-
作者：Strasser, H
摘要：In this paper we show that the well-known asymptotic efficiency bounds for full mixture models remain valid if individual sequences of nuisance parameters are considered. This is made precise both for some classes of random (i.i.d.) and nonrandom nuisance parameters. For the random case it is shown that superefficiency of the kind given by an example of Pfanzagl can happen only with low probability. The nonrandom case deals with permutation-invariant estimators under one-dimensional nuisance p...
-
作者：Hsieh, FS; Turnbull, BW
作者单位：Cornell University
摘要：The receiver operating characteristic (ROC) curve describes the performance of a diagnostic test used to discriminate between healthy and diseased individuals based on a variable measured on a continuous scale. The data consist of a training set of m responses X(1),...,X(m) from healthy individuals and n responses Y-1,...,Y-n from diseased individuals. The responses are assumed i.i.d. from unknown distributions F and G, respectively. We consider estimation of the ROC curve de fined by 1-G(F-1(...
-
作者：Zhang, CH; Li, X
摘要：Linear regression with doubly censored responses is considered. Buckley-James-Ritov-type estimators are proposed. Semiparametric information and projective scores are discussed. An expansion of the estimating equations is obtained under fairly general assumptions. Sufficient conditions are given for the asymptotic consistency and normality of the estimators.
-
作者：Gotze, F; Kunsch, HR
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We show that the blockwise bootstrap approximation for the distribution of a studentized statistic computed from dependent data is second-order correct provided we choose an appropriate variance estimator. We also show how to adapt the BCa confidence interval of Efron to the dependent case. For the proofs we extend the results of Gotze and Hipp on the validity of the formal Edgeworth expansion for a sum to the studentized mean.
-
作者：Kluppelberg, C; Mikosch, T
作者单位：University of Groningen
摘要：We study the asymptotic behavior of the integrated periodogram for alpha-stable linear processes. For alpha is an element of (1, 2) we prove a functional limit theorem for the integrated periodogram. The limit is an alpha-stable analogue to the Brownian bridge. We apply our results to investigate some specific goodness-of-fit tests for heavy-tailed linear processes.
-
作者：Beibel, M
摘要：We consider, in a Bayesian framework. the model W-t = B-t +/- 0(t - v)(+), where B is a standard Brownian motion, theta is arbitrary but known and II is the unknown change-point, we transfer the construction of Ritov to this continuous time setup and show that the corresponding Bayes problems can be reduced to generalized parking problems.
-
作者：Loh, WL
作者单位：Purdue University System; Purdue University
摘要：This paper contains a collection of results on Latin hypercube sampling. The first result is a Berry-Esseen-type bound for the multivariate central limit theorem of the sample mean <(mu)over cap>(n) based on a Latin hypercube sample. The second establishes sufficient conditions on the convergence rate in the strong law for <(mu)over cap>(n). Finally motivated by the concept of empirical likelihood, a way of constructing nonparametric confidence regions based on Latin hypercube samples is propo...
-
作者：Bednarski, T; Zontek, S
摘要：This paper describes a method of robust estimation of shift and scale parameters in a mixed unbalanced interlaboratory model. Estimators presented result from ''easily computable'' Frechet differentiable functionals which enjoy some optimal properties in a small neighborhood of the model. A rigorous treatment of their asymptotic behaviour under departures from the model assumptions and a simulation study are given.
-
作者：Kerkyacharian, G; Picard, D
作者单位：Universite Paris Cite
摘要：Consider the problem of estimating integral Phi(f), where Phi is a smooth function and f is a density with given order of regularity s. Special attention is paid to the case Phi(t) = t(3). It has been shown that for low values of s the n (-1/2) late of convergence is not achievable uniformly over the class of objects of regularity s. In fact, a lower bound for this rate is n(-4s/(1+4s)) for 0 < s less than or equal to 1/4. AS for the upper bound, using a Taylor expansion, it can be seen that i...
-
作者：Koster, JTA
摘要：This paper aims to solve an often noted incompatibility between graphical chain models which elucidate the conditional independence structure of a set of random variables and simultaneous equations systems which focus on direct linear interactions and correlations between random variables. Various authors have argued that the incompatibility arises mainly from the fact that in a simultaneous equations system (e.g., a LISREL model) reciprocal causality is possible whereas this is not so in the ...
