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作者:Doss, H; Huffer, FW; Lawson, KL
作者单位:University System of Ohio; Ohio State University; Abbott Laboratories; State University System of Florida; Florida State University
摘要:We consider a coherent system S consisting of m independent components for which we do not know the distributions of the components' lifelengths. If we know the structure function of the system, then we can estimate the distribution of the system lifelength by estimating the distributions of the lifelengths of the individual components. Suppose that we can collect data under the autopsy model, wherein a system is run until a failure occurs and then the status (functioning or dead) of each comp...
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作者:Baddeley, A; Gill, RD
作者单位:University of Western Australia; Utrecht University; Leiden University - Excl LUMC; Leiden University
摘要:When a spatial point process is observed through a bounded window, edge effects hamper the estimation of characteristics such as the empty space function F, the nearest neighbor distance distribution G and the reduced second-order moment function K. Here we propose and study product-limit type estimators of F, G and K based on the analogy with censored survival data: the distance from a fixed point to the nearest point of the process is right-censored by its distance to the boundary of the win...
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作者:Beran, J
作者单位:University of Konstanz
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作者:Donoho, DL
作者单位:Stanford University; University of California System; University of California Berkeley
摘要:We study what we call dyadic CART'-a method of nonparametric regression which constructs a recursive partition by optimizing a complexity penalized sum of squares, where the optimization is over all recursive partitions arising from midpoint splits. We show that the method is adaptive to unknown degrees of anisotropic smoothness. Specifically, consider the anisotropic smoothness classes of Nikol'skii, consisting of bivariate functions f(x(1), x(2)) whose finite difference of distance h in dire...
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作者:Huang, J
作者单位:University of Iowa
摘要:We show that the nonparametric maximum likelihood estimator (NPMLE) of a distribution function based on balanced ranked set samples is consistent, converges weakly to a Gaussian process and is asymptotically efficient. The covariance function of the limiting process is described in terms of the solution to a Fredholm integral equation of the second kind.
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作者:Vu, HTV; Zhou, S
作者单位:University of Western Australia
摘要:In this paper, we analyze the statistic which is the difference in the values of an estimating function evaluated at its local maxima on two different subsets of the parameter space, assuming that the true parameter is in each subset, but possibly on the boundary. Our results extend known methods by covering a large class of estimation problems which allow sampling from nonidentically distributed random variables. Specifically, the existence and consistency of the local maximum estimators and ...
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作者:Imbens, GW; Rubin, DB
作者单位:Harvard University; Harvard University
摘要:For most of this century, randomization has been a cornerstone of scientific experimentation, especially when dealing with humans as experimental units. In practice, however, noncompliance is relatively common with human subjects, complicating traditional theories of inference that require adherence to the random treatment assignment. In this paper we present Bayesian inferential methods for causal estimands in the presence of noncompliance, when the binary treatment assignment is random and h...
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作者:Neumann, MH; von Sachs, R
作者单位:Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; University of Kaiserslautern
摘要:We derive minimax rates for estimation in anisotropic smoothness classes. These rates are attained by a coordinatewise thresholded wavelet estimator based on a tensor product basis with separate scale parameter for every dimension. It is shown that this basis is superior to its one-scale multiresolution analog, if different degrees of smoothness in different directions are present. As an important application we introduce a new adaptive wavelet estimator of the time-dependent spectrum of a loc...
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作者:Opsomer, JD; Ruppert, D
作者单位:Iowa State University; Cornell University
摘要:While the additive model is a popular nonparametric regression method, many of its theoretical properties are not well understood, especially when the backfitting algorithm is used for computation of the estimators. This article explores those properties when the additive model is fitted by local polynomial regression. Sufficient conditions guaranteeing the asymptotic existence of unique estimators for the bivariate additive model are given. Asymptotic approximations to the bias and the varian...
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作者:Takemura, A; Kuriki, S
作者单位:University of Tokyo; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要:We study the problem of testing a simple null hypothesis about the multivariate normal mean vector against smooth or piecewise smooth cone alternatives. We show that the mixture weights of the (chi)over-bar(2) distribution of the likelihood ratio test can be characterized as mixed volumes of the cone and its dual. The weights can be calculated by integration involving the second fundamental form on the boundary of the cone. We illustrate our technique by examples involving a spherical cone and...