The Annals of Statistics

最新文章

• BAYESIAN PREDICTION IN LINEAR-MODELS - APPLICATIONS TO SMALL AREA ESTIMATION AI翻译
  作者：DATTA, GS; GHOSH, M
  作者单位：State University System of Florida; University of Florida; United States Department of Labor
  摘要：This paper introduces a hierarchical Bayes (HB) approach for prediction in general mixed linear models. The results find application in small area estimation. Our model unifies and extend, a number of models previously considered in this area. Computational formulas for obtaining the Bayes predictors and their standard errors are given in the general case. The methods are applied to two actual data sets. Also, in a special case, the HB predictors are shown to possess some interesting frequenti...
• BELIEF TRANSFORMS AND THE COMPARISON OF HYPOTHESES AI翻译
  作者：GOLDSTEIN, M
  摘要：We describe a general approach to the comparison of two stochastic specifications over a collection of random quantities and then extend the comparison to collections of stochastic specifications. This comparison derives from the eigenstructure of the belief transform, which we construct in full generality for partially specified belief structures. We describe an application of the methodology, namely the comparison of hypotheses. Given various competing probabilistic specifications for a coll...
• SOME PROPERTIES OF THE KAPLAN-MEIER ESTIMATOR FOR INDEPENDENT NONIDENTICALLY DISTRIBUTED RANDOM-VARIABLES AI翻译
  作者：ZHOU, M
  摘要：In this paper we study the Kaplan-Meier estimator in the case where survival and censoring times are not all i.i.d. We prove several results which are analogous to those shown by van Zuijlen in the complete data case.
• BAYES EMPIRICAL BAYES ESTIMATION FOR NATURAL EXPONENTIAL-FAMILIES WITH QUADRATIC VARIANCE FUNCTIONS AI翻译
  作者：WALTER, GG; HAMEDANI, GG
  作者单位：Marquette University
  摘要：Certain orthogonal polynomials are employed to estimate the prior distribution of the parameter of natural exponential families with quadratic variance functions in an approach which combines Bayesian and nonparametric empirical Bayesian methods. These estimates are based on samples from the marginal distribution rather than the conditional distribution.
• RATES OF CONVERGENCE FOR THE ESTIMATES OF THE OPTIMAL TRANSFORMATIONS OF VARIABLES AI翻译
  作者：BURMAN, P
  摘要：We consider here spline estimates of the optimal transformations of variables for multiple correlation and regression as dealt with in a recent paper by Breiman and friedman. We show that we can construct estimates of the optimal transformations which have the same optimal rate of convergence as in the usual nonparametric estimation of a univariate function.
• MAXIMUM-LIKELIHOOD-ESTIMATION OF A SET OF COVARIANCE MATRICES UNDER LOWNER ORDER RESTRICTIONS WITH APPLICATIONS TO BALANCED MULTIVARIATE VARIANCE-COMPONENTS MODELS AI翻译
  作者：CALVIN, JA; DYKSTRA, RL
  摘要：The problem of maximum likelihood estimation of Lowner ordered covariance matrices is considered. It is shown that a dual formulation of this problem is tractable and important in its own right. The interplay between the primal and dual problems suggests a general algorithm for computing the solutions to these problems. This algorithm has application to some estimation problems in balanced multivariate variance components models. The speed of convergence is also discussed for the variance comp...
• SOME RESULTS ON SN-K FRACTIONAL FACTORIAL-DESIGNS WITH MINIMUM ABERRATION OR OPTIMAL MOMENTS AI翻译
  作者：CHEN, JH; WU, CFJ
  摘要：The minimum aberration criterion is commonly used for selecting good fractional factorial designs. In this paper we obtain minimum aberration 2n-k designs for k = 3,4 and any n. For k > 4 analogous results are not available for general n since the resolution criterion is not periodic for general n and k > 4. However, it can be shown that for any fixed k, both the resolution criterion and the minimum aberration criterion have a periodicity property in n for s(n-k) designs with large n. Furtherm...
• GEOMETRIZING RATES OF CONVERGENCE .3. AI翻译
  作者：DONOHO, DL; LIU, RC
  摘要：We establish upper and lower bounds on the asymptotic minimax risk in estimating (1) a density at a point when the density is known to be decreasing with a Lipschitz condition; (2) a density at a point when the density satisfies a local second-order smoothness (Sacks-Ylvisaker) condition; and (3) the k th derivative of the density at a point, when the density satisfies a local L(p) constraint on the m th derivative. In (1), (2) and (3) the upper and lower bounds differ asymptotically by less t...
• MULTIVARIATE ADAPTIVE REGRESSION SPLINES - DISCUSSION AI翻译
  作者：STONE, CJ
• OVERWEIGHT TAILS ARE INEFFICIENT AI翻译
  作者：LOCKHART, RA
  摘要：Test statistics which are almost determined by o(n) tail order statistics are shown to provide tests of asymptotic relative efficiency 0 against the usual type of contiguous alternative. The result is applied to several goodness-of-fit tests: the variance weighted Kolmogorov-Smirnov statistic, the Kolmogorov-Smirnov statistic in the stabilized probability plot and the correlation coefficient in a Q-Q plot for a variety of distributions with exponential tails.