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作者：DAVIES, PL
摘要：Section 1 of the paper contains a general discussion of robustness. In Section 2 the influence function of the Hampel-Rousseeuw least median of squares estimator is derived. Linearly invariant weak metrics are constructed in Section 3. It is shown in Section 4 that S-estimators satisfy an exact Holder condition of order 1/2 at models with normal errors. In Section 5 the breakdown points of the Hampel-Krasker dispersion and regression functionals are shown to be 0. The exact breakdown point of ...
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作者：GASSIAT, E
摘要：We consider the estimation problem of the parameter b of a stationary AR(p) process without any of the usual causality assumptions. The aim of the paper is to derive asymptotic minimax bounds for estimators of b. When the distribution of the noise is known, we show LAN properties of the model and derive locally asymptotically minimax (LAM) estimators. The most important results are about the case of unknown distribution: The main result shows that, if one uses the usual parametrization, these ...
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作者：DAWID, AP; LAURITZEN, SL
作者单位：Aalborg University
摘要：This paper introduces and investigates the notion of a hyper Markov law, which is a probability distribution over the set of probability measures on a multivariate space that (i) is concentrated on the set of Markov probabilities over some decomposable graph, and (ii) satisfies certain conditional independence restrictions related to that graph. A stronger version of this hyper Markov property is also studied. Our analysis starts by reconsidering the properties of Markov probabilities, using a...
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作者：THOMPSON, GL
摘要：Exploratory graphical methods for fully and partially ranked data are proposed. In fully ranked data, n items are ranked in order of preference by a group of judges. In partially ranked data, the judges do not completely specify their ranking of the n items. The resulting set of frequencies is a function on the symmetric group of permutations if the data is fully ranked, and a function on a coset space of the symmetric group if the data is partially ranked. Because neither the symmetric group ...
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作者：BARRY, D
摘要：Observations y(ij) are made at points (x1i, x2j) according to the model y(ij) = F(x1i, x2j) + e(ij), where the e(ij) are independent normals with constant variance. In order to test that F(x1, x2) is an additive function of x1 and x2, a likelihood ratio test is constructed comparing F(x1, X2) = mu + Z1(x1) + Z2(x2) with F(x1, x2) = mu + Z1(x1) + Z2(x2) + Z(x1, x2), where Z1, Z2 are Brownian motions and Z is a Brownian sheet. The ratio of Brownian sheet variance to error variance alpha is chose...
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作者：LELE, C
摘要：In this paper we consider the problem of estimating the loss of point estimators and study admissibility of such estimators of loss. We adapt and extend the ''unified admissibility proof'' idea of Brown and Hwang to this problem. We first present the result in the Gaussian setup. We then generaIize the procedure to general exponential family distributions and apply it to the Poisson distribution. The result for the gamma distribution is also stated. The role played by the ''polydisc transform'...
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作者：MAMMEN, E
摘要：In this paper two bootstrap procedures are considered for the estimation of the distribution of linear contrasts and of F-test statistics in high dimensional linear models. An asymptotic approach will be chosen where the dimension p of the model may increase for sample size n --> infinity. The range of validity will be compared for the normal approximation and for the bootstrap procedures. Furthermore, it will be argued that the rates of convergence are different for the bootstrap procedures i...
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作者：MESSER, K; GOLDSTEIN, L
作者单位：University of Southern California
摘要：We introduce a new class of variable kernels which depend on the smoothing parameter b through a simple scaling operation, and which have good integrated mean square error (IMSE) convergence properties. These kernels deform ''automatically'' near the boundary, eliminating boundary bias. Computational formulas are given for all orders of kernel in terms of exponentially damped sines and cosines. The kernel is a computationally convenient approximation to a certain Green's function, with the res...
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作者：YING, ZL
摘要：Large sample approximations are developed to establish asymptotic linearity of the commonly used linear rank estimating functions, defined as stochastic integrals of counting processes over the whole line, for censored regression data. These approximations lead to asymptotic normality of the resulting rank estimators defined as solutions of the linear rank estimating equations. A second kind of approximations is also developed to show that the estimating functions can be uniformly approximated...
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作者：CHAI, FS; MAJUMDAR, D
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：Yeh and Bradley conjectured that every binary connected block design with blocks of size k and a constant replication number r for each treatment can be converted to a linear trend-free design by permuting the positions of treatments within blocks if and only if r(k + 1) = 0 (mod 2). This conjecture is studied. Results include: (i) the conjecture is true whenever the block size is even and (ii) the conjecture is true for BIB designs.
