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作者：Ferger, D
摘要：We consider independent random elements X(1),...,X(n), n is an element of N, with values in a measurable space (L, B) so that X(1),...,X([n0]) have a common distribution nu(1) and the remaining X([n0]+1),...,X(n) have a common distribution nu(2) not equal v(1), for some theta is an element of (0, 1). The change point theta as well as the distributions are unknown. A family of tests is introduced for the nonstandard change-point problem H-0: theta is an element of Theta(0) versus H-1: theta is ...
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作者：GASPARINI, M
摘要：The common unknown probability law P of a random sample Y-1,..., Y-n is assigned a Dirichlet process prior with index alpha. It is shown that the posterior joint density of several moments of P converges, as alpha(R) --> 0, to a multivariate B-spline, which is, therefore, the Bayesian bootstrap joint density of the moments. The result provides the basis for possible default nonparametric Bayesian inference on unknown moments.
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作者：ANDERSON, C; PAL, N
摘要：The estimation of a common mean vector theta given two independent normal observations X similar to N-p(theta, rho(x)(2)I) and Y similar to N-p(theta, rho(y)(2)I) is reconsidered. It being known that the estimator eta X + (1 - eta)Y is inadmissible when eta is an element of (0,1), we show that when eta is 0 or 1, then the opposite is true, that is, the estimator is admissible. The general situation is that an estimator X* can be improved by shrinkage when there exists a statistic B which, in a...
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作者：Wahba, G; Wang, YD; Gu, C; Klein, R; Klein, B
作者单位：Purdue University System; Purdue University; University of Michigan System; University of Michigan; University of Wisconsin System; University of Wisconsin Madison
摘要：Let y(i), i = 1, ..., n, be independent observations with the density of y(i) of the form h(y(i), f(i)) = exp[y(i)f(i) - b(f(i)) + c(y(i))], where b and c are given functions and b is twice continuously differentiable and bounded away from 0. Let f(i) = f(t(i)), where t = (t(1), ..., t(d)) is an element of J((1)) x ... x J((d)) = J, the J((alpha)) are measurable spaces of rather general form and f is an unknown function on J with some assumed ''smoothness'' properties. Given {y(i), t(i), i = 1...
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作者：EISELE, JR; WOODROOFE, MB
作者单位：University of Michigan System; University of Michigan
摘要：Asymptotic normality of the difference between the number of subjects assigned to a treatment and the desired number to be assigned is established for allocation rules which use Eisele's biased coin design. Subject responses are assumed to be independent random variables from standard exponential families. In the proof, it is shown that the difference may be magnified by appropriate constants so that the magnified difference is nearly a martingale. An application to the Behrens-Fisher problem ...
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作者：Robinson, PM
摘要：Assuming the model f(lambda) similar to G lambda(1-2H), as lambda --> O +, for the spectral density of a covariance stationary process, we consider an estimate of H is an element of (0, 1) which maximizes an approximate form of frequency domain Gaussian likelihood, where discrete averaging is carried out over a neighbourhood of zero frequency which degenerates slowly to zero as sample size tends to infinity. The estimate has several advantages. It is shown to be consistent under mild condition...
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作者：KOUL, HL; SALEH, AKME
作者单位：Carleton University
摘要：This paper develops extensions of the regression quantiles of Koenker and Bassett (1978) to autoregression. It generalizes several results of Jureckova (1992a) and Gutenbrunner and Jureckova (1992) in linear regression to autoregression models. In particular, it gives the asymptotic uniform linearity of linear rank-scores statistics based on residuals suitable in autoregression. It also discusses the two types of L-statistics appropriate in autoregression.
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作者：DETTE, H
摘要：If an experimenter wants to determine the degree of a polynomial regression on the basis of a sample of observations, Anderson showed that the following method is optimal. Starting with the highest (specified) degree the procedure is to test in sequence whether the coefficients are 0. In this paper optimal designs for Anderson's procedure are determined explicitly. The optimal design maximizes the minimum power of a given set of alternatives.
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作者：STEFANOV, VT
作者单位：Bulgarian Academy of Sciences
摘要：Finite-state Markov chains with either a discrete or continuous time parameter, Markov renewal processes and Markov-additive processes are considered. We prove that their likelihood functions, in the nonsequential as well as in various sequential cases, belong to special (n + k, n)-curved exponential families in general, for which limit results are easily established. Subsequently, asymptotic normality of the corresponding nonsequential and sequential maximum likelihood estimators is establish...
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作者：HALL, P; PATIL, P
摘要：We provide an asymptotic formula for the mean integrated squared error (MISE) of nonlinear wavelet-based density estimators. We show that, unlike the analogous situation for kernel density estimators, this MISE formula is relatively unaffected by assumptions of continuity. In particular, it is available for densities which are smooth in only a piecewise sense. Another difference is that in the wavelet case the classical MISE formula is valid only for sufficiently small values of the bandwidth....
