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作者：JACROUX, R
摘要：In this paper we consider experimental situations where treatments from a mixed level factorial design are to be applied to experimental units over space or time and where there may be an unknown trend effect which can be approximated by some polynomial function of the order in which the observations are obtained. A method of constructing run orders of treatments for such situations is given which generally yields least squares estimators for main effects that have a higher degree of trend res...
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作者：LINDSAY, BG
摘要：It is shown how and why the influence curve poorly measures the robustness properties of minimum Hellinger distance estimation. Rather, for this and related forms of estimation, there is another function, the residual adjustment function, that carries the relevant information about the trade-off between efficiency and robustness. It is demonstrated that this function determines various second-order measures of efficiency and robustness through a scalar measure called the estimation curvature. ...
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作者：CHEN, H; SHIAU, JJH
作者单位：National Yang Ming Chiao Tung University
摘要：Chen and Shiau showed that a two-stage spline smoothing method and the partial regression method lead to efficient estimators for the parametric component of a partially linear model when the smoothing parameter is a deterministic sequence tending to zero at an appropriate rate. This paper is concerned with the large-sample behavior of these estimators when the smoothing parameter is chosen by the generalized cross validation (GCV) method or Mallows' C(L). Under mild conditions, the estimated ...
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作者：RUPPERT, D; CLINE, DBH
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：A modification of kernel density estimation is proposed. The first step is ordinary kernel estimation of the density and its cdf. In the second step the data are transformed, using this estimated cdf, to an approximate uniform (or normal or other target) distribution. The density and cdf of the transformed data are then estimated by the kernel method and, by change of variable, converted to new estimates of the density and the cdf of the original data. This process is repeated for a total of k...
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作者：LAI, TL; YING, ZL
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：A general missing information principle is proposed for constructing M-estimators of regression parameters in the presence df left truncation and right censoring on the observed responses. By making use of martingale central limit theorems and empirical process theory, the asymptotic normality of M-estimators is established under certain assumptions. Asymptotically efficient M-estimators are also developed by using data-dependent score functions. In addition, robustness properties of the estim...
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作者：FYGENSON, M; ZHOU, M
作者单位：University of Kentucky
摘要：We study two modified synthetic data least-squares estimation methods for linear regression models with right censored response variables, unspecified residual distributions and random censoring variables which may not be i.i.d. These methods are the result of an investigation into the use of stratification. We conclude that stratification should be used whether or not the censoring variables are dependent on the covariates: We give the asymptotic results of the estimators and numerical results.
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作者：KONING, AJ
摘要：Probability inequalities governing the approximation of the basic martingale, the rescaled difference between a counting process and its compensator, are derived. Applications to the random censoring model and to the field of goodness-of-fit tests are given. The inequalities are compared to inequalities derived earlier for the random censoring model using an empirical process approach.
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作者：MITCHELL, T; SACKS, J; YLVISAKER, D
作者单位：United States Department of Energy (DOE); Oak Ridge National Laboratory; University of California System; University of California Los Angeles
摘要：This paper deals with Bayesian design for response surface prediction when the prior may be finite or infinite dimensional, the design space arbitrary. In order that the resulting problems be manageable, we resort to asymptotic versions of D-, G- and A-optimality. Here the asymptotics stem from allowing the error variance to be large. The problems thus elicited have strong game-like characteristics. Examples of theoretical solutions are brought forward, especially when the priors are stationar...
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作者：RUKHIN, AL
摘要：A version of the multiple hypotheses testing problem is studied in which the decision procedure is based only on the current observation and the previous decision. Conditions for inconsistency and consistency of the stepwise Bayes rule, which are related to the boundedness of the likelihood ratios, are given. The (typically slow) rate of convergence of the error probabilities of consistent procedures is determined, and a sharp lower bound for the Bayes risk in terms of bounds on the likelihood...
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作者：SHERMAN, RP
摘要：Maximal inequalities for degenerate U-processes of order k, k greater-than-or-equal-to 1, are established. The results rest on a moment inequality (due to Bonami) for kth-order forms and on extensions of chaining and symmetrization inequalities from the theory of empirical processes. Rates of uniform convergence are obtained. The maximal inequalities can be used to determine the limiting distribution of estimators that optimize criterion functions having U-process structure. As an application,...
