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作者：MUKERJEE, H
摘要：Suppose that (X1,Y1),...,(X(n),Y(n)) are i.i.d. bivariate random vectors and that xi(p)(x) is the p-quantile of Y1 given X1 = x for 0 < p < 1. Estimation of xi(p)(x), when it is monotone in x, has been studied in the literature. In the nonparametric conditional quantile estimation one uses only some smoothness assumptions. The asymptotic properties are superior in the latter case; however, monotonicity is not guaranteed. We introduce a new estimator that enjoys both of the above properties.
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作者：SCHUMACHER, P; ZIDEK, JV
作者单位：University of British Columbia
摘要：This paper investigates the effect of prior information on the design of experiments for detecting the potential impact of an event which is to occur at a specified time, in the knowledge of possible overall changes to the population as a whole. It is assumed that an F test of interaction is to be used to decide if an impact has occurred. Maximizing the power of this test, or rather the simpler, closely related goal of maximizing the noncentrality parameter is taken to be the designer's object...
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作者：ANDERSSON, SA; PERLMAN, MD
作者单位：University of Washington; University of Washington Seattle
摘要：The lattice conditional independence model N(K) is defined to be the set of all normal distributions on R(I) such that for every pair L, M is-an-element-of K, x(L) and x(M) are conditionally independent given x(L and M). Here K is a ring of subsets of the finite index set I and, for K is-an-element-of K, x(K) is the coordinate projection of x is-an-element-of R(I) onto R(K). Statistical properties of N(K) may be studied, for example, maximum likelihood inference, invariance and the problem of ...
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作者：JUNKER, BW
摘要：We consider two recent approaches to characterizing the manifest probabilities of a strictly unidimensional latent variable representation (one satisfying local independence and response curve monotonicity with respect to a unidimensional latent variable) for binary response variables, such as those arising from the dichotomous scoring of items on standardized achievement and aptitude tests. Holland and Rosenbaum showed that conditional association is a necessary condition for strict unidimens...
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作者：MUKERJEE, H
摘要：There has been an increasing interest in modelling regression with heavy-tailed conditional error distributions, mostly in the parametric setting. Nonparametric regression procedures have been studied almost exclusively for the cases where the conditional variance of the regressed variable is finite in the region of interest. We initiate a study of the infinite variance case. Some results in strong uniform consistency of the nearest neighbor estimator with rates are proven. The technique used ...
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作者：LO, AY
摘要：A Bayesian bootstrap for a censored data model is introduced. Its small sample distributional properties are discussed and found to be similar to Efron's bootstrap for censored data. In the absence of censoring, the Bayesian bootstrap for censored data reduces to Rubin's Bayesian bootstrap for complete data. A first-order large-sample theory is developed. This theory shows that both censored data bootstraps are consistent bootstraps for approximating the sampling distribution of the Kaplan-Mei...
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作者：MARTIN, RD; ZAMAR, RH
作者单位：University of British Columbia
摘要：In 1964, P. Huber established the following minimax bias robustness result for estimating the location mu in the E-contamination family F(x) = (1 - epsilon)PHI[(x - mu)/s] + epsilonH(x), where PHI is the standard normal distribution and H is an arbitrary distribution function: The median minimizes the maximum asymptotic bias among all translation equivariant estimates of location. However, the median efficiency of 2/pi at the Gaussian model may be unacceptably low in some applications. This mo...
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作者：MARONNA, RA; YOHAI, VJ
作者单位：Universidad de San Andres Argentina; University of Buenos Aires; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：A new class of bias-robust estimates of multiple regression is introduced. If y and x are two real random variables, let T(y, x) be a univariate robust estimate of regression of y on x through the origin. The regression estimate T(y, x) of a random variable y on a random vector x = (x1,...,x(p))' is defined as the vector t is-an-element-of R(p) which minimizes sup\\lambda\\=1\T(y - t'x,lambda'x)\s(lambda'x), where s is a robust estimate of scale. These estimates, which are called projection es...
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作者：WIJSMAN, RA
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作者：CHEN, SX; HALL, P
作者单位：Commonwealth Scientific & Industrial Research Organisation (CSIRO); Australian National University
摘要：Standard empirical likelihood confidence intervals for quantiles are identical to sign-test intervals. They have relatively large coverage error, of size n-1/2 , even though they are two-sided intervals. We show that smoothed empirical likelihood confidence intervals for quantiles have coverage error of order n-1, and may be Bartlett-corrected to produce intervals with an error of order only n-2 . Necessary and sufficient conditions on the smoothing parameter, in order for these sizes of error...
