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作者：MATTNER, L
摘要：A general result concerning noncompleteness of location families of probability measures on Euclidean space is pointed out. Examples include boundedly complete families, such as those generated by certain scale mixtures of the standard Gaussian distribution. These examples illuminate completeness criteria for location families and compare favourably in simplicity with previously known examples of incomplete boundedly complete (nonlocation) families.
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作者：ANDERSON, TW
摘要：The spectral distribution function of a stationary stochastic process standardized by dividing by the variance of the process is a linear function of the autocorrelations. The integral of the sample standardized spectral density (periodogram) is a similar linear function of the autocorrelations. As the sample size increases, the difference of these two functions multiplied by the square root of the sample size converges weakly to a Gaussian stochastic process with a continuous time parameter. ...
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作者：BOOTH, JG; HALL, P; WOOD, ATA
作者单位：Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：We show that the method of importance resampling, introduced by Vernon Johns and Anthony Davison, may be enhanced by balancing the resamples. It is demonstrated that ''balanced importance resampling'' improves on both ''balanced uniform resampling'' and ''random importance resampling'', from the viewpoint of statistical efficiency. Moreover, the range of applications for which efficient resampling methods may be applied is extended to include statistics which are smooth functions of solutions ...
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作者：LIU, RC; BROWN, LD
摘要：In many nonparametric problems, such as density estimation, nonparametric regression and so on, all the existing informative estimators are biased (asymptotic or finite sample). There has long been a suspicion that either informative unbiased estimators do not exist for such problems or they must be quite complicated. In this paper, we clarify the nonexistence of informative unbiased estimators in all singular problems both for fixed sample size and asymptotically (this includes most problems ...
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作者：LE, HL; KENDALL, DG
作者单位：University of Cambridge
摘要：The Riemannian metric structure of the shape space SIGMA(m)k for k labelled points in R(m) was given by Kendall for the atypically simple situations in which m = 1 or 2 and k greater-than-or-equal-to 2. Here we deal with the general case (m greater-than-or-equal-to 1, k greater-than-or-equal-to 2) by using the properties of Riemannian submersions and warped products as studied by O'Neill. The approach is via the associated size-and-shape space that is the warped product of the shape space and ...
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作者：STUTE, W; WANG, JL
作者单位：University of California System; University of California Davis
摘要：Let X1, X2, ... be a sequence of i.i.d. random variables with d.f. F. We Observe Z(i) = min(X(i), Y(i)) and delta(i) = 1(Xi less-than-or-equal-to Yi), where Y1, Y2, ... is a sequence of i.i.d. censoring random variables. Denote by F(n) the Kaplan-Meier estimator of F. We show that for any F-integrable function phi, integral phi dF(n) converges almost surely and in the mean. The result may be applied to yield consistency of many estimators under random censorship.
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作者：COSTER, DC
摘要：Coster and Cheng presented a generalized foldover scheme for the construction of systematic run orders of fractional factorial designs, with all factors having the same prime power number of levels, for which all the main effects components of the factors are orthogonal to a polynomial trend present in every block of the design. In this paper, we present modifications to the foldover method that allow polynomial trend-free run orders to be constructed in the following more general settings: De...
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作者：DAWID, AP; WANG, JL
作者单位：East China Normal University
摘要：We investigate the problem of fiducial prediction for unobserved quantities within the framework of the functional model described previously by Dawid and Stone. It is supposed that these are related to a completely unknown parameter by means of a regular functional model, and that the observations are either given as known functions of the predictands, or are themselves related to them by means of a functional model. We develop algebraic conditions which allow the application of fiducial logi...
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作者：YU, B
摘要：This paper investigates the density estimation problem in the L(infinity) norm for dependent data. It is shown that the iid optimal minimax rates are also optimal for smooth classes of stationary sequences satisfying certain beta-mixing (or absolutely regular) conditions. Moreover, for given beta-mixing coefficients, bounds on uniform convergence rates of kernel estimators are computed in terms of the mixing coefficients. The rates and the bounds obtained are not only for estimating the densit...
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作者：ARAS, G; WOODROOFE, M
作者单位：University of Michigan System; University of Michigan
摘要：Let S1, S2, ... denote a driftless random walk with values in an inner product space W; let Z1, Z2, ... denote a perturbed random walk of the form Z(n) = n + [c, S(n)] + xi(n), n = 1, 2, ..., where xi1, xi2, ... are slowly changing, [. , .] denotes the inner product, and c is-an-element-of W; and let t = t(alpha) = inf{n greater-than-or-equal-to 1: Z(n) > a} for 0 less-than-or-equal-to a < infinity. Conditions are developed under which the first four moments of X(t)BAR, := S(t)/t have asymptot...
