Pub Date : 2017-12-27DOI: 10.3103/S1066530718020011
Lingzhi Chen, Y. Davydov, N. Gribkova, R. Zitikis
{"title":"Estimating the Index of Increase via Balancing Deterministic and Random Data","authors":"Lingzhi Chen, Y. Davydov, N. Gribkova, R. Zitikis","doi":"10.3103/S1066530718020011","DOIUrl":"https://doi.org/10.3103/S1066530718020011","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"27 1","pages":"83 - 102"},"PeriodicalIF":0.5,"publicationDate":"2017-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530718020011","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46238871","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-10-16DOI: 10.1080/02331888.2019.1593987
E. Caron, S. Dede
We consider the usual linear regression model in the case where the error process is assumed strictly stationary.We use a result of Hannan, who proved a Central Limit Theorem for the usual least squares estimator under general conditions on the design and the error process.We show that for a large class of designs, the asymptotic covariance matrix is as simple as in the independent and identically distributed (i.i.d.) case.We then estimate the covariance matrix using an estimator of the spectral density whose consistency is proved under very mild conditions.
{"title":"Asymptotic Distribution of Least Squares Estimators for Linear Models with Dependent Errors: Regular Designs","authors":"E. Caron, S. Dede","doi":"10.1080/02331888.2019.1593987","DOIUrl":"https://doi.org/10.1080/02331888.2019.1593987","url":null,"abstract":"We consider the usual linear regression model in the case where the error process is assumed strictly stationary.We use a result of Hannan, who proved a Central Limit Theorem for the usual least squares estimator under general conditions on the design and the error process.We show that for a large class of designs, the asymptotic covariance matrix is as simple as in the independent and identically distributed (i.i.d.) case.We then estimate the covariance matrix using an estimator of the spectral density whose consistency is proved under very mild conditions.","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"27 1","pages":"268-293"},"PeriodicalIF":0.5,"publicationDate":"2017-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/02331888.2019.1593987","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47664398","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-09-23DOI: 10.3103/S1066530717030024
A. Schick, Y. Zhu
{"title":"Efficient estimation of the error distribution in a varying coefficient regression model","authors":"A. Schick, Y. Zhu","doi":"10.3103/S1066530717030024","DOIUrl":"https://doi.org/10.3103/S1066530717030024","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"176-195"},"PeriodicalIF":0.5,"publicationDate":"2017-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530717030024","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43349812","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-09-19DOI: 10.3103/S1066530717040032
C. Marteau, T. Sapatinas
{"title":"Minimax signal detection under weak noise assumptions","authors":"C. Marteau, T. Sapatinas","doi":"10.3103/S1066530717040032","DOIUrl":"https://doi.org/10.3103/S1066530717040032","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"282 - 298"},"PeriodicalIF":0.5,"publicationDate":"2017-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530717040032","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43016508","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-07-01DOI: 10.1080/10485252.2018.1429608
A. Schick, Y. Zhu
It is shown that the weighted residual-based estimator of Schick, Zhu, and Du (2017) is efficient in some special cases and can be made to be efficient by adding a stochastic correction term. The efficiency is shown by deriving the efficient influence function and establishing a uniform stochastic expansion with this influence function. The correction term relies on estimators of the score function for the errors and other characteristics of the model.
{"title":"Efficient estimation of the error distribution in a varying coefficient regression model","authors":"A. Schick, Y. Zhu","doi":"10.1080/10485252.2018.1429608","DOIUrl":"https://doi.org/10.1080/10485252.2018.1429608","url":null,"abstract":"It is shown that the weighted residual-based estimator of Schick, Zhu, and Du (2017) is efficient in some special cases and can be made to be efficient by adding a stochastic correction term. The efficiency is shown by deriving the efficient influence function and establishing a uniform stochastic expansion with this influence function. The correction term relies on estimators of the score function for the errors and other characteristics of the model.","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"176 - 195"},"PeriodicalIF":0.5,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10485252.2018.1429608","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41438267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-07-01DOI: 10.3103/S106653071703005X
L. K. Patra, S. Kumar
{"title":"Classes of improved estimators for parameters of a Pareto distribution","authors":"L. K. Patra, S. Kumar","doi":"10.3103/S106653071703005X","DOIUrl":"https://doi.org/10.3103/S106653071703005X","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"43 1","pages":"226 - 235"},"PeriodicalIF":0.5,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S106653071703005X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69418839","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-05-24DOI: 10.3103/S1066530718010015
Odalric-Ambrym Maillard
{"title":"Boundary Crossing Probabilities for General Exponential Families","authors":"Odalric-Ambrym Maillard","doi":"10.3103/S1066530718010015","DOIUrl":"https://doi.org/10.3103/S1066530718010015","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"27 1","pages":"1 - 31"},"PeriodicalIF":0.5,"publicationDate":"2017-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530718010015","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45347901","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-04-03DOI: 10.3103/S106653071904001X
M. Tsai
{"title":"Admissibility of Invariant Tests for Means with Covariates","authors":"M. Tsai","doi":"10.3103/S106653071904001X","DOIUrl":"https://doi.org/10.3103/S106653071904001X","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"28 1","pages":"243 - 261"},"PeriodicalIF":0.5,"publicationDate":"2017-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S106653071904001X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44064466","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-04-01DOI: 10.3103/S1066530717020016
清水 優祐, Y. Shimizu
{"title":"Moment convergence in regularized estimation under multiple and mixed-rates asymptotics","authors":"清水 優祐, Y. Shimizu","doi":"10.3103/S1066530717020016","DOIUrl":"https://doi.org/10.3103/S1066530717020016","url":null,"abstract":"","PeriodicalId":46039,"journal":{"name":"Mathematical Methods of Statistics","volume":"26 1","pages":"81 - 110"},"PeriodicalIF":0.5,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.3103/S1066530717020016","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41534434","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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