摘要:

We assume a nonparametric model with heteroscedastic error structure and consider pointwise confidence intervals for the mean. We construct them by using quantiles from a Cornish‐Fisher expansion and from the wild bootstrap distribution, with as well as without a subsequent bias correction. It turns out that pure undersmoothing, where the full smoothness is used by the initial estimator, outperforms the method with a subsequent bias correction.

ISSN:0233-1888    

DOI:10.1080/02331889708802572

出版商:Taylor & Francis Group    

年代:1997

数据来源: Taylor

摘要:

Moments of arbitrary order are obtained and expansions of the distribution and density functions of the maximum likelihood estimator of the mean structure in the Growth Curve model are considered. Results are given for expansions of arbitrary order. The results are obtained with the help of normally distributed variables and inverted Wishart variables.

ISSN:0233-1888    

DOI:10.1080/02331889708802573

出版商:Taylor & Francis Group    

年代:1997

数据来源: Taylor

摘要:

Let (X1,θ1), (X2, θ2), … ,(XN, θN), (XN+ 1, θN+ 1) be independent random vectors with each θidistributed according to some unknown prior densityg. Given θi, let Xihave the conditional density qi(xθi), i = 1, … ,N+ 1. In each pair the first component is observable, but the second is not. The objective is to estimate a known function b(θN+ 1) of θN+ 1

ISSN:0233-1888    

DOI:10.1080/02331889708802574

出版商:Taylor & Francis Group    

年代:1997

数据来源: Taylor

摘要:

Motivated by the attractive features of robust priors and MML (modified maximum likelihood) estimators, we develop MML estimators and HPD (highest posterior density) estimators of the location and scale parameters of gamma distribution family which represents a wide class of skew distributions. We show that the proposed estimators have desirable properties. This paper is a sequel to an earlier paper (Bian and Tiku 1995) which deals with a family of symmetric distributions (Studentt).

ISSN:0233-1888    

DOI:10.1080/02331889708802575

出版商:Taylor & Francis Group    

年代:1997

数据来源: Taylor

摘要:

In recent papers a concept called vertical density representation was derived from the well-known Box-Muller method for generating normally distributed deviates. In this paper we show that this method may be regarded as one particular solution to a density composition equation. We then derive a second such solution. We also illustrate an extension of the method to certain normal-like densities.

ISSN:0233-1888    

DOI:10.1080/02331889708802576

出版商:Taylor & Francis Group    

年代:1997

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331889208802571

出版商:Gordon & Breach Sceince Publishers    

年代:1997

数据来源: Taylor