The Annals of Statistics

最新文章

• ON THE LEAST-SQUARES CROSS-VALIDATION BANDWIDTH IN HAZARD RATE ESTIMATION AI翻译
  作者：PATIL, PN
  摘要：It is known that the least squares cross-validation bandwidth is asymptotically optimal in the case of kernel-based density and hazard rate estimation in the settings of both complete and randomly right-censored samples. From a practical point of view, it is important to know at what rate the cross-validation bandwidth converges to the optimal. In this paper we answer this question in a general setup which unifies all four possible cases.
• ASYMPTOTIC INFERENCE WITH RESPONSE-ADAPTIVE TREATMENT ALLOCATION DESIGNS AI翻译
  作者：ROSENBERGER, WF
  摘要：A response-adaptive treatment allocation design for a clinical trial attempts to place the majority of patients on the treatment that appears more successful, based on the responses of patients already treated. One example of such a design is the randomized play-the-winner rule developed by Wei and Durham, which randomizes the treatment assignment probabilities according to the outcomes of treatments previously assigned. For a trial with dichotomous treatment responses and a randomized play-th...
• ORTHOGEODESIC MODELS AI翻译
  作者：BARNDORFFNIELSEN, OE; BLAESILD, P
  摘要：A variety of exponential models with affine dual foliations have been noted to possess certain rather similar statistical properties. To give a precise meaning to what has been conceived as ''similar'' we here propose a set of five conditions, of a differential geometric/statistical nature, that specify the class of what we term orthogeodesic models. It is discussed how these conditions capture the properties in question, and it is shown that some important nonexponential models turn out to sa...
• RENORMALIZING UPPER AND LOWER BOUNDS FOR INTEGRATED RISK IN THE WHITE-NOISE MODEL AI翻译
  作者：LOW, MG
  摘要：Renormalization arguments are used to derive optimal rates of convergence, under integrated squared error loss, for parameter spaces having a certain rectangular structure.
• COMPARING NONPARAMETRIC VERSUS PARAMETRIC REGRESSION FITS AI翻译
  作者：HARDLE, W; MAMMEN, E
  作者单位：Humboldt University of Berlin
  摘要：In general, there will be visible differences between a parametric and a nonparametric curve estimate. It is therefore quite natural to compare these in order to decide whether the parametric model could be justified. An asymptotic quantification is the distribution of the integrated squared difference between these curves. We show that the standard way of boot-strapping this statistic fails. We use and analyse a different form of bootstrapping for this task. We call this method the wild boots...
• EXTREMAL INDEX ESTIMATION FOR A WEAKLY DEPENDENT STATIONARY SEQUENCE AI翻译
  作者：HSING, T
  摘要：Under stationarity and weak dependence, the statistical significance and the estimation of the extremal index are considered. It is shown that the distribution of the sample maximum can be uniformly approximated given the extremal index and the marginal distribution as the sample size increases. An adaptive procedure is proposed for estimating the extremal index. The procedure is shown to be asymptotically optimal in a class of estimators.
• RANDOM DISCRIMINANTS AI翻译
  作者：LU, IL; RICHARDS, D
  作者单位：University of Virginia
  摘要：Let X1, X2,...,X(n) be a random sample from a continuous univariate distribution F, and let DELTA = PI 1 less-than-or-equal-to i < j less-than-or-equal-to n(X(i) - X(j))2 denote the t, or square of the Vandermonde determinant, constructed from the random sample. The statistic DELTA arises in the study of moment matrices and inference for mixture distributions, the spectral theory of random matrices, control theory and statistical physics. In this paper, we study the probability distribution of...
• ASYMPTOTICS FOR THE MINIMUM COVARIANCE DETERMINANT ESTIMATOR AI翻译
  作者：BUTLER, RW; DAVIES, PL; JHUN, M
  作者单位：University of Duisburg Essen; Korea University
  摘要：Consistency is shown for the minimum covariance determinant (MCD) estimators of multivariate location and scale and asymptotic normality is shown for the former. The proofs are made possible by showing a separating ellipsoid property for the MCD subset of observations. An analogous property is shown for the MCD subset computed from the population distribution.
• A NOTE ON E-OPTIMAL DESIGNS FOR WEIGHTED POLYNOMIAL REGRESSION AI翻译
  作者：DETTE, H
  摘要：In a recent paper Pukelsheim and Studden determined the E-optimal design for the polynomial regression model on the interval [-1, 1] where the variances of different observations are assumed to be constant. In this note we show that these results can be generalized for polynomial regression models with non constant variances proportional to specific functions.
• BIAS ROBUST ESTIMATION OF SCALE AI翻译
  作者：MARTIN, RD; ZAMAR, RH
  作者单位：University of British Columbia
  摘要：In this paper we consider the problem of robust estimation of the scale of the location residuals when the underlying distribution of the data belongs to a contamination neighborhood of a parametric location-scale family. We define the class of M-estimates of scale with general location, and show that under certain regularity assumptions, these scale estimates converge to their asymptotic functionals uniformly with respect to the underlying distribution, and with respect to the M-estimate defi...