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作者：DOSS, H
摘要：In the problem of estimating an unknown distribution function F in the presence of censoring, one can use a nonparametric estimator such as the Kaplan-Meier estimator, or one can consider parametric modeling. There are many situations where physical reasons indicate that a certain parametric model holds approximately. In these cases a nonparametric estimator may be very inefficient relative to a parametric estimator. On the other hand, if the parametric model is only a crude approximation to t...
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作者：ROBERT, CP
作者单位：Universite de Rouen Normandie
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作者：DEMBO, A; PERES, Y
作者单位：Stanford University; University of California System; University of California Berkeley
摘要：A simple topological criterion is given for the existence of a sequence of tests for composite hypothesis testing problems, such that almost surely only finitely many errors are made.
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作者：HALL, P; FISHER, NI; HOFFMANN, B
作者单位：Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：We describe kernel methods for estimating the covariance function of a stationary stochastic process, and show how to ensue that the estimator has the positive semidefiniteness property. From a practical viewpoint, our method is significant because it does not demand a parametric model for covariance. From a technical angle, our results exhibit a striking departure from those in more familiar cases of kernel estimation. For example, in the context of covariance estimation, kernel estimators ca...
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作者：CIFARELLI, DM; REGAZZINI, E
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作者：KASS, RE; SLATE, EH
作者单位：Cornell University
摘要：Standard large-sample maximum likelihood and Bayesian inference, based on limiting multivariate normal distributions, may be dubious when applied with small or moderate sample sizes. We define and discuss several measures of nonnormality of MLE and posterior distributions that may be used as diagnostics and can indicate whether reparameterization will be effective in improving inferences. We begin by showing how the nonlinearity measures introduced by Beale and Bates and Watts for nonlinear re...
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作者：XIANG, XJ
作者单位：University of Chicago
摘要：In this paper, two versions of the Berry-Esseen theorems are established for L-statistics in the non-identically distributed case. One theorem, which requires E\X(i)\(3) < infinity, is an extension of the classical Berry-Esseen theorem. Another, proved under the condition E\X(i)\(alpha) < infinity for some alpha is an element of (0, 1], seems to be of more interest for statistical inference. Some applications are also discussed.
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作者：PINELIS, I
摘要：We consider the Hotelling T2 statistic for an arbitrary d-dimensional sample. If the sampling is not too deterministic or inhomogeneous, then under the zero-means hypothesis the limiting distribution for T2 is chi(d)2. It is shown that a test for the orthant symmetry condition introduced by Efron can be constructed which does not differ essentially from the one based on chi(d)2 and at the same time is applicable not only to large random homogeneous samples but to all multidimensional samples. ...
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作者：FOSTER, DP; GEORGE, EI
作者单位：University of Texas System; University of Texas Austin
摘要：A new criterion is proposed for the evaluation of variable selection procedures in multiple regression. This criterion, which we call the risk inflation, is based on an adjustment to the risk. Essentially, the risk inflation is the maximum increase in risk due to selecting rather than knowing the ''correct'' predictors. A new variable selection procedure is obtained which, in the case of orthogonal predictors, substantially improves on AIC, C-p and BIC and is close to optimal. In contrast to A...
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作者：GHOSH, JK; SEN, PK; MUKERJEE, R
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：Motivated by the first-order Pitman closeness of best asymptotically normal estimators and some recent developments on higher-order asymptotic efficiency of estimators, a second-order asymptotic theory is developed for comparison of estimators under the Pitman closeness criterion, covering both the cases without and with nuisance parameters. The notion of second-order Pitman admissibility is also developed.
