摘要:

This paper presents stopping rules and associated estimators, with prescribed mean squared errors, of the regression parameters in stochastic regression modles. The construction makes fundamental use of the martingale structure of least squares estimates or their modifications. For one-dimensional regressors, the stopping rules imply stop as soon as the conditional variance of the underlying martingale exceeds some suitably chosen threshold. We how this idea can be modified for the case of multidimensional stochastic regressors.

ISSN:0747-4946    

DOI:10.1080/07474949508836330

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

In this paper it is shown that, under suitable regularity conditions, the discretized likelihood estimation procedure with a properly determined stopping rule is second order asymptotically efficient in the sense that the estimation procedure attains the Bhattacharyya type bound up to the second order

ISSN:0747-4946    

DOI:10.1080/07474949508836331

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Mathematically convenient models for a search can be based on a prior representation of the hidden objects and their values by a mixture of Poisson processes. In simple cases, we can find the corresponding Bayes procedures to maximise expected net gains, allowing for the cost of searching. More generally, optimal stopping rules for the search axe difficult to construct and evaluate. We also investigate a procedure based on the asymptotic behaviour of the system when the number of hidden objects is large. This is shown to provide a reasonably effective stopping rule over a wide range of conditions.

ISSN:0747-4946    

DOI:10.1080/07474949508836332

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Often, in dose-response studies, it is desirable to arrange treatments in a region defined by the unknown surface. We accomplish such arrangements using sequential designs that are functions of previous outcomes. Here, for a class of randomized up-and-down designs for dichotomous responses (e.g., toxicity/no toxicity) and predetermined sample size, distributional results for the total number of toxic responses are derived. These results are useful in selecting sequential design parameters and have obvious ethical implications.

ISSN:0747-4946    

DOI:10.1080/07474949508836333

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

k-step versions Mn(k)of studentized M-estimator Mnof location generated by various types of score functions are studied. The rate of approximation of Mnby Mn(k)(n → ∞, k fixed) is derived with the aid of the uniform asymptotic linearity results of three-parameters empirical M-processes. While the rate is considerably improved with increasing k for absolutely continuous score functions, it is improved very slowly for functions with jump-discontinuities where it can never be better than Op(n-1).

ISSN:0747-4946    

DOI:10.1080/07474949508836334

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

The problem of minimizing Egc(Zt) is considered asymptotically, where Z0,Z1,… is a perturbed random walk and gcare convex functions which are minimized at values that approach ∞ as c ↓ 0. It is shown that a first passage time is asymptotically optimal, and the boundary for this time is characterized in terms of gcand the limiting distribution of the excess over the boundary. Applications to change point problems and power one tests are presented.

ISSN:0747-4946    

DOI:10.1080/07474949508836335

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474949508836328

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor