The Annals of Statistics

最新文章

• 2(n-l) designs with weak minimum aberration AI翻译
  作者：Chen, HG; Hedayat, AS
  作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
  摘要：Since not all 2(n-l) fractional factorial designs with maximum resolution are equally good, Fries and Hunter introduced the minimum aberration criterion for selecting good 2(n-l) fractional factorial designs with the same resolution. We modify the concept of minimum aberration and define weak minimum aberration and show the usefulness of this new design concept. Using some techniques from finite geometry, we construct 2(n-l) fractional factorial designs of resolution III with weak minimum aber...
• Performance of wavelet methods for functions with many discontinuities AI翻译
  作者：Hall, P; McKay, I; Turlach, BA
  摘要：Compared to traditional approaches to curve estimation, such as those based on kernels, wavelet methods are relatively unaffected by discontinuities and similar aberrations. In particular, the mean square convergence rate of a wavelet estimator of a fixed, piecewise-smooth curve is not influenced by discontinuities. Nevertheless, it is clear that as the estimation problem becomes more complex the limitations of wavelet methods must eventually be apparent. By allowing the number of discontinuit...
• Empirical process approach in a two-sample location-scale model with censored data AI翻译
  作者：Hsieh, F
  摘要：To compare two samples of possibly right-censored failure times, a location-scale model, without assuming the distribution form, is considered for the log-transformed data. This new accelerated failure time model is introduced to accommodate the possible heterogeneity between within-treatment variations of the two groups considered. One distinct feature of this model is that, with the presence of heterogeneity, statistical inferences on both location and scale parameters based on log-rank test...
• Adaptive estimation in a random coefficient autoregressive model AI翻译
  作者：Koul, HL; Schick, A
  作者单位：State University of New York (SUNY) System; Binghamton University, SUNY
  摘要：This paper proves the local asymptotic normality of a stationary and ergodic first order random coefficient autoregressive model in a semiparametric setting. This result is used to show that Stein's necessary condition for adaptive estimation of the mean of the random coefficient is satisfied if the distributions of the innovations and the errors in the random coefficients are symmetric around zero. Under these symmetry assumptions, a locally asymptotically minimax adaptive estimator of the me...
• Nonparametric hierarchical Bayes via sequential imputations AI翻译
  作者：Liu, JS
  摘要：We consider the empirical Bayes estimation of a distribution using binary data via the Dirichlet process. Let D(alpha) denote a Dirichlet process with alpha being a finite measure on [0, 1]. Instead of having direct samples from an unknown random distribution F from D(alpha), we assume that only indirect binomial data are observable. This paper presents a new interpretation of Lo's formula, and thereby relates the predictive density of the observations based on a Dirichlet process model to lik...
• Transformations of the empirical measure and Kolmogorov-Smirnov tests AI翻译
  作者：Cabana, A
  摘要：The power of Kolmogorov-Smirnov tests can be increased by transforming the empirical process into a new process that converges to a Wiener process under the null hypothesis and by choosing the transformation in such a way that some families of local alternatives become as noticeable as possible.
• Mean residual life processes AI翻译
  作者：Csorgo, M; Zitikis, R
  摘要：Yang and Ball and Wellner initiated investigations of the asymptotic uniform behaviour of mean residual life (MRL) processes. They obtained results holding true over fixed and expanding compact subintervals of [0, infinity). In this exposition we study MRL processes over the whole positive half-line [0, infinity). We describe classes of weight functions which enable us to establish the (a) strong uniform-over-[0,infinity) consistency and (b) weak uniform-over-[0, infinity) approximation of MRL...
• Orthogonalization of multivariate location estimators: The orthomedian AI翻译
  作者：Grubel, R
  摘要：The coordinatewise median of a multivariate data set is a highly robust location estimator. but it depends on the choice of coordinates. A popular alternative which avoids this drawback is the spatial median, defined as the value that minimizes the sum of distances to the individual data points. In this paper are introduce and discuss another orthogonal equivariant version of the multivariate median, obtained by averaging the coordinatewise median over all orthogonal transformations. We invest...
• A minimax approach to consistency and efficiency for estimating equations AI翻译
  作者：Li, B
  摘要：The consistency of estimating equations has been studied, in the main, along the lines of Cramer's classical argument, which only asserts the existence of consistent solutions. The statement similar to that of Doob and Weld, which identifies the consistent solutions, has not yet been established. The obstacle is that the solutions of estimating equations cannot in general be defined as the maximum of likelihood functions. In this paper we demonstrate that the consistent solutions can be identi...
• Shrinkage estimation in the two-way multivariate normal model AI翻译
  作者：Sun, L
  摘要：A two-way multivariate normal model is proposed and attention is focused on estimation of the mean values when the common variance of the observations is unknown. A class of empirical Bayes estimators is proposed and mean-squared errors are given. A lower bound on the mean-squared error is found and related to risk asymptotics. A James-Stein-type estimator is derived and compared with its competitor-a modal estimator that is obtained from a hierarchical prior for the unknown parameters.