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作者：SCHUMAKER, LL
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作者：CSISZAR, I
摘要：An attempt is made to determine the logically consistent rules for selecting a vector from any feasible set defined by linear constraints, when either all n-vectors or those with positive components or the probability vectors are permissible. Some basic postulates are satisfied if and only if the selection rule is to minimize a certain function which, if a prior guess is available, is a measure of distance from the prior guess. Two further natural postulates restrict the permissible distances ...
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作者：HECKMAN, NE; WOODROOFE, M
作者单位：University of Michigan System; University of Michigan
摘要：One observes n data points, (t(i), Y(i)), with the mean of Y(i), conditional on the regression function f, equal to f(t(i)). The prior distribution of the vector f = (f(t1),..., f(t(n)))t is unknown, but ties in a known class-OMEGA. An estimator, f, of f is found which minimizes the maximum E parallel-to f - f parallel-to 2. The maximum is taken over all priors in OMEGA and the minimum is taken over linear estimators of f. Asymptotic properties of the estimator are studied in the case that t(i...
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作者：NAGARAJ, NK; FULLER, WA
作者单位：Iowa State University
摘要：Least squares estimators of the parameters of a linear time series model, where the parameters are constrained by a set of nonlinear restrictions, are studied. The model may contain lags of the dependent variable as regressors and the sums of squares of the explanatory variables may grow at different rates as the sample size increases. The estimation procedures can be applied to a regression model with an error process that satisfies either a stationary or a nonstationary autoregression.
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作者：THOMASAGNAN, C
作者单位：Universite de Toulouse; Universite Toulouse 1 Capitole
摘要：Some relationships have been established between unbiased linear predictors of processes, in signal and noise models, minimizing the predictive mean square error and some smoothing spline functions. We construct a new family of multidimensional splines adapted to the prediction of locally homogeneous random fields, whose m-spectral measure (to be defined) is absolutely continuous with respect to Lebesgue measure and satisfies some minor assumptions. By considering partial splines, one may incl...
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作者：OKAMOTO, I; AMARI, S; TAKEUCHI, K
摘要：Sequential estimation continues observations until the observed sample satisfies a prescribed criterion. Its properties are superior on the average to those of nonsequential estimation in which the number of observations is fixed a priori. A higher-order asymptotic theory of sequential estimation is given in the framework of geometry of multidimensional curved exponential families. This gives a design principle of the second-order efficient sequential estimation procedure. It is also shown tha...
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作者：YAJIMA, Y
摘要：We consider asymptotic properties of the least squares estimator (LSE) in a regression model with long-memory stationary errors. First we derive a necessary and sufficient condition that the LSE be asymptotically efficient relative to the best linear unbiased estimator (BLUE). Then we derive the asymptotic distribution of the LSE under a condition on the higher-order cumulants of the white-noise process of the errors.
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作者：OWEN, A
摘要：Empirical likelihood is a nonparametric method of inference. It has sampling properties similar to the bootstrap, but where the bootstrap uses resampling, it profiles a multinomial likelihood supported on the sample, Its properties in i.i.d. settings have been investigated in works by Owen, by Hall and by DiCiccio, Hall and Romano. This article extends the method to regression problems. Fixed and random regressors are considered, as are robust and heteroscedastic regressions. To make the exten...
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作者：RITOV, Y; GILULA, Z
摘要：The RC model has been proposed as a model for ordered contingency tables. It involves parametric scores that are assigned to the rows and columns of the table so that these scores reflect the ordinality of the row and column categories. Efficient estimation of these parameters subject to order constraints remained an open problem mainly due to severe difficulties in computing these estimates and difficulties in deriving an appropriate asymptotic goodness-of-fit test. A nonstandard yet very sim...
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作者：KHAN, RA
摘要：Let {X(n), n greater-than-or-equal-to 1} be a sequence of random variables and let P-theta be a probability measure under which (X1, ..., X(n)) have joint pdf's f(n)(X1,..., X(n),theta)= L(n)(theta), n greater-than-or-equal-to 1. Suppose u(n) = u(n)(X1,..., X(n)), n greater-than-or-equal-to 1, are statistics such that (u(n) - c)(L(n)(theta') - L(n)(theta)) greater-than-or-equal-to 0, for all inverted A (X1,...,X(n)) n greater-than-or-equal-to 1, for some constant c = c(theta, theta'), theta no...
