedron. We demonstrate for a given polyhedron in R-d that there is a depth d inclusion-exclusion identity for its indicator function, which is a linear combination of indicator functions of intersections of at most d half-spaces. Terms in the identity are determined by the incidence of the facets of the polyhedron, which can be found using linear programming. This identity can be truncated at an...
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作者：Schmid, W; Schöne, A
作者单位：European University Viadrina Frankfurt Oder; Ulm University
摘要：Schmid extended the classical EWMA control chart to autocorrelated processes. Here, we consider the tail probability of the run length in the in-control state. The in-control process is assumed to be a stationary Gaussian process. It is proved that the tails for the autocorrelated process are larger than in the case of independent variables if all autocovariances are greater than or equal to zero. The inequality is strict. Moreover, this result is still valid for stationary processes having el...
