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第二类区间删失下光滑泛函的渐近最优估计AI 解读

For a version of the interval censoring model, case 2, in which the observation intervals are allowed to be arbitrarily small, we consider estimation of functionals that are differentiable along Hellinger differentiable paths. The asymptotic information lower bound for such functionals can be represented as the squared $L_{2}$-norm of the canonical gradient in the observation space. This canonical gradient has an implicit expression as a solution of an integral equation that…

滞后回归残差与序列相关检验AI 解读

A new family of statistics is proposed to test for the presence of serial correlation in linear regression models. The tests are based on partial sums of lagged cross-products of regression residuals that define a class of interesting Gaussian processes. These processes are characterized in terms of regressor functions, the serial-correlation structure, the distribution of the noise process, and the order of the lag of the cross-products of residuals. It is shown that these…

相关离散随机变量的一般估计方法AI 解读

In this paper a method is presented to estimate correlated discrete random variables with known univariate distribution functions up to some parameters. We also present an empirical illustration on Dutch recreational data.

右删失数据中连续事件间隔时间分布的非参数估计AI 解读

In many follow-up studies, each subject can potentially experience a series of events, which may be repetitions of essentially the same event or may be events of entirely different natures. This paper provides a simple nonparametric estimator for the multivariate distribution function of the gap times between successive events when the follow-up time is subject to right censoring. The estimator is consistent and, upon proper normalisation, converges weakly to a zero-mean…

半参数选择偏差模型的最大似然估计及其艾滋病疫苗试验应用AI 解读

The following problem is treated: given s possibly selection biased samples from an unknown distribution function, and assuming that the sampling rule weight functions for each of the samples are mathematically specified up to a common unknown finite-dimensional parameter, how can we use the data to estimate the unknown parameters? We propose a simple maximum partial likelihood method for deriving the semiparametric maximum likelihood estimator. A discussion of assumptions…

最小维修模型的次序统计量性质、随机生成与拟合优度检验AI 解读

We present properties of statistics arising from the Block, Borges, and Savits age-dependent minimal repair model. These properties are analogous to the order statistic properties in homogeneous Poisson processes. These properties are exploited to obtain an algorithm for generating a realization from the minimal repair model, and for testing hypothesis concerning the initial distribution function or hazard function of the repair model.

条件分布函数的估计方法AI 解读

Motivated by the problem of setting prediction intervals in time series analysis, we suggest two new methods for conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent work on locally parametric techniques in density estimation. It produces distribution estimators that may be of arbitrarily high order but nevertheless always lie between 0 and 1. The second method involves an adjusted form of the…

基于加权经验生存函数与风险函数的删失中位数回归AI 解读

For median regression models that regress the median of the survival time or a transform thereof on the covariates, some semi-parametric estimators that include the intercept component are introduced when the survival time may be censored. These new median regression estimators do not require estimating the censoring distributions. They can be viewed as an extension of the sample median to the censored regression model. These estimators are based on some weighted empirical…

比较预期与实现结果：理论及收入变化应用AI 解读

Household surveys often elicit respondents' intentions or predictions of future outcomes. The survey questions may ask respondents to choose among a selection of (ordered) response categories. If panel data or repeated cross-sections are available, then predictions may be compared with realized outcomes. The categorical nature of the predictions data complicates this comparison, however. Generalizing previous findings on binary intentions data, we derive bounds on features…

利用子抽样预测空间累积分布函数AI 解读

The spatial cumulative distribution function (SCDF) is a random function that provides a statistical summary of a random field over a spatial domain of interest. In this article we develop a spatial subsampling method for predicting an SCDF based on observations made on a hexagonal grid, similar to the one used in the Environmental Monitoring and Assessment Program of the U.S. Environmental Protection Agency. We show that under quite general conditions, the proposed…

最小修复模型的次序统计性质、随机生成与拟合优度检验AI 解读

We present properties of statistics arising from the Block, Borges, and Savits age-dependent minimal repair model. These properties are analogous to the order statistic properties in homogeneous Poisson processes. These properties are exploited to obtain an algorithm for generating a realization from the minimal repair model, and for testing hypothesis concerning the initial distribution function or hazard function of the repair model.

分布函数平滑的带宽选择AI 解读

Several approaches can be made to the choice of bandwidth in the kernel smoothing of distribution functions. Recent proposals by Sarda (1993) and by Altman & Leger (1995) are analogues of the ‘leave-one-out’ and ‘plug-in’ methods which have been widely used in density estimation. In contrast, a method of crossvalidation appropriate to the smoothing of distribution functions is proposed. Selection of the bandwidth parameter is based on unbiased estimation of a mean integrated…

生存时间与终点标记变量联合分布的非参数估计AI 解读

SUMMARY In many applications, variables of interest are marks of the endpoint which are not observed when the survival time is censored. This paper focuses on nonparametric estimation of the joint distribution and summaries of survival time and mark variables. We establish a representation of the joint distribution function through the cumulative markspecific hazard function, which is analogous to the product integral representation of univariate survival function. We…

Wicksell 问题中的渐近有效估计AI 解读

We consider the classical Wicksell problem of estimating an unknown distribution function $G$of the radii of balls, based on their observed crosssections. It is assumed that the underlying distribution function$G$ belongs to a Hölder class of smoothness $\gamma >1/2$. We prove that, for a suitable choice of the smoothing parameters, kernel-type estimators are asymptotically efficient for a large class of symmetric bowl-shaped loss functions.

非参数反卷积的保序逆估计量AI 解读

A new nonparametric estimation procedure is introduced for the distribution function in a class of deconvolution problems, where the convolution density has one discontinuity. The estimator is shown to be consistent and its cube root asymptotic distribution theory is established. Known results on the minimax risk for the estimation problem indicate the estimator to be efficient.

中位数回归模型的自助法AI 解读

The least-absolute-deviations (LAD) estimator for a median-regression or censored median-regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective function. The smoothed estimator is asymptotically equivalent to the ordinary LAD estimator. With bootstrap critical values, the rejection probabilities of…

轮廓估计、集中函数与序约束下的最大似然密度估计AI 解读

Based on empirical Lévy-type concentration functions, a new graphical representation of the ML-density estimator under order restrictions is given. This representation generalizes the well-known representation of the Grenander estimator of a monotone density as the slope of the least concave majorant of the empirical distribution function to higher dimensions and arbitrary order restrictions. From the given representation it follows that a density estimator called…

Bootstrap 分位数的崩溃理论AI 解读

A general formula for computing the breakdown point in robustness for the $t$th bootstrap quantile of a statistic $T_n$ is obtained. The answer depends on $t$ and the breakdown point of $T_n$. Since the bootstrap quantiles are vital ingredients of bootstrap confidence intervals, the theory has implications pertaining to robustness of bootstrap confidence intervals. For certain $L$ and $M$ estimators, a robustification of bootstrap is suggested via the notion of Winsorization.

二元分位数平滑样条AI 解读

Summary It has long been recognized that the mean provides an inadequate summary whereas the set of quantiles can supply a more complete description of a sample. We introduce bivariate quantile smoothing splines, which belong to the space of bilinear tensor product splines, as nonparametric estimators for the conditional quantile functions in a two-dimensional design space. The estimators can be computed by using standard linear programming techniques and can further be used…

基于经验分布函数的两两序列独立性检验AI 解读

Summary Built on Skaug and Tjøstheim's approach, this paper proposes a new test for serial independence by comparing the pairwise empirical distribution functions of a time series with the products of its marginals for various lags, where the number of lags increases with the sample size and different lags are assigned different weights. Typically, the more recent information receives a larger weight. The test has some appealing attributes. It is consistent against all…

含离群值抽样调查的偏差校准估计AI 解读

Summary We discuss the problem of estimating finite population parameters on the basis of a sample containing representative outliers. We clarify the motivation for Chambers's bias-calibrated estimator of the population total and show that bias calibration is a key idea in constructing estimators of finite population parameters. We then link the problem of estimating the population total to distribution function or quantile estimation and explore a methodology based on the…

家庭批量购买情形下的食品支出估计AI 解读

The aim of this article is the estimation of annual food expenditures with limited information about bulk purchases with data from a Spanish household-budget survey for 1990-91. Three alternatives are compared. The first, currently used for official purposes, does not use all the information. The second uses all the available information in a rough way. The third assumes a formal model for the unknown frequency of purchases. The three alternatives are compared by a…

基于基尼系数的税收累进性指数推断检验AI 解读

Distribution-free statistical inference procedures for changes in Lorenz- and Gini-based indexes of tax progressivity are developed and applied. Related but distinct tests for the Reynolds-Smolensky index of residual progression and the Kakwani index of liability progression are provided. The inference procedures are illustrated by applying them to Luxembourg Income Study microdata for Sweden, the United Kingdom, and the United States before and after periods of tax reform.…

流动性指标的年龄曲线：西德收入的应用AI 解读

This paper develops a technique for estimating age-profiles of earnings mobility using conditional kernel density estimation and establishes their statistical properties. Both pointwise and simultaneous confidence intervals are derived. The paper then examines the age-profile of short-run earnings mobility in Germany between 1983 and 1993 using the Socio-Economic Panel data. It turns out that earnings mobility is significantly higher for young people than for elder ones.…