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作者：LIN, ML; DEAN, AM
摘要：Some general results on the existence of trend-free and partially trend-free designs are given for both varietal and factorial experiments. In particular, trend-free properties of cyclic and generalized cyclic designs are investigated. It is shown that, for factorial experiments, certain designs which are not completely trend-free are nevertheless trend-free for estimating a subset of the main effect and interaction contrasts.
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作者：CHAUDHURI, P
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Let (X,Y) be a random vector such that X is d-dimensional, Y is real valued and Y = theta-(X) + epsilon, where X and epsilon-are independent and the alpha-th quantile of epsilon-is 0 (alpha-is fixed such that 0 < alpha < 1). Assume that theta-is a smooth function with order of smoothness p > 0, and set r = (p - m)/(2p + d), where m is a nonnegative integer smaller than p. Let T(theta) denote a derivative of theta-of order m. It is proved that there exists a pointwise estimate T triple-over-dot...
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作者：BARRON, AR; XIAO, XG
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作者：GHOSH, S
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作者：ALBERS, W
摘要：In this paper we present a rank analogue to Stein's two-stage procedure. We analyze its behavior to second order using existing asymptotic expansions for fixed sample size rank tests and recent results on combinations of independent rank statistics.
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作者：MAMMEN, E
摘要：The problem of estimating a smooth monotone regression function m will be studied. We will consider the estimator m(SI) consisting of a smoothing step (application of a kernel estimator based on a kernel K) and of a isotonisation step (application of the pool adjacent violator algorithm). The estimator m(SI) will be compared with the estimator m(IS) where these two steps are interchanged. A higher order stochastic expansion of these estimators will be given which show that m(SI) and m(IS) are ...
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作者：BELL, W
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作者：HAWKINS, DL; KOCHAR, SC
作者单位：Indian Statistical Institute; Indian Statistical Institute Delhi
摘要：Let F denote the set of cdf's on R with density everywhere positive. Let C(A) = {(F, G) is-an-element-of F x F: there exists a unique x* is-an-element-of R such that F(x) > G(x) for x < x* and F(x) < G(x) for x > x*}, C(B) = {(F, G) is-an-element-of F x F: (G, F) is-an-element-of C(A)}. Based on independent random samples from F and G (assumed unknown), we give distribution-free tests of H0: F = G versus the alternatives that (F, G) is-an-element-of C(A), (F, G) is-an-element-of C(B) or (F, G)...
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作者：VANZUIJLEN, MCA
作者单位：Radboud University Nijmegen
摘要：Under minimal conditions precise bounds are obtained for the expectation of the supremum of the weighted empirical process over the interval (0, 1/(n(log n)d-1)), where d is the dimension of the underlying random vectors. The allowed growth of the weight function is optimal in the iid case. The results will have broad applications in the theory of all kinds of nonstandard weighted empirical processes, such as empirical processes based on uniform spacings or U-statistics, where it is often not ...
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作者：GIRARD, DA
作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA)
摘要：Ridge regression is a well-known technique to estimate the coefficients of a linear model. The method of regularization is a similar approach commonly used to solve underdetermined linear equations with discrete noisy data. When applying such a technique, the choice of the smoothing (or regularization) parameter h is crucial. Generalized cross-validation (GCV) and Mallows' C(L) are two popular methods for estimating a good value for h, from the data. Their asymptotic properties, such as consis...
