摘要:

A characterization of admissible invariant quadratic estimators for linear combinations of variance components for mixed linear models is established.This allows us to construct for the balanced random, one–way ANOVA model, as well as for some other mixed linear models, admissible estimators which are also better than the best unbiased estimator with respect to the matrix risk function. Admissible estimators better than the best unbiased estimator may be used to construt admissible estimators which dominate the unbiased estimators for any parametric function of the variance components.

ISSN:0233-1888    

DOI:10.1080/02331888708802046

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

We consider the problem of estimating the mean squared error of prediction in the nonlinear regression case using the bootstrap and cross–validation approach.Emphasis is put on numerical economy in calculating the different estimates. For comparison,alterative proposals known from the literature are briefly discussed.Our in vestigation lead to the recommendation of some variants of bootstrap estimates.

ISSN:0233-1888    

DOI:10.1080/02331888708802047

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

GEBHARDT and HECKENDORFF [5] proposed an adaptive design for the linear regression problem and iillstrated its use by simulation .In this note we give an exact proof for their one–step adaptive design to be superior relatively to the A–optimal determinstic design with respect to some modified A–criterion.

ISSN:0233-1888    

DOI:10.1080/02331888708802048

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888708802049

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

Given a k–sample model indexed by one real parameter θ,the statistician's task is considered to estimate θ robustly when Nature may assign varying contamination to each sample subject to some overall average contamination. After determining the estimators which are asymptotically optimum for a fixed contamination, asymptotic minimax estimators. least favorable contaminations, and saddle points are derived for the contamination game. Different loss criteria are employed: asymptotic variance, confidence interval loss, mean squared error, and general non–negative, monotone, convex loss. The different kinds of contamination used are: constant(symmetric)∈–contamination in the variance case, and for the other loss criteria infinitesimal contamination of the types: HELLINGER, total variation, ∈–contamination.Minimax estimators for infinitesimal contamination are obtained by uniformly bounding the influence curves(∈–contamination, total variation) or their variance (HELLINGER). The existence of saddle points is shown quite generally, only for infinitesimal ∈– contamination depending on a proporrionality property of the minimax influence curve. In all cases, the least favorable contamination assignt largest contamination to the most informative samples.

ISSN:0233-1888    

DOI:10.1080/02331888708802050

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

In the paper, a sequence of equivariant estimators of location parameter which is asymptotically most bias–stable under nonidentically distributed disturbances in the metric of the KOLMOGOROV–LEVY type ,is constructed without any assumption about the location model. The sequence consists of properly chosen order statistics modified by adding a constant. Some examples of location models are considered.

ISSN:0233-1888    

DOI:10.1080/02331888708802051

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888708802052

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

Normed bivariate density funtions were introduced by HOEFFDING (1940/41). In the present paper estimators for normed bivariate ranks and on a FOURIER series expansion in LEGENDRE polynomials. The estimation of normed bivarate density functions under positive dependence is also described

ISSN:0233-1888    

DOI:10.1080/02331888708802053

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888708802054

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

Least squares estimation is shown to be strongly consistent for non–linear autoregressive processes. The use of KRONECKER'S lemma enables us to avoid any assumptions about integrability and stationarity of the underlying time series

ISSN:0233-1888    

DOI:10.1080/02331888708802055

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor