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作者：Holmes, RB; Jones, LK
作者单位：University of Massachusetts System; University of Massachusetts Lowell
摘要：Two efficient Monte Carlo algorithms are proposed for uniformly generating two-way contingency tables with fixed margins. These permit some improvements on recent work of Diaconis, Efron and Gangolli, especially concerning estimates of the total number of such tables.
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作者：Jiang, JM
作者单位：University of California System; University of California Berkeley
摘要：The restricted maximum likelihood (REML) estimates of dispersion parameters (variance components) in a general (non-normal) mixed model are defined as solutions of the REML equations. In this paper, we show the REML estimates are consistent if the model is asymptotically identifiable and infinitely informative under the (location) invariant class, and are asymptotically normal (A.N.) if in addition the model is asymptotically nondegenerate. The result does not require normality or boundedness ...
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作者：Mammen, E
摘要：We give a stochastic expansion for the empirical distribution function (F) over cap(n)$ Of residuals in a p-dimensional linear model. This expansion holds for p increasing with n. It shows that, for high-dimensional linear models, (F) over cap(n)$ strongly depends on the chosen estimator <(theta)over cap> of the parameter theta of the linear model. In particular, if one uses an ML-estimator <(theta)over cap (ML)> which is motivated by a wrongly specified error distribution function G, then (F)...
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作者：Putter, H; vanZwet, WR
作者单位：Leiden University; Leiden University - Excl LUMC; University of North Carolina; University of North Carolina Chapel Hill
摘要：On the basis of N i.i.d. random variables with a common unknown distribution P we wish to estimate a functional tau(N)(P) An obvious and very general approach to this problem is to find an estimator (P) over cap(N) of P first, and then construct a so-called substitution estimator tau(N)((P) over cap(N)) of tau(N)(P). In this paper we investigate how to choose the estimator (P) over cap(N) so that the substitution estimator tau(N)((P) over cap(N)) Will be consistent. Although our setup covers a...
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作者：Duchamp, T; Stuetzle, W
作者单位：University of Washington; University of Washington Seattle
摘要：Principal curves were introduced to formalize the notion of ''a curve passing through the middle of a dataset.'' Vaguely speaking, a curve is said to pass through the middle of a dataset if every point on the curve is the average of the observations projecting onto it. This idea can be made precise by defining principal curves for probability densities. In this paper we study principal curves in the plane. Like linear principal components, principal curves are critical points of the expected s...
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作者：Berti, P; Rigo, P
摘要：If {p(theta)} is a sigma-additive statistical model and pi a finitely additive prior, then any statistic T is sufficient, with respect to a suitable inference consistent with {p(theta)} and pi, provided only that p(theta)(T = t) = 0 for all theta and t. Here, sufficiency is to be intended in the Bayesian sense, and consistency in the sense of Lane and Sudderth. As a corollary, if {p(theta)} is sigma-additive and diffuse, then, whatever the prior pi, there is an inference which is consistent wi...
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作者：Donoho, DL; Johnstone, IM; Kerkyacharian, G; Picard, D
作者单位：Universite de Picardie Jules Verne (UPJV); Universite Paris Cite
摘要：Density estimation is a commonly used test case for nonparametric estimation methods. We explore the asymptotic propel-ties of estimators based on thresholding of empirical wavelet coefficients. Minimax rates of convergence are studied over a large range of Besov function classes B-sigma pq and for a range of global L'(p) error measures, 1 less than or equal to p' less than or equal to infinity. A single wavelet threshold estimator is asymptotically minimax within logarithmic terms simultaneou...
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作者：Tang, BI; Wu, CFJ
作者单位：University of Michigan System; University of Michigan
摘要：A general result is obtained that relates the word-length pattern of a 2(n-k) design to that of its complementary design. By applying this result and using group isomorphism, we are able to characterize minimum aberration 2(n-k) designs in terms of properties of their complementary designs. The approach is quite powerful for small values of 2(n-k) - n - 1. In particular, we obtain minimum aberration 2(n-k) designs with 2(n-k) - n - 1 = 1 to 11 for any n and h.
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作者：Berger, JO; Strawderman, WE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：In hierarchical Bayesian modeling of normal means, it is common to complete the prior specification by choosing a constant prior density for unmodeled hyperparameters (e.g., variances and highest-level means). This common practice often results in an inadequate overall prior, inadequate in the sense that estimators resulting from its use can be inadmissible under quadratic loss. In this paper, hierarchical priors for normal means are categorized in terms of admissibility and inadmissibility of...
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作者：Kent, JT; Tyler, DE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：Consider the problem of estimating the location vector and scatter matrix from a set of multivariate data. Two standard classes of robust estimates are M-estimates and S-estimates. The M-estimates can be tuned to give good local robustness properties, such as good efficiency and a good bound on the influence function at an underlying distribution such as the multivariate normal. However, M-estimates suffer from poor breakdown properties in high dimensions. On the other hand, S-estimates can be...
