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作者：FRANCISCO, CA; FULLER, WA
作者单位：Iowa State University
摘要：Estimation of the finite population distribution function and related statistics, such as the median and interquartile range, is considered. Large-sample properties of estimators constructed from stratified cluster samples, and properties of large-sample confidence intervals, are established. The results are obtained within the context of a sequence of finite populations generated from a superpopulation.
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作者：LOH, WL
摘要：Let X1, X2 be two p x 1 multivariate normal random vectors and S1, S2 be two p x p Wishart matrices, where X1 approximately N(p)(xi, SIGMA-1), X2 approximately N(p) (xi, SIGMA-2), S1 approximately W(p) (SIGMA-1, n) and S2 approximately W(p) (SIGMA-2, n). We further assume that X1, X2, S1, S2 are stochastically independent. We wish to estimate the common mean xi with respect to the loss function L = (xi - xi)'(SIGMA-1-1 + SIGMA-2-1)(xi - xi). By extending the methods of Stein and Haff, an alter...
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作者：OWEN, A
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作者：CHEN, ZH
摘要：We consider interaction splines which model a multivariate regression function f as a constant plus the sum of functions of one variable (main effects), plus the sum of functions of two variables (two-factor interactions), and so on. The estimation of f by the penalized least squares method and the asymptotic properties of the models are studied in this article. It is shown that, under some regularity conditions on the data points, the expected squared error averaged over the data points conve...
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作者：CHOU, JP
摘要：Let X have a discrete density of the form f(x) = t(x)xi(theta)theta-1(x1) ... theta-p(x)p, where t(x) is nonzero on some infinite subset of Z(p). Consider simultaneous estimation of the theta-i under the loss L(m) (theta, delta) = SIGMA-i(p) = 1 theta-i-m (theta-i - delta-i)2, m greater-than-or-equal-to 0. For integers m greater-than-or-equal-to 1, estimators are found which improve on the maximum likelihood estimator or uniformly minimum variance unbiased estimator. The improved estimators ar...
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作者：HAFF, LR
摘要：A general representation is obtained for the formal Bayes estimator of a parameter matrix. We assume that the prior distribution is symmetric in some sense, but it is not specified otherwise. The formal Bayes risk is minimized subject to order constraints by a variational technique; hence our representation is called the variational form of the Bayes estimator (VFBE). The VFBE is used to obtain estimators that have good frequency properties relative to the usual estimators. Such estimators are...
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作者：HUNG, C
摘要：Since the pioneering work of Friedman and Stuetzle in 1981, projection-pursuit algorithms have attracted increasing attention. This is mainly due to their potential for overcoming or reducing difficulties arising in nonparametric regression models associated with the so-called curse of dimensionality, that is, the amount of data required to avoid an unacceptably large variance increasing rapidly with dimensionality. Subsequent work has, however, uncovered a dependence on dimensionality for pro...
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作者：CAOABAD, R
摘要：This paper concerns the distributions used to construct confidence intervals for the regression function in a nonparametric setup. Some rates of convergence for the normal limit, its plug-in approach and the wild bootstrap are obtained conditionally on the explanatory variable X and also unconditionally. The bound found for the wild bootstrap approximation is slightly better (by a factor n-1/45) than the bounds given by the plug-in approach or the CLT for the conditional probability. On the co...
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作者：MENG, XL; BASSIAKOS, Y; LO, SH
作者单位：Northeastern University; Columbia University
摘要：The estimation of the treatment effect in the two-sample problem with right censoring is of interest in survival analysis. In this article we consider both the location shift model and the scale change model. We establish the large-sample properties of a generalized Hodges-Lehmann type estimator. The strong consistency is established under the minimal possible conditions. The asymptotic normality is also obtained without imposing any conditions on the censoring mechanisms. As a by-product, we ...
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作者：ARCONES, MA; GINE, E
作者单位：City University of New York (CUNY) System; City University of New York (CUNY) System; College of Staten Island (CUNY)
摘要：The Kolmogorov distance between the empirical cdf F(n) and its symmetrization sF(n) with respect to an adequate estimator of the center of symmetry of P is a natural statistic for testing symmetry. However, its limiting distribution depends on P. Using critical values from the symmetrically bootstrapped statistic (where the resampling is made from sF(n)) produces tests that can be easily implemented and have asymptotically the correct levels as well as good consistency properties. This article...
