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作者：Majumdar, S
摘要：Asymptotically optimal and admissible compound decision rules are obtained in a Hilbert-parameterized Gaussian shift experiment. The component parameter set is restricted to compact. For the squared error loss, every compound Bayes estimator is admissible and every compound estimator Bayes versus full support hyperprior mixture of lid priors on the compound parameter is asymptotically optimal. For the latter class of rules induced by full support hyperpriors, asymptotic optimality and admissib...
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作者：Kleinberg, EM
摘要：We will introduce a generic approach for solving problems in pattern recognition based on the synthesis of accurate multiclass discriminators from large numbers of very inaccurate ''weak'' models through the use of discrete stochastic processes. Contrary to the standard expectation held for the many statistical and heuristic techniques normally associated with the field, a significant feature of this method of ''stochastic modeling'' is its resistance to so-called ''overtraining.'' The drop in...
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作者：Kokoszka, PS; Taqqu, MS
作者单位：Boston University
摘要：Consider the fractional ARIMA time series with innovations that have infinite variance; This is a finite parameter model which exhibits both long-range dependence (long memory) and high variability. We prove the consistency of an estimator of the unknown parameters which is based on the periodogram and derive its asymptotic distribution. This shows that the results of Mikosch, Gadrich, Kluppelberg and Adler for ARMA time series remain valid for fractional ARIMA with long-range dependence. We a...
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作者：Erickson, RV
摘要：It is shown that the location of the set of m + 1 observations with minimal diameter, within local data, is a robust estimator of the location of a vertical tangent in a distribution function. The rate of consistency of these estimators is shown to be the same as that of asymptotically efficient estimators for the same model. Robustness means (1) only properties of the distribution local to the vertical tangent play a role in the asymptotics, and (2) these asymptotics can be proven given appro...
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作者：Chen, K; Ying, ZL
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：Hall and Wellner proposed a natural extension of the Kolmogorov-Slmirnov simultaneous confidence band for survival curve using the Kaplan-Meier estimator. They and Gill conjectured that the confidence band holds for all t up to the last observed failure time. A counterexample is given herein, showing that this may not always be true.
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作者：Wang, ZM; Gardiner, JC
摘要：A model of interval censorship of a failure time T is considered when there is only one inspection time Y. The observable data are n independent copies of the pair (Y, delta), where delta = [T less than or equal to Y]. We construct a class of self-consistent estimators of the survival function of T defined implicitly through two equations and show their strong consistency under certain conditions. The properties of the nonparametric maximum likelihood estimator are also investigated.
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作者：Yakir, B
摘要：An inequality that relates the probability of false alarm of a change-point detection policy to its average run length to detection is proved. By means of this inequality, a lower bound on the rate of detection, when the change occurs after a long delay, is derived.
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作者：Brown, LD; Low, MG
摘要：A general constrained minimum risk inequality is derived. Given two densities f(theta) and f(0) we find a lower bound for the risk at the point theta given an upper bound for the risk at the point 0. The inequality sheds new light on superefficient estimators in the normal location problem and also on an adaptive estimation problem arising in nonparametric functional estimation.
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作者：He, XM; Shao, QM
作者单位：University of Oregon
摘要：We obtain strong Bahadur representations for a general class of M-estimators that satisfies Sigma(i) psi(x(i), theta) = o(delta(n)), where the x(i)'s are independent but not necessarily identically distributed random variables. The results apply readily to M-estimators of regression with nonstochastic designs. More specifically, we consider the minimum L(p) distance estimators, bounded influence GM-estimators and regression quantiles. Under appropriate design conditions, the error rates obtain...
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作者：Hall, P; Polzehl, J
作者单位：Commonwealth Scientific & Industrial Research Organisation (CSIRO); Zuse Institute Berlin
摘要：In a fascinating article on models for particulate microstructure, Hermann and Ohser argue that the superposition of stochastically independent Boolean models may be thought of as producing sets whose boundaries have unusual properties of dimension. Hermann and Ohser employ such superposition models to analyse the particulate structure of rust. In the present paper we provide a theoretical foundation for their work, with respect to both the definition of dimension and its statistical estimatio...
