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作者：WU, JS; CHU, CK
作者单位：National Tsing Hua University
摘要：In the fixed-design nonparametric regression model, kernel-type estimators of the locations of jump points and the corresponding sizes of jump values of the regression function are proposed. These kernel-type estimators are analyzed with almost sure results and limiting distributions. Using the limiting distributions, we are able to test the number of jump points and give asymptotic confidence intervals for the sizes of jump values of the regression function. Simulation studies demonstrate tha...
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作者：BJERVE, S; DOKSUM, K
作者单位：University of California System; University of California Berkeley
摘要：For.experiments where the strength of association between a response variable Y and a covariate X is different over different regions of values for the covariate X, we propose local nonparametric dependence functions which measure the strength of association between Y and X as a function of X = x. Our dependence functions are extensions of Galton's idea of strength of co-relation from the bivariate normal case to the nonparametric case. In particular, a dependence function is obtained by expre...
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作者：KHMALADZE, EV
作者单位：Russian Academy of Sciences; Steklov Mathematical Institute of the Russian Academy of Sciences
摘要：This paper is mainly devoted to the following statistical problem: in the case of random variables of any finite dimension and both simple or parametric hypotheses, how to construct convenient ''empirical'' processes which could provide the basis for goodness of fit tests-more or less in the same way as the uniform empirical process does in the case of simple hypothesis and scalar random variables. The solution of this problem is connected here with the theory of multiparameter martingales and...
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作者：KUNSCH, H; BERAN, J; HAMPEL, F
作者单位：University of Zurich; Texas A&M University System; Texas A&M University College Station
摘要：The background of the paper is the empirical observation from a variety of subject areas that long-range correlations appear to be much more frequent than has been previously assumed. This includes high-quality measurement series which are commonly treated as prototypes of ''i.i.d.'' observations. Evidence is briefly cited in the paper. It has already been shown elsewhere that long-range dependence leads to results that can be qualitatively different from those obtained under short-range depen...
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作者：KOUL, HL; SALEH, AKME
作者单位：Carleton University
摘要：In an AR(p) model, R-estimation of a subset of parameters is considered when the complementary subset is possibly redundant. Along with the rank test of the full hypothesis and the subhypothesis of the parameters, both preliminary test and shrinkage R-estimators are considered. In the light of asymptotic distributional risks, the relative asymptotic risk-efficiency results are given. Though, the shrinkage R-estimator may dominate their classical versions, they do not in general dominate the pr...
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作者：OSULLIVAN, F
摘要：Nonparametric estimation of the relative risk in a generalized Cox model with multivariate time dependent covariates is considered. Estimation is based on a penalized partial likelihood. Using techniques from Andersen and Gill, and Cox and O'Sullivan, upper bounds on rate of convergence in a variety of norms are obtained. These upper bounds match the optimal rates available for linear nonparametric regression and density estimation. The results are uniform in the smoothing parameter, which is ...
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作者：TANG, DI
摘要：Model robustness in optimal regression design is studied by introducing a family of nonparametric models, which are defined as neighborhoods of classical parametric models in terms of the uniform norm. Optimal designs are sought under a minimax criterion for estimating linear functionals on such models that may be put as integrals using measures of finite support. A set of conditions equivalent to design optimality is derived using a Lagrangian principle applicable when the dimension is infini...
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作者：BERAN, R
摘要：Consider the problem of constructing a prediction region D(n) for a potentially observable variable X on the basis of a learning sample of size n. Usually, the requirement that D(n) contain X with probability alpha, conditionally on the learning sample, does not uniquely determine D(n). This paper develops a general probability-centering concept for prediction regions that extends to vector-valued or function-valued X the classical notion of an equal-tailed prediction interval. The dual requir...
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作者：GEIGER, D; PEARL, J
作者单位：University of California System; University of California Los Angeles
摘要：This article develops an axiomatic basis for the relationship between conditional independence and graphical models in statistical analysis. In particular, the following relationships are established: (1) every axiom for conditional independence is an axiom for graph separation, (2) every graph represents a consistent set of independence and dependence constraints, (3) all binary factorizations of strictly positive probability models can be encoded and determined in polynomial time using their...
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作者：GREENSHTEIN, E
作者单位：Hebrew University of Jerusalem
摘要：Let X1, X2,... be a sequence of random variables, (X1,...,X(n)) approximately F(theta)n theta is-an-element-of THETA. In a work by Bahadur it was shown that, for some sequential problems, an inference may be based on a sequence of sufficient and transitive statistics S(n) = S(n)(X1,..., X(n)) without any loss in statistical performance. A simple criterion for transitivity is given in Theorem 1.
