-
作者：FALK, M; REISS, RD
作者单位：Universitat Siegen
摘要：A Poisson approximation of a truncated, empirical point process enables us to reduce conditional statistical problems to unconditional ones. Let (X, Y) be a (d + m)-dimensional random vector and denote by F(.\x) the conditional d.f. of Y given X = x. Applying our approach, one may study the fairly general problem of evaluating a functional parameter T(F(.\x1),...,F(.\x(p)) based on independent replicas (X1, Y1),..., (X(n), Y(n)) of (X, Y). This will be exemplified in the particular cases of no...
-
作者：PHILLIPS, PCB; SOLO, V
作者单位：Macquarie University
摘要：A method of deriving asymptotics for linear processes is introduced which uses an explicit algebraic decomposition of the linear filter. The technique is closely related to Gordin's method but has some advantages over it, especially in terms of its range of application. The method offers a simple unified approach to strong laws, central limit theory and invariance principles for linear processes. Sample means and sample covariances are covered. The results accommodate both homogeneous and hete...
-
作者：BENHENNI, K; CAMBANIS, S
摘要：The problem of estimating the integral of a stochastic process from observations at a finite number of sampling points is considered. Sacks and Ylvisaker found a sequence of asymptotically optimal sampling designs for general processes with exactly 0 and 1 quadratic mean (q.m.) derivatives using optimal-coefficient estimators, which depend on the process covariance. These results were extended to a restricted class of processes with exactly K q.m. derivatives, for all K = 0, 1, 2,..., by Euban...
-
作者：GARTHWAITE, PH; DICKEY, JM
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：This paper addresses the problem of quantifying expert opinion about a normal linear regression model when there is uncertainty as to which independent variables should be included in the model. Opinion is modeled as a mixture of natural conjugate prior distributions with each distribution in the mixture corresponding to a different subset of the independent variables. It is shown that for certain values of the independent variables, the predictive distribution of the dependent variable simpli...
-
作者：GOLDSTEIN, L; MESSER, K
作者单位：California State University System; California State University Fullerton
摘要：Consider the problem of estimating the value of a functional LAMBDA(f) for f an unknown density or regression function. The straightforward plug-in estimator LAMBDA(f) with f a particular estimate of f achieves the optimal rate of convergence in the sense of Stone over bounded subsets of a Sobolev space for a broad class of linear and nonlinear functionals. For many functionals the rate calculation depends on a Frechet-like derivative of the functional, which may be obtained using elementary c...
-
作者：BICKEL, PJ; NAIR, VN; WANG, PCC
作者单位：AT&T; Nokia Corporation; Nokia Bell Labs; University of Calgary
摘要：We consider a biased sampling model that has been found useful in incorporating size biases inherent in many types of discovery data. The model postulates that the data are obtained from a finite population by selecting successively without replacement and with probability proportional to some measure of size. Unlike the ppswor scheme in survey sampling, it is assumed here that the size measure is a function of the unknown population values. In this article, we consider maximum likelihood esti...
-
作者：KENT, JT; TYLER, DE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：A class of redescending M-estimates of multivariate location and scatter are investigated. Sufficient conditions are given to ensure the existence and uniqueness of the estimates. These results are applied to the multivariate t-distribution with degrees of freedom v greater-than-or-equal-to 1.
-
作者：HORVATH, L
摘要：Central limit theorems are proven for L(p)-norms (1 less-than-or-equal-to p < infinity) of multivariate density estimators.
-
作者：KORN, EL; GRAUBARD, BI
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要：Krewski and Rao consider inference for a (nonlinear) function of a vector of finite population means 0 = g(YBAR). For a sequence of finite populations with increasing number of strata, they demonstrate that theta = g(yBAR) is asymptotically normal, where yBAR is the usual unbiased stratified estimator of YBAR. Additionally, they demonstrate that (theta - theta)/upsilon1/2(theta) is asymptotically a standard normal distribution, where upsilon(theta) is a variance estimator obtained using linear...
-
作者：SARKAR, J
摘要：As does Woodroofe, we consider a Bayesian sequential allocation between two treatments that incorporates a covariate. The goal is to maximize the total discounted expected reward from an infinite population of patients. Although our model is more general than Woodroofe's, we are able to duplicate his main result: The myopic rule is asymptotically optimal.
