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41.
RANDOM WEIGHTING APPROXIMATION IN LINEAR REGRESSION MODELS 总被引:1,自引:0,他引:1
石坚 《应用数学学报(英文版)》1996,12(2):137-143
RANDOMWEIGHTINGAPPROXIMATIONINLINEARREGRESSIONMODELSSHIJIAN(DepartmentofProbabilityandStatistics,PekingUniversity,Beijing1008... 相似文献
42.
Representation theorem and local asymptotic minimax theorem are derived for nonparametric estimators of the distribution function on the basis of randomly truncated data. The convolution-type representation theorem asserts that the limiting process of any regular estimator of the distribution function is at least as dispersed as the limiting process of the product-limit estimator. The theorems are similar to those results for the complete data case due to Beran (1977, Ann. Statist., 5, 400–404) and for the censored data case due to Wellner (1982, Ann. Statist., 10, 595–602). Both likelihood and functional approaches are considered and the proofs rely on the method of Begun et al. (1983, Ann. Statist., 11, 432–452) with slight modifications.Division of Biostatistics, School of Public Health, Columbia Univ. 相似文献
43.
分位点函数的光滑非参数估计的BAHADUR表示 总被引:1,自引:0,他引:1
文中对分位函数给出了具有更广泛应用的光滑分位估计,证明了该光滑分位估计的逐点和一致的Bahadur强表示定理;并由此结果推导了估计的重对数律,强逼近等深刻结果。 相似文献
44.
For a simple multivariate regression model, nonparametric estimation of the (vector of) intercept following a preliminary test on the regression vector is considered. Along with the asymptotic distribution of these estimators, their asymptotic bias and dispersion matrices are studied and allied efficiency results are presented. 相似文献
45.
Ramachandramurty Ponnapalli 《Journal of multivariate analysis》1975,5(2):278-281
Optimality of estimators of a vector parameter in terms of the probability of the estimators being contained in suitable region(s) around the parameter point is defined. Conditions under which optimal estimators in the usual senses are also optimal in the above sense are investigated. 相似文献
46.
Iterative Estimation of the Extreme Value Index 总被引:1,自引:0,他引:1
Samuel?MüllerEmail author Jürg?Hüsler 《Methodology and Computing in Applied Probability》2005,7(2):139-148
Let {Xn, n ≥ 1} be a sequence of independent random variables with common continuous distribution function F having finite and unknown upper endpoint. A new iterative estimation procedure for the extreme value index γ is proposed and one implemented iterative estimator is investigated in detail, which is asymptotically as good as the uniform minimum varianced unbiased estimator in an ideal model. Moreover, the superiority of the iterative estimator over its non iterated counterpart in the non asymptotic case is shown in a simulation study.AMS 2000 Subject Classification: 62G32Supported by Swiss National Science foundation. 相似文献
47.
Doksum Kjell 《中国科学A辑(英文版)》2004,47(1):114-127
Let f(x) be the density of a design variable X and m(x) = E[Y\X = x] the regression function. Then m(x) - G(x)/f(x), where G(x) = m(x)f(x). The Dirac δ-function is used to define a generalized empirical function Gn (x) for G(x) whose expectation equals G(x). This generalized empirical function exists only in the space of Schwartz distributions, so we introduce a local polynomial of order p approximation to Gn(.) which provides estimators of the function G(x) and its derivatives. The density f(x) can be estimated in a similar manner. The resulting local generalized empirical estimator (LGE) of m(x) is exactly the Nadaraya-Watson estimator at interior points when p = 1, but on the boundary the estimator automatically corrects the boundary effect. Asymptotic normality of the estimator is established. Asymptotic expressions for the mean squared errors are obtained and used in bandwidth selection. Boundary behavior of the estimators is investigated in details. We use Monte Carlo simulations to show that the 相似文献
48.
S.?IzumiyaEmail author D.?Pei M.?C.?Romero-Fuster M.?Takahashi 《Bulletin of the Brazilian Mathematical Society》2004,35(2):177-198
We introduce the notion of horospherical ridges for submanifolds of codimension 2 in hyperbolic n-space, and study some of their properties.*Work partially supported by DGCYT grant no. BFM2003-02037. 相似文献
49.
Fuqing Gao 《Journal of Theoretical Probability》2003,16(2):401-418
Let f
n
be the non-parametric kernel density estimator based on a kernel function K and a sequence of independent and identically distributed random variables taking values in
d
. It is proved that if the kernel function is an integrable function with bounded variation, and the common density function f of the random variables is continuous and f(x) 0 as |x| , then the moderate deviation principle and large deviation principle for
hold. 相似文献
50.
P. Kabaila 《Acta Appl Math》2003,78(1-3):185-192
We consider the problem of constructing a 1– upper confidence limit for the scalar parameter 0 in the presence of the nuisance parameter vector 0, when the data are discrete. The 'profile plug-in' upper confidence limit is introduced by Kabaila and Lloyd. This confidence limit is based on computing a P-value
from an estimator
of 0, replacing the nuisance parameter by the profile maximum likelihood estimate
for known, and equating to . Theoretical and numerical evidence for the good coverage properties of this confidence limit is presented by Kabaila and Lloyd. An upper confidence limit should be assessed not only by its coverage properties but also by how large this confidence limit is. We measure how large the profile plug-in upper limit is by using a large sample approximation to it. This large sample approximation is used to delineate further the good properties of this confidence limit. 相似文献