The Annals of Statistics

最新文章

• THE USE OF POLYNOMIAL SPLINES AND THEIR TENSOR-PRODUCTS IN MULTIVARIATE FUNCTION ESTIMATION AI翻译
  作者：STONE, CJ; BUJA, A; HASTIE, T
  作者单位：Telcordia Technologies; AT&T; Nokia Corporation; Nokia Bell Labs
  摘要：Let X1,...,X(M),Y1,...,Y(N) be random variables, and set X = (X1,...,X(M)) and Y = (Y1,...,Y(N)). Let phi be the regression or logistic or Poisson regression function of Y on X (N = 1) or the logarithm of the density function of Y or the conditional density function of Y on X Consider the approximation phi* to phi having a suitably defined form involving a specified sum of functions of at most d of the variables x1,...,X(M), Y1,...,Y(N) and, subject to this form, selected to minimize the mean ...
• A UNIFIED CONDITIONAL FREQUENTIST AND BAYESIAN TEST FOR FIXED AND SEQUENTIAL SIMPLE HYPOTHESIS-TESTING AI翻译
  作者：BERGER, JO; BROWN, LD; WOLPERT, RL
  作者单位：University of Pennsylvania; Duke University
  摘要：Preexperimental frequentist error probabilities are arguably inadequate, as summaries of evidence from data, in many hypothesis-testing settings. The conditional frequentist may respond to this by identifying certain subsets of the outcome space and reporting a conditional error probability, given the subset of the outcome space in which the observed data lie. Statistical methods consistent with the likelihood principle, including Bayesian methods, avoid the problem by a more extreme form of c...
• UNBIASED TESTING IN EXPONENTIAL FAMILY REGRESSION AI翻译
  作者：COHEN, A; KEMPERMAN, JHB; SACKROWITZ, HB
  摘要：Let (X(ij), z(i)), i = 1, 2, ..., k, j = 1, 2,..., n(i), be independent observations such that z(i) is a fixed r x 1 vector [r can be 0 (no z's observed) or 1, 2, ..., k - 1], and X(ij) is distributed according to a one-parameter exponential family which is log concave with natural parameter theta(i). We test the hypothesis that theta = Z beta, where theta = (theta(1), ..., theta(k))', Z is the matrix whose ith row is z'(i) and beta = (beta(1), ..., beta r)' is a vector of parameters. We focus...
• INVALIDITY OF BOOTSTRAP FOR CRITICAL BRANCHING-PROCESSES WITH IMMIGRATION AI翻译
  作者：SRIRAM, TN
  作者单位：University of North Carolina; University of North Carolina Chapel Hill
  摘要：This article considers a case of parametric bootstrap when the observations consist of generation sizes of the branching process with immigration together with the immigration component of each generation. Suppose we estimate the offspring mean m by the maximum likelihood estimator (m.l.e.). It is then shown that the bootstrap version of the standardized m.l.e. does not have the same limiting distribution as the standardized m.l.e., under the assumption that m = 1 (critical case). In other wor...
• THE ORDER OF THE REMAINDER IN DERIVATIVES OF COMPOSITION AND INVERSE OPERATORS FOR P-VARIATION NORMS AI翻译
  作者：DUDLEY, RM
  摘要：Many statisticians have adopted compact differentiability since Reeds showed in 1976 that it holds (while Frechet differentiability fails) in the supremum (sup) norm on the real line for the inverse operator and for the composition operator (F,G) bar arrow pointing right F . G with respect to F. However, these operators are Frechet differentiable with respect to p-variation norms, which for p > 2 share the good probabilistic properties of the sup norm, uniformly over all distributions on the l...
• ON SINGULAR WISHART AND SINGULAR MULTIVARIATE BETA-DISTRIBUTIONS AI翻译
  作者：UHLIG, H
  摘要：This paper extends the study of Wishart and multivariate beta distributions to the singular case, where the rank is below the dimensionality. The usual conjugacy is extended to this case. A volume element on the space of positive semidefinite m x m matrices of rank n < m is introduced and some transformation properties established. The density function is found for all rank-n Wishart distributions as well as the rank-1 multivariate beta distribution. To do that, the Jacobian for the transforma...
• MARKOV-CHAINS FOR EXPLORING POSTERIOR DISTRIBUTIONS - DISCUSSION AI翻译
  作者：CHAN, KS; GEYER, CJ
  作者单位：University of Minnesota System; University of Minnesota Twin Cities
• PREFERRED POINT GEOMETRY AND THE LOCAL DIFFERENTIAL GEOMETRY OF THE KULLBACK-LEIBLER DIVERGENCE AI翻译
  作者：CRITCHLEY, F; MARRIOTT, P; SALMON, M
  作者单位：University of Surrey; European University Institute
  摘要：A new preferred point geometric structure for statistical analysis, closely related to Amari's alpha-geometries, is introduced. The added preferred point structure is seen to resolve the problem that divergence measures do not obey the intuitively natural axioms for a distance function as commonly used in geometry. Using this tool, two key results of Amari which connect geodesics and divergence functions are developed. The embedding properties of the Kullback-Leibler divergence are considered ...
• UNIVERSALLY CONSISTENT CONDITIONAL U-STATISTICS AI翻译
  作者：STUTE, W
  摘要：We introduce a general class of conditional U-statistics and present sufficient conditions for their universal consistency in rth mean. It is shown that under mild assumptions on the smoothing parameters, window and k(n)-nearest neighbor estimators are universally consistent. An application to a new nonparametric discrimination problem is also included.
• ON GENERAL RESAMPLING ALGORITHMS AND THEIR PERFORMANCE IN DISTRIBUTION ESTIMATION AI翻译
  作者：HALL, P; MAMMEN, E
  作者单位：Ruprecht Karls University Heidelberg
  摘要：Recent work of several authors has focussed on first-order properties (e.g, consistency) of general bootstrap algorithms, where the numbers of times that data values are resampled form an exchangeable sequence. In the present paper we develop second-order properties of such algorithms, in a very general setting. Performance is discussed in the context of distribution estimation, and formulae for higher-order moments and cumulants are developed. Arguing thus, necessary and sufficient conditions...