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作者：HWANG, JT; BROWN, LD
摘要：We examine the decision theoretic estimated confidence approach proposed by Kiefer, Robinson and Berger, and focus on results under the frequentist validity constraint previously described by Brown and by Berger. Our main result is that the usual constant coverage probability estimator for the usual confidence set of a linear model is admissible under the frequentist validity constraint. Note that it is inadmissible without the frequentist validity constraint when the dimension is at least 5. ...
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作者：BAI, ZD; RAO, CR
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Many important statistics can be written as functions of sample means of vector variables. A fundamental contribution to the Edgeworth expansion for functions of sample means was made by Bhattacharya and Ghosh. In their work the crucial Cramer c-condition is assumed on the joint distribution of all the components of the vector variable. However, in many practical situations, only one or a few of the components satisfy (conditionally) this condition while the rest do not (such a case is referre...
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作者：JANSSEN, A
摘要：The present paper derives various survival tests and their optimality results for randomly censored lifetime data by an extension of familiar rank test arguments. The approach is based on local asymptotic normal models which have a natural interpretation in terms of hazard rates. In particular, the description of classical rank tests by hazard rates may be of separate interest. As an application of the new methods, a justification of conditional survival tests is given also under unequal censo...
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作者：WONG, WH; SEVERINI, TA
作者单位：Northwestern University
摘要：An approximate maximum likelihood estimate is known to be consistent under some compactness and integrability conditions. In this paper we study its convergence rate and its asymptotic efficiency in estimating smooth functionals of the parameter. We provide conditions under which the rate of convergence can be established. This rate is essentially governed by the size of the space of score functions as measured by an entropy index. We also show that, for a large class of smooth functionals, th...
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作者：FRIEDMAN, JH
摘要：A new method is presented for flexible regression modeling of high dimensional data. The model takes the form of an expansion in product spline basis functions, where the number of basis functions as well as the parameters associated with each one (product degree and knot locations) are automatically determined by the data. This procedure is motivated by the recursive partitioning approach to regression and shares its attractive properties. Unlike recursive partitioning, however, this method p...
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作者：LOH, WL
摘要：Let S1 and S2 be two independent p x p Wishart matrices with S1 approximately W(p)(SIGMA-1, n1) and S2 approximately W(p)(SIGMA-2, n2). We wish to estimate (SIGMA-1, SIGMA-2) under the loss function L(SIGMA-1, SIGMA-2; SIGMA-1, SIGMA-2) = SIGMA-i{tr(SIGMA-i-1-SIGMA-i) - log\SIGMA-i-1-SIGMA-i\ - p}. Our approach is to first utilize the principle of invariance to narrow the class of estimators under consideration to the equivariant ones. The unbiased estimates of risk of these estimators are the...
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作者：SRIRAM, TN; BASAWA, IV; HUGGINS, RM
作者单位：La Trobe University
摘要：For the critical and subcritical Galton-Watson processes with immigration, it is shown that if the data were collected according to an appropriate stopping rule, the natural sequential estimator of the offspring mean m is asymptotically normally distributed for each fixed m is-an-element-of (0, 1]. Furthermore, the sequential estimator is shown to be asymptotically normally distributed uniformly over a class of offspring distributions with m is-an=element-of (0, 1] bounded variance and satisfy...
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作者：GIJBELS, I; VERAVERBEKE, N
摘要：This paper deals with censored data estimation of a general class of von Mises-type functionals of the survival time distribution F. Conditions are given under which an almost sure asymptotic representation holds for the estimator, obtained by applying the same functional to F(n), the product-limit estimator of Kaplan and Meier.
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作者：BUCKLEW, JA; NEY, PE
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：The binary hypothesis testing problem of deciding between two Markov chains is formulated under memory constraints. The optimality criterion used is the exponential rate with which the probability of error approaches zero as the sample size tends to infinity. The optimal memory constrained test is shown to be the solution of a set of equations derived from suitable large deviation twistings of the transition matrices under the two hypotheses. A computational algorithm and some examples are giv...
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作者：GHOSH, BK; HUANG, WM
摘要：Bickel and Rosenblatt proposed a procedure for testing the goodness of fit of a specified density to observed data. The test statistic is based on the distance between the kernel density estimate and the hypothesized density, and it depends on a kernel K, a bandwidth b(n) and an arbitrary weight function a. We study the behavior of the asymptotic power of the test and show that a uniform kernel maximizes the power when a > 0.
