The Annals of Statistics

最新文章

• On distribution-free inference for record-value data with trend AI翻译
  作者：Feuerverger, A; Hall, P
  作者单位：Australian National University
  摘要：Maximum likelihood estimators for record-value data with a linear trend are quite sensitive to misspecification of the error distribution. Indeed, incorrect choice of that distribution can lead to inconsistent estimation of the intercept parameter and produce estimators of slope that do not enjoy the asymptotic convergence rate prescribed by the information matrix. These properties and the importance of linearly trended records lead us to suggest a distribution-free approach to inference. We s...
• On admissibility and optimality of treatment-control designs AI翻译
  作者：Majumdar, D
  摘要：The relationship between admissible incomplete block designs for confidence intervals with maximal coverage probability for treatment-control contrasts and optimal designs for estimation is investigated. For certain types of designs, admissible designs are shown to be precisely those with the number of replications of the control less than or equal to that of an optimal design. Moreover, admissible designs are the Raves optimal designs for a class of priors.
• An O'Brien-Fleming sequential trial for comparing three treatments AI翻译
  作者：Betensky, RA
  摘要：We consider a sequential procedure for comparing three treatments with the goal of ultimately selecting the best treatment. This procedure starts with a sequential test to detect an overall treatment difference and eliminates the apparently inferior treatment if this test rejects the equality of the treatments. It then proceeds with a sequential test of the remaining two treatments. We base these sequential tests on the stopping boundaries popularized by O'Brien and Fleming. Our procedure is s...
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields AI翻译
  作者：Greenwood, PE; McKeague, IW; Wefelmeyer, W
  作者单位：State University System of Florida; Florida State University; Universitat Siegen
  摘要：Given a Markov chain sampling scheme, does the standard empirical estimator make best use of the data? We show that this is not so and construct better estimators. We restrict attention to nearest-neighbor random fields and to Gibbs samplers with deterministic sweep, but our approach applies to any sampler that uses reversible variable-at-a-time updating with deterministic sweep. The structure of the transition distribution of the sampler is exploited to construct further empirical estimators ...
• Robustness properties of S-estimators of multivariate location and shape in high dimension AI翻译
  作者：Rocke, DM
  摘要：For the problem of robust estimation of multivariate location and shape, defining S-estimators using scale transformations of a fixed rho function regardless of the dimension, as is usually done, leads to a perverse outcome: estimators in high dimension can have a breakdown point approaching 50%, but still fail to reject as outliers points that are large distances from the main mass of points. This leads to a form of nonrobustness that has important practical consequences. In this paper, estim...
• Efficient estimation of integral functionals of a density AI翻译
  作者：Laurent, B
  摘要：We consider the problem of estimating a functional of a density of the type integral phi(f,.). Starting from efficient estimators of linear and quadratic functionals of f and using a Taylor expansion of phi, we build estimators that achieve the n(-1/2) rate whenever if is smooth enough. Moreover, we show that these estimators are efficient. Concerning the estimation of quadratic functionals (more precisely, of integrated squared density) Bickel and Ritov have already built efficient estimators...
• Conservative confidence regions in multivariate calibration AI翻译
  作者：Mathew, T; Zha, WX
  摘要：In the multivariate calibration problem using a multivariate linear model, some conservative confidence regions are constructed. The regions are nonempty and invariant under nonsingular transformations. Situations where the explanatory variable occurs nonlinearly in the model are also considered. Computational aspects of the confidence region and its practical implementation are discussed. The results are illustrated using two examples. The examples show that our confidence regions are much mo...
• Identifiability and rates of estimation for scale parameters in location mixture models AI翻译
  作者：Ishwaran, H
  摘要：In this paper we consider the problem of identifiability and estimation for the scale parameter theta in the location mixture model theta(X + Y), where X has a known distribution independent of the YI whose distribution is unknown. Identification of theta is ensured by constraining Y based on the tail behavior of the distribution for X. Rates for estimation are described for those X which can be written as a square summable series of exponential variables. As a special case, our analysis shows...
• Asymptotics for kernel estimate of sliced inverse regression AI翻译
  作者：Zhu, LX; Fang, KT
  作者单位：Hong Kong Baptist University
  摘要：To explore nonlinear structures hidden in high-dimensional data and to estimate the effective dimension reduction directions in multivariate nonparametric regression, Li and Duan proposed the sliced inverse regression (SIR) method which is simple to use. In this paper, the asymptotic properties of the kernel estimate of sliced inverse regression are investigated. It turns out that regardless of the kernel function, the asymptotic distribution remains the same for a wide range of smoothing para...
• Comparison of sequential experiments AI翻译
  作者：Greenshtein, E
  摘要：A generalization for the theory of comparison of experiments is given to the case of sequential experiments. We investigate only the case of ''0'' deficiency. Applications are given to the case of exponential experiments.