-
作者：RUPPERT, D; WAND, MP
作者单位：University of New South Wales Sydney
摘要：Nonparametric regression using locally weighted least squares was first discussed by Stone and by Cleveland. Recently, it was shown by Fan and by Fan and Gijbels that the local linear kernel-weighted least squares regression estimator has asymptotic properties making it superior, in certain senses, to the Nadaraya-Watson and Gasser-Muller kernel estimators. In this paper we extend their results on asymptotic bias and variance to the case of multivariate predictor variables. We are able to deri...
-
作者：PITTS, SM
摘要：The GI/G/1 queueing model is regarded as a functional that maps the service and interarrival time distribution functions onto the stationary waiting time distribution function. By considering the output of the functional when it is applied to nonparametric estimators of the input distribution functions, we obtain a nonparametric estimator of the stationary waiting: time distribution function. Using appropriate continuity and differentiability properties of the functional, we show that statisti...
-
作者：SCHICK, IC; MITTER, SK
摘要：Under the usual assumptions of normality, the recursive estimator known as the Kalman filter gives excellent results and has found an extremely broad field of application-not only for estimating the state of a stochastic dynamic system, but also for estimating model parameters as well as detecting abrupt changes in the states or the parameters. It is well known, however, that significantly nonnormal noise, and particularly the presence of outliers, severely degrades the performance of the Kalm...
-
作者：BUJA, A; LOGAN, BF; REEDS, JA; SHEPP, LA
作者单位：AT&T; Nokia Corporation; Nokia Bell Labs
摘要：We solve the following variational problem: Find the maximum of E E\\X-Y\\ subject to E\\X\\2 less-than-or-equal-to 1, where X and Y are i.i.d. random n-vectors, and \\ . \\ is the usual Euclidean norm on R(n). This problem arose from an investigation into multidimensional scaling, a data analytic method for visualizing proximity data. We show that the optimal X is unique and is (1) uniform on the surface of the unit sphere, for dimensions n greater-than-or-equal-to 3, (2) circularly symmetric...
-
作者：POLITIS, DN; ROMANO, JP
作者单位：Stanford University
摘要：In this article, the construction of confidence regions by approximating the sampling distribution of some statistic is studied. The true sampling distribution is estimated by an appropriate normalization of the values of the statistic computed over subsamples of the data. In the i.i.d. context, the method has been studied by Wu in regular situations where the statistic is asymptotically normal. The goal of the present work is to prove the method yields asymptotically valid confidence regions ...
-
作者：RYDEN, T
摘要：Hidden Markov models are today widespread for modeling of various phenomena. It has recently been shown by Leroux that the maximum-likelihood estimate (MLE) of the parameters of a such a model is consistent, and local asymptotic normality has been proved by Bickel and Ritov. In this paper we propose a new class of estimates which are consistent, asymptotically normal and almost as good as the MLE.
-
作者：KNEIP, A
摘要：The paper is concerned with data from a collection of different, but related, regression curves (m(j))(j = 1,...,N), N much greater than 1. In statistical practice, analysis of such data is most frequently based on low-dimensional linear models. It is then assumed that each regression curve mj is a linear combination of a small number L much less than N of common functions g(1),...,g(L). For example, if all m(j)'s are straight lines, this holds with L = 2, g(1) = 1 and g(2)(x) = x. In this pap...
-
作者：STEPNIAK, C
摘要：Comparison of some normal experiments involving intraclass and interclass correlation is reduced to comparison of one-way random normal experiments. In consequence, the main result in Shaked and Tong is generalized and completed.
-
作者：YEH, L
摘要：In this article, a model of single variable sampling plan with type I censoring is studied. Under the assumption that the variable is exponentially distributed and the loss function is a polynomial, an explicit expression of the Bayes risk is derived. Then, a simple and finite algorithm to determine an optimal sampling plan for minimizing the Bayes risk is suggested. Furthermore, a discretization method is proposed so that one can easily obtain an approximately optimal sampling plan.
-
作者：BERTI, P; RIGO, P
摘要：Formal posteriors for improper priors are investigated in connection with coherence, both in the sense of Regazzini and of Heath and Sudderth. Those priors pi which are linked with the improper prior gamma by the relation pi(B) = 0 whenever gamma(B) < +infinity are studied in particular. Moreover, a characterization of the inferences which are coherent according to Heath and Sudderth is found, and several examples, exhibiting several phenomena, are given.
