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Pitman 接近性准则意义下的 Stein 悖论
The dominance and related optimality properties of the usual Stein-rule or shrinkage estimators are typically developed for quadratic error loss functions. It is shown that under the classical Pitman closeness criterion the Stein-rule estimators possess a similar dominance property when the "closeness" measure is based on suitable quadratic norms.
利用独立性结构改进列联表概率估计
Estimation of the cell probabilities in a two-way contingency table is considered when it is plausible that the table might have an independence structure relating to the two traits. In a classical nonparametric setup, the unrestricted maximum likelihood estimators of the cell probabilities are the corresponding sample proportions; under the assumption of independence, the restricted estimators are the product of the respective row and column sample proportions. The latter…
利用独立结构改进列联表概率估计
Estimation of the cell probabilities in a two-way contingency table is considered when it is plausible that the table might have an independence structure relating to the two traits. In a classical nonparametric setup, the unrestricted maximum likelihood estimators of the cell probabilities are the corresponding sample proportions; under the assumption of independence, the restricted estimators are the product of the respective row and column sample proportions. The latter…
回归预检验后位置参数的非参数估计
For a simple regression model, the problem of estimating the intercept after a preliminary test on the regression coefficient is considered here. Some nonparametric procedures for this problem are formulated and their various asymptotic properties studied. Comparison with the conventional estimation procedures (for both the situations where the regression coefficient is treated as a nuisance parameter or not) has also been made.