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作者：MARTINSEK, AT
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作者：DUMBGEN, L
作者单位：Ruprecht Karls University Heidelberg
摘要：Consider a sequence X1, X2,...,X(n) of independent random variables, where X1, X2,...,X(n)-theta have distribution P, and X(n)-theta + 1, X(n)-theta + 2,..., X(n) have distribution Q. The change-point theta is-an-element-of (0, 1) is an unknown parameter to be estimated, and P and Q are two unknown probability distributions. The nonparametric estimators of Darkhovskh and Carlstein are imbedded in a more general framework, where random seminorms are applied to empirical measures for making infe...
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作者：PROSCHAN, M
作者单位：National Institutes of Health (NIH) - USA; NIH National Heart Lung & Blood Institute (NHLBI)
摘要：The papers of Blackwell and Hodges (1957) and Diaconis and Graham (1981) contain an error concerning the asymptotic distribution of the number of returns to the origin of a constrained random walk. The correct distribution is given.
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作者：YANG, S
摘要：This paper discusses the minimum Hellinger distance estimation (MHDE) of the parameter that gives the best fit of a parametric family to a density when the data are randomly censored. In studying the MHDE, the tail behavior of the product-limit (P-L) process is investigated, and the weak convergence of the process on the real line is established. An upper bound on the mean square increment of the normalized P-L process is also obtained. With these results, the asymptotic behavior of the MHDE i...
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作者：IBRAGIMOV, IA; KHASMINSKII, RZ
作者单位：Russian Academy of Sciences
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作者：ALVO, M; CABILIO, P
作者单位：Acadia University
摘要：A total of nb judges rank t objects k at a time according to n replications of a BIBD with b blocks. The Durbin statistic is commonly used in this context and is equivalent to the usual analysis of variance on the rankings. The approach considered here is to introduce the notion of compatibility so as to define distances between incomplete rankings based on metrics on the space of complete rankings. Through this device we define a class of test statistics which includes the Durbin statistic as...
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作者：DONOHO, DL; LIU, RC
摘要：Consider estimating a functional T(F) of an unknown distribution F member-of F from data X1,...,X(n) i.i.d. F. Let omega(epsilon) denote the modulus of continuity of the functional T over F, computed with respect to Hellinger distance. For well-behaved loss functions l(t), we show that inf(T)n sup(F) E(F)l(T(n) - T(F)) is equivalent to l(omega(n-1/2)) to within constants, whenever T is linear and F is convex. The same conclusion holds in three nonlinear cases: estimating the rate of decay of a...
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作者：KANO, Y
摘要：This paper presents the asymptotic distribution of Ihara and Kano's noniterative estimator of the uniqueness in exploratory factor analysis. When the number of factors is overestimated, the estimator is not a continuous function of the sample covariance matrix and its asymptotic distribution is not normal, but the consistency holds. It is also shown that the first-order moment of the asymptotic distribution does not exist.
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作者：CHIU, ST
摘要：The problem of automatic bandwidth selection for a kernel density estimator is considered. It is well recognized that the bandwidth estimate selected by the least squares cross-validation is subject to large sample variation. This difficulty limits the application of the cross-validation estimate. Based on characteristic functions, an important expression for the cross-validation bandwidth estimate is obtained. The expression clearly points out the source of variation. To stabilize the variati...
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作者：PORTNOY, S
