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作者：SASIENI, P
摘要：New estimators for Cox regression are considered. Their asymptotic properties, both on and off the model, are established. Corollaries include conditions under which the maximum partial likelihood estimator defines a parameter in the population and the asymptotics of the case-cohort estimator. Robust estimators that minimize the asymptotic variance subject to a bound on the maximal bias on infinitesimal neighborhoods are discussed. The estimators are illustrated with medical data.
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作者：BOOTH, JG; HALL, P
作者单位：Australian National University; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：In a recent paper, C. F. J. Wu showed that the jackknife estimator of a distribution function has optimal convergence rate O(n-1/2), where n denotes the sample size. This rate is achieved by retaining O(n) data values from the original sample during the jackknife algorithm. Wu's result is particularly important since it permits a direct comparison of jackknife and bootstrap methods for distribution estimation. In the present paper we show that a very simple, nonempirical modification of the ja...
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作者：GU, C; QIU, CF
摘要：In this article, a class of penalized likelihood probability density estimators is proposed and studied. The true log density is assumed to be a member of a reproducing kernel Hilbert space on a finite domain, not necessarily univariate, and the estimator is defined as the unique unconstrained minimizer of a penalized log likelihood functional in such a space. Under mild conditions, the existence of the estimator and the rate of convergence of the estimator in terms of the symmetrized Kullback...
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作者：HUSKOVA, M; JANSSEN, P
作者单位：Hasselt University
摘要：A generalized bootstrap version is defined for degenerate U-statistics. Our main result shows that the (conditional) distribution function of the bootstrapped degenerate U-statistic provides a consistent estimator for the unknown distribution function of the degenerate U-statistic under consideration. For the proof we rely on a rank statistic approach.
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作者：BOOTH, JG; HALL, P
作者单位：Australian National University
摘要：We suggest bootstrap methods for constructing confidence bands (and intervals) for an unknown linear functional relationship in an errors-invariables model. It is assumed that the ratio of error variances is known to lie within an interval LAMBDA = [lambda1, lambda2]. A confidence band is constructed for the range of possible linear relationships when lambda is-an-element-of LAMBDA. Meaningful results are obtained even in the extreme case LAMBDA = [0, infinity], which corresponds to no assumpt...
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作者：DIACONIS, P; FREEDMAN, DA
作者单位：University of California System; University of California Berkeley
摘要：The performance of Bayes estimates are studied, under an assumption of conditional exchangeability. More exactly, for each subject in a data set, let xi be a vector of binary covariates and let eta be a binary response variable, with P{eta = 1\xi} = f(xi). Here, f is an unknown function to be estimated from the data; the subjects are independent, and satisfy a natural ''balance'' condition. Define a prior distribution on f as SIGMA(k)omega(k)pi(k)/SIGMA(k)omega(k), where pi(k) is uniform on th...
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作者：FAN, JQ; TRUONG, YK
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：The effect of errors in variables in nonparametric regression estimation is examined. To account for errors in covariates, deconvolution is involved in the construction of a new class of kernel estimators. It is shown that optimal local and global rates of convergence of these kernel estimators can be characterized by the tail behavior of the characteristic function of the error distribution. In fact, there are two types of rates of convergence according to whether the error is ordinary smooth...
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作者：KURIKI, S
摘要：Let H and G be independently distributed according to the Wishart distributions W(m)(M, PHI) and W(m)(N, PSI), respectively. We derive the limiting null distributions of the likelihood ratio criteria for testing H-0: PHI = PSI against H-1 - H-0 with H-1: PHI greater-than-or-equal-to PSI; and for testing H-0(R): PHI greater-than-or-equal-to PSI rank(PHI - PSI) less-than-or-equal-to R (for given R) against H-1 - H-0(R). They are particular cases of the chi-bar-squared distributions.
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作者：COX, DD
摘要：The observation model y(i) = beta(i/n) + epsilon(i), 1 less-than-or-equal-to i less-than-or-equal-to n, is considered, where the epsilon's are i.i.d. with mean zero and variance sigma2 and beta is an unknown smooth function. A Gaussian prior distribution is specified by assuming beta is the solution of a high order stochastic differential equation. The estimation error delta = beta - beta is analyzed, where beta is the posterior expectation of beta. Asymptotic posterior and sampling distributi...
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作者：GILARDONI, GL; CLAYTON, MK
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Wisconsin System; University of Wisconsin Madison
摘要：We consider a group of k experts each having a subjective probability distribution for a parameter theta. If the members of the group are allowed to know the others' opinions and they appreciate the others' skills, it is likely that each expert will modify his distribution to account for this new information. This process can be continued indefinitely leading to an iterative pooling process. The main issue is whether the experts' distributions will converge towards a common limit or consensus....
