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51.
Summary Consider estimating the mean vector from dataN
n
(,
2
I) withl
q
norm loss,q1, when is known to lie in ann-dimensionall
p
ball,p(0, ). For largen, the ratio of minimaxlinear risk to minimax risk can bearbitrarily large ifp
. Obvious exceptions aside, the limiting ratio equals 1 only ifp=q=2. Our arguments are mostly indirect, involving a reduction to a univariate Bayes minimax problem. Whenp, simple non-linear co-ordinatewise threshold rules are asymptotically minimax at small signal-to-noise ratios, and within a bounded factor of asymptotic minimaxity in general. We also give asymptotic evaluations of the minimax linear risk. Our results are basic to a theory of estimation in Besov spaces using wavelet bases (to appear elsewhere). 相似文献
52.
M. S. Ginovian 《Probability Theory and Related Fields》1994,100(3):395-406
Summary A central limit theorem for Toeplitz type quadratic functionals of a stationary Gaussian processX(t),t, is proved, generalizing the result of Avram [1] for discrete time processes. The result is applied to the problem of nonparametric estimation of linear functionals of an unknown spectral density function. We give some upper bounds for the minimax mean square risk of the nonparametric estimators, similar to those by Ibragimov and Has'minskii [12] for a probability density function. 相似文献
53.
Yoshinobu Kamishima 《Annals of Global Analysis and Geometry》1994,12(1):261-289
A strictly pseudoconvex pseudo-Hermitian manifoldM admits a canonical Lorentz metric as well as a canonical Riemannian metric. Using these metrics, we can define a curvaturelike function 62lq2671/xxlarge923.gif" alt="Lambda" align="BASELINE" BORDER="0"> onM. AsM supports a contact form, there exists a characteristic vector field 62lq2671/xxlarge958.gif" alt="xgr" align="MIDDLE" BORDER="0"> dual to the contact structure. If 62lq2671/xxlarge958.gif" alt="xgr" align="MIDDLE" BORDER="0"> induces a local one-parameter group ofCR transformations, then a strictly pseudoconvex pseudo-Hermitian manifoldM is said to be a standard pseudo-Hermitian manifold. We study topological and geometric properties of standard pseudo-Hermitian manifolds of positive curvature 62lq2671/xxlarge923.gif" alt="Lambda" align="BASELINE" BORDER="0"> or of nonpositive curvature 62lq2671/xxlarge923.gif" alt="Lambda" align="BASELINE" BORDER="0">. By the definition, standard pseudo-Hermitian manifolds are calledK-contact manifolds by Sasaki. In particular, standard pseudo-Hermitian manifolds of constant curvature 62lq2671/xxlarge923.gif" alt="Lambda" align="BASELINE" BORDER="0"> turn out to be Sasakian space forms. It is well known that a conformally flat manifold contains a class of Riemannian manifolds of constant curvature. A sphericalCR manifold is aCR manifold whose Chern-Moser curvature form vanishes (equivalently, Weyl pseudo-conformal curvature tensor vanishes). In contrast, it is emphasized that a sphericalCR manifold contains a class of standard pseudo-Hermitian manifolds of constant curvature 62lq2671/xxlarge923.gif" alt="Lambda" align="BASELINE" BORDER="0"> (i.e., Sasakian space forms). We shall classify those compact Sasakian space forms. When 62lq2671/xxlarge923.gif" alt="Lambda" align="BASELINE" BORDER="0">62lq2671/xxlarge8804.gif" alt="le" align="MIDDLE" BORDER="0">0, standard pseudo-Hermitian closed aspherical manifolds are shown to be Seifert fiber spaces. We consider a deformation of standard pseudo-Hermitian structure preserving a sphericalCR structure.Dedicated to Professor Sasao Seiya for his sixtieth birthday 相似文献
54.
Considered are modifications of a rank test of randomness for the one- and multi-dimensional regular design cases as well as for the one- and multi-dimensional random design cases. The null hypothesis is that all observations are independent and identically distributed. The main result is the proof of consistency of the test in each of the above cases against two general alternatives.Alternative 1: there exists a pairwise disjoint partion U
i
=1
m
D
i
=D, where D d1, is a bounded domain inside which one makes observations, such that (1) if an observation point falls insideD
i
, then the corresponding observed value is the realization of a random variable i
i = l,...,m; (2) there exists an ordering % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamXvP5wqonvsaeHbfv3ySLgzaGqbaiab-Tha7jabe67a4Hqbdiab% +LgaPnaaBaaaleaacaWGRbaabeaakiab-1ha9naaDaaaleaacaWGRb% Gaeyypa0JaaGymaaqaaiaad2gaaaaaaa!4C2D!\[\{ \xi i_k \} _{k = 1}^m \], where % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaaaaa!454D!\[\xi i_k \] is stochastically smaller than % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaakmaaBaaaleaacqGHRaWkcaaIXaaabeaakiaacY% cacaWGRbGaeyypa0JaaGymaiaacYcacaGGUaGaaiOlaiaac6cacaGG% SaGaamyBaiabgkHiTiaaigdaaaa!509B!\[\xi i_k _{ + 1} ,k = 1,...,m - 1\], (3) the partition is independent of the number of observation points. Note thatm, this ordering, and the sets D
i
are not known a priori: one tests only for the existence of such a partition. Note also that in the one-dimensional case the initial sequence need not be stochastically monotone under the alternative.Alternative 2: there exists an arbitrary asymptotically continuous trend in location. Asymptotically continuous means that the trend converges to some continuous, not identically constant function as the number of data points goes to infinity. This function need not be monotone.A numerical example illustrating the use of the obtained results for image analysis (edge detection) is presented. 相似文献
55.
B. Gyires 《Periodica Mathematica Hungarica》1978,9(1-2):109-113
This paper contains applications of theorems of [1] for quadratic statistics which have constant regression on linear statistics. Two theorems are proved. The first is a sufficient condition which assumes that the characteristic function of a sample is an entire function. The second gives a new characterization of the normal distribution. 相似文献
56.
Shie-Shien Yang 《Annals of the Institute of Statistical Mathematics》1981,33(1):463-470
Summary Let (X
1,Y
1), (X
2,Y
2),…, (X
n,Y
n) be i.i.d. as (X, Y). TheY-variate paired with therth orderedX-variateX
rn is denoted byY
rn and terms the concomitant of therth order statistic. Statistics of the form
are considered. The asymptotic normality ofT
n is established. The asymptotic results are used to test univariate and bivariate normality, to test independence and linearity
ofX andY, and to estimate regression coefficient based on complete and censored samples. 相似文献
57.
Osvaldo Marrero 《Aequationes Mathematicae》1977,16(3):195-220
This work is an attempt to give a complete survey of all known results about pseudo (v, k, )-designs. In doing this, the author hopes to bring more attention to his conjecture given in Section 6; an affirmative answer to this conjecture would settle completely the existence and construction problem for a pseudo (v, k, )-design in terms of the existence of an appropriate (v, k, )-design. 相似文献
58.
Arthur Cohen 《Journal of multivariate analysis》1977,7(3):454-460
Let Ui = (Xi, Yi), i = 1, 2,…, n, be a random sample from a bivariate normal distribution with mean μ = (μx, μy) and covariance matrix . Let Xi, i = n + 1,…, N represent additional independent observations on the X population. Consider the hypothesis testing problem H0 : μ = 0 vs. H1 : μ ≠ 0. We prove that Hotelling's T2 test, which uses (Xi, Yi), i = 1, 2,…, n (and discards Xi, i = n + 1,…, N) is an admissible test. In addition, and from a practical point of view, the proof will enable us to identify the region of the parameter space where the T2-test cannot be beaten. A similar result is also proved for the problem of testing μx ? μy = 0. A Bayes test and other competitors which are similar tests are discussed. 相似文献
59.
Ab initio gradient calculations were performed on BF3 and BCl3 to evaluate the 62j6p2276634018/xxlarge960.gif" alt="pgr" align="BASELINE" BORDER="0">-contribution in these compounds. The influence of the basis set on the results is studied for borontrifluoride. For the chlorine compound the 62j6p2276634018/xxlarge960.gif" alt="pgr" align="BASELINE" BORDER="0">-contribution is smaller than for the fluorine compound. 相似文献
60.
M. A. Sanz N. Granizo M. Gradzielski M. M. Rodrigo M. Valiente 《Colloid and polymer science》2005,283(6):646-652
We have made a comparative study between the micellar regions of the octyl 62cnxnptl4xaxa/xxlarge946.gif" alt="beta" align="MIDDLE" BORDER="0">-d-glucoside (OG)–tetraethylene glycol monododecyl ether and the OG–poly(ethylene glycol) 20,000 systems by means of surface tension and viscosimetric measurements. The incorporation of the tetraethylene glycol monododecyl ether nonionic surfactant in the OG micelles decreases the critical micelle concentration, whereas the presence of polymer increases it. The nonionic surfactant mixture exhibits nonideal mixing behaviour. The data fit to Rubingh62cnxnptl4xaxa/xxlarge8217.gif" alt="rsquo" align="BASELINE" BORDER="0">s treatment with a 62cnxnptl4xaxa/xxlarge946.gif" alt="beta" align="MIDDLE" BORDER="0"> value of –5.1, which implies a modest attraction between both surfactants. The surfactant–poly(ethylene glycol) 20,000 system does not form mixed micelles. The incorporation of polymer increases the critical micelle concentration of the surfactant. The viscosity for the surfactant–polymer system is higher than that for the pure polymer, demonstrating a surfactant-induced structuring. 相似文献