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作者：GEORGE, EI
摘要：Consider the problem of estimating the p X 1 mean vector theta-under expected squared error loss, based on the observation of two independent multivariate normal vectors Y1 approximately N(p)(theta, sigma-2I) and Y2 approximately N(p)(theta, lambda-sigma-2I) when lambda-and sigma-2 are unknown. For p greater-than-or-equal-to 3, estimators of the form delta-eta = eta-Y1 + (1 - eta)Y2 where-eta is a fixed number in (0,1), are shown to be uniformly dominated in risk by Stein estimators in spite o...
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作者：DATTA, S
摘要：The problem of finding admissible, asymptotically optimal compound rules is pursued in the infinite state case. The components involve the estimation of an arbitrary continuous transform of the natural parameter of a real exponential family with compact parameter space. We show that all Bayes estimators are admissible. Our main result is that any Bayes compound estimator versus a mixture of i.i.d. priors on the compound parameter is asymptotically optimal if the mixing hyperprior has full supp...
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作者：EVANS, M
摘要：Chaining, in combination with adaptive importance sampling, can provide an effective technique for the numerical evaluation of high-dimensional integrals in the context of a posterior analysis. In many statistical problems ways of applying chaining can be found which depend heavily on the structure of the problem. In this paper we consider a very general method of implementing chaining for arbitrary integrals. Also, we show that chaining can be applied to solve global optimization problems and...
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作者：CHU, CK; MARRON, JS
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：For nonparametric regression, in the case of dependent observations, cross-validation is known to be severely affected by dependence. This effect is precisely quantified through a limiting distribution for the cross-validated bandwidth. The performance of two methods, the leave-(2l + 1)-out version of cross-validation and partitioned cross-validation, which adjust for the effect of dependence on bandwidth selection is investigated. The bandwidths produced by these two methods are analyzed by f...
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作者：COMETS, F; GIDAS, B
作者单位：Brown University
摘要：We study the asymptotics of the ML estimators for the Curie-Weiss model parameterized by the inverse temperature beta and the external field h. We show that if both beta-and h are unknown, the ML estimator of (beta, h) does not exist. For beta-known, the ML estimator h triple-over-dot n of h exhibits, at a first order phase transition point, superefficiency in the sense that its asymptotic variance is half of that of nearby points. At the critical point (beta = 1), if the true value is h = 0, ...
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作者：SHI, XQ
摘要：This note studies the asymptotic behavior of the delete-d jackknife in the irregular case of a sample p-quantile, calculated from a sample of n iid r.v.'s. Two results are obtained: (a) an almost sure rate of convergence of the delete-d jackknife histogram to the normal distribution; (b) almost sure convergence of the delete-d jackknife variance estimate to the asymptotic variance of the sample p-quantile.
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作者：VANDERVAART, A
摘要：Given a sample of size n from a distribution P-lambda, one wants to estimate a functional psi(lambda) of the (typically infinite-dimensional) parameter lambda. Lower bounds on the performance of estimators can be based on the concept of a differentiable functional P-lambda --> psi(lambda). In this paper we relate a suitable definition of differentiable functional to differentiability of lambda --> dP-lambda-1/2 and lambda --> psi(lambda). Moreover, we show that regular estimability of a functi...
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作者：ELKRUNZ, SM; STUDDEN, WJ
作者单位：Purdue University System; Purdue University
摘要：A Bayesian version of Elfving's theorem is given for the c-optimality criterion with emphasis on the inherent geometry. Conditions under which a one-point design is Bayesian c-optimum are described. The class of prior precision matrices R for which the Bayesian c-optimal designs are supported by the points of the classical c-optimal design is characterized. It is proved that the Bayesian c-optimal design, for large n, is always supported by the same support points as the classical one if the n...
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作者：DICICCIO, T; HALL, P; ROMANO, J
作者单位：Australian National University
摘要：It is shown that, in a very general setting, the empirical likelihood method for constructing confidence intervals is Bartlett-correctable. This means that a simple adjustment for the expected value of log-likelihood ratio reduces coverage error to an extremely low O(n-2), where n denotes sample size. That fact makes empirical likelihood competitive with methods such as the bootstrap which are not Bartlett-correctable and which usually have coverage error of size n-1. Most importantly, our wor...
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作者：TJUR, T
摘要：For a given block design, an electrical network is constructed in which blocks and treatments are represented by points and observations by connections. This network has the property that the resistance between two points representing two different treatments is equal to the variance on the estimate of the corresponding treatment contrast in the usual additive block effect plus treatment effect model. This provides a simple tool for computation of contrast variances in many examples. Further a...
