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部分线性模型中的半参数推断AI 解读

In a partial linear model, the dependence of a response variate Y on covariates (W, X$ is given by $$Y = W \beta + \eta(X) + \mathscr{E}$$ where $\mathscr{E}$ is independent of $(W, X)$ with densities g and f, respectively. In this paper an asymptotically efficient estimator of $\beta$ is constructed solely under mild smoothness assumptions on the unknown $\eta$, f and g, thereby removing the assumption of finite residual variance on which all least-squares-type estimators…

条件分位数的核估计与近邻估计AI 解读

Let $(X_1, Z_1), (X_2, Z_2), \ldots, (X_n, Z_n)$ be iid as $(X, Z), Z$ taking values in $R^1$, and for $0 < p < 1$, let $\xi_p(x)$ denote the conditional $p$-quantile of $Z$ given $X = x,$ i.e., $P(Z \leq \xi_p(x)\mid X = x) = p$. In this paper, kernel and nearest-neighbor estimators of $\xi_p(x)$ are proposed. In order to study the asymptotics of these estimates, Bahadur-type representations of the sample conditional quantiles are obtained. These representations are used to…

邻居数变化时k近邻密度与回归估计量的弱收敛及应用AI 解读

In both density and regression estimation problems, the $k$-nearest neighbor estimators with $k$ varying in an appropriate range, when transformed to continuous time stochastic processes, are shown to have a common limiting structure under the usual second-order smoothness conditions as the sample size tends to $\infty$. These results lead to asymptotic linear models in which BLUE's and suitably biased linear combinations are considered.

截断回归斜率的 K–S 型检验之理论依据AI 解读

A $K - S$ type statistic computed from sequential ranks has been proposed in the astrophysics literature for testing the slope of a truncated regression. There is an easy heuristic justification for the test in the nontruncated case, but it fails under truncation. This paper extends the heuristic justification to the truncated case and outlines a more complete proof of the asymptotic property.

截断回归斜率的非参数估计AI 解读

A nonparametric estimate $\beta^\ast$ is presented for the slope of a regression line $Y = \beta_0X + V$ subject to the truncation $Y \leq y_0$. This model is relevant to a cosmological controversy which concerns Hubble's Law in Astronomy. The estimate $\beta^\ast$ corresponds to the zero-crossing of a random function $S_n(\beta)$, which for each $\beta$ is a Mann-Whitney type of statistic designed to measure heterogeneity among the calculated residuals $Y - \beta X$. The…

未知位置参数下对称性的两种修正 Wilcoxon 检验AI 解读

Two modifications of the Wilcoxon test for symmetry about the sample median are proposed and their large sample distribution theory derived. Their Pitman efficacies against contamination in the right tail are obtained. Both the asymptotic results and a Monte Carlo study show that the procedures are more powerful than the Wilcoxon test about the median against many asymmetric alternatives while preserving its robustness of level shown by Antille & Kersting (1977).

二元剂量响应数据下狄利克雷过程的后验分布AI 解读

The posterior distribution of a Dirichlet process from $N$ quantal responses at $r$ dosage levels has been recognized by Antoniak as a mixture of Dirichlet processes. The purpose of this paper is to develop a systematic procedure for computing finite-dimensional distributions of such mixtures which can be equivalently expressed as multivariate beta distributions with random parameter vectors. It is shown that the sequence of random parameter vectors of the updated beta…

检测小幅变化的非参数控制图AI 解读

We consider sequential observation of independent random variables $X_1,\cdots, X_N$ whose distribution changes from $F$ to $G$ after the first $\lbrack N\theta \rbrack$ variables. The object is to detect the unknown change-point quickly without too many false alarms. A nonparametric control chart based on partial weighted sums of sequential ranks is proposed. It is shown that if the change from $F$ to $G$ is small, then as $N \rightarrow \infty$, the appropriately scaled…

回归分析中的一个不变性原理AI 解读

The sample paths of cumulative sums of induced order statistics obtained from $n$ independent two-dimensional random vectors, when appropriately normalized, converge weakly (as $n$ increases indefinitely) to the sum of a Brownian motion with time change and an integrated Brownian bridge which is independent of the Brownian motion. Applications in regression analysis are given.

诱导次序统计量标准化和的样本路径收敛AI 解读

The main result in this paper concerns the limiting behavior of normalized cumulative sums of induced order statistics obtained from $n$ independent two-dimensional random vectors, as $n$ increases indefinitely. By means of a Skorokhod-type embedding of these cumulative sums on Brownian Motion paths, it is shown that under certain conditions the sample paths of these normalized sums converge in a certain sense to a process obtained from the Brownian Motion by a…

若干序贯程序停止时间的渐近正态性AI 解读

Two problems of sequential estimation, viz. the estimation of the mean of a normal distribution with unknown variance and the estimation of a binomial proportion are studied as the cost per observation tends to 0. For the first problem the asymptotic distribution of the stopping time of a procedure due to Robbins (1959) is shown to be normal. For the second problem the stopping time of a modification of Wald's (1951) procedure is asymptotically normal when the parameter is…