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作者：Phelan, MJ
摘要：Birth and death on a flow refers to a particle system on a Brownian flow. Particles are born in a point process and move on the flow subject to position-dependent killing. They die eventually and leave the flow. The particle process is a measure-valued Markov process tracking these motions. Its law depends on the distribution of births, the coefficients of the flow and the rate of killing. we treat asymptotic likelihood estimation of these parameters from chronicles of the particle process as ...
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作者：Berk, RH; Nogales, AG; Oyola, JA
作者单位：Universidad de Extremadura
摘要：Some conditions which are usually found in the literature on sufficiency and invariance are considered, with counterexamples given to clarify the relationship between these conditions.
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作者：vanderLaan, MJ
摘要：The NPMLE in the bivariate censoring model is not consistent for continuous data. The problem is caused by the singly censored observations. In this paper we prove that if we observe the censoring times Or if the censoring times are discrete, then a NPMLE based on a slightly reduced data set, in particular, we interval censor the singly censored observations, is asymptotically efficient for this reduced data and moreover if we let the width of the interval converge to zero slowly enough, then ...
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作者：Hartigan, JA
摘要：Suppose that X(sigma)\theta similar to N(theta, sigma(2)) and that sigma --> 0. For which prior distributions on theta is the posterior distribution of theta given X(sigma) asymptotically N(X(sigma), sigma(2)) when in fact X(sigma) similar to N(theta(0), sigma(2))? It is well known that the stated convergence occurs when theta has a prior density that is positive and continuous at theta(0). It turns out that the necessary and sufficient conditions for convergence allow a wider class of prior d...
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作者：Morvai, G; Yakowitz, S; Gyorfi, L
作者单位：University of Arizona
摘要：The setting is a stationary, ergodic time series. The challenge is to construct a sequence of functions, each based on only finite segments of the past, which together provide a strongly consistent estimator for the conditional probability of the next observation, given the infinite past. Ornstein gave such a construction for the case that the values are from a finite set, and recently Algoet extended the scheme to time series with coordinates in a Polish space. The present study relates a dif...
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作者：Hossjer, O
摘要：Given data X(1),..., X(n) and a kernel h with m arguments, Serfling introduced the class of generalized L-statistics (GL-statistics), which is defined by taking linear combinations of the ordered h(X(i1),..., X(im)), where (i(1),...,i(m)) ranges over all n!/(n - m)! distinct m-tuples of (1,..., n). In this paper we derive a class of incomplete generalized L-statistics (IGL-statistics) by taking linear combinations of the ordered elements from a subset of {h(X(i1),..., X(im))} with size N(n). A...
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作者：Casalis, M
摘要：The present paper describes all the natural exponential families on R(d) whose variance function is of the form V(m) = am x m + B(m) + C, with m x m[theta] = [theta,m]m and B tinear in m. There are 2d + 4 types of such families, which are built from particular mixtures of families of Normal, Poisson, gamma, hyperbolic on R and (negative-) multinomial distributions. The proof of this result relies mainly on techniques used in the elementary theory of Lie algebras.
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作者：Huwang, L
作者单位：Cornell University
摘要：The problem of constructing confidence sets for the structural errors-in-variables model is considered under the assumption that the variance of the error associated with the covariate is known. Previously proposed confidence sets for this model suffer from the problem that they all have zero confidence levels for any sample size, where the confidence level of a confidence set is defined to be the infimum of coverage probability over the parameter space. In this paper we construct some asympto...
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作者：Sen, PK
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：In semiparametric ANOCOVA (mixed-effects) models, the role of regression rank scores in robust estimation of fixed-effects parameters as well as covariate regression functionals is critically appraised, and the relevant asymptotic theory is presented.
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作者：Li, G; Hollander, M; McKeague, IW; Yang, J
作者单位：State University System of Florida; Florida State University
摘要：The purpose of this paper is to derive confidence bands for quantile functions using a nonparametric likelihood ratio approach. The method is easy to implement and has several appealing properties. It applies to right-censored and left-truncated data, and it does not involve density estimation or even require the existence of a density. Previous approaches (e.g., bootstrap) have imposed smoothness conditions on the density. The performance of the proposed method is investigated in a Monte Carl...
