Showing papers in "Journal of Statistical Planning and Inference in 2003"

TL;DR: In this article, the authors proved a Berry-Esseen bound Δ n ⩽400d 1/4 β/n, where β is the identity covariance of a random vector with values in R d.

TL;DR: A version of HOPACH is implemented which optimizes a measure of clustering strength, such as average silhouette, at each partitioning and collapsing step, and to visualize the clusters at any level of the tree by plotting the distance matrix corresponding with an ordering of the clusters and an order of elements within the clusters.

TL;DR: In this article, the authors present a procedure for obtaining confidence intervals and tests for a single lognormal mean using the ideas of generalized p-values and generalized confidence intervals. But the procedure is computationally very involved.

TL;DR: In this paper, the authors provide simple methods for constructing new families of spatio-temporal stationary covariance models from purely spatial (or purely temporal) stationary models, including the Heine family and the Whittle-Matern family.

TL;DR: In this article, a method based on bootstrap samples is proposed to measure the accuracy of the proposed empirical Bayes (EB) estimator of a small-area characteristic and a simple approximation of the method which does not require any bootstrap simulation is also proposed.

TL;DR: Full Bayesian inference is described for generalised linear models where uncertainty exists about the structure of the linear predictor, the linear parameters and the link function and an efficient reversible jump Markov chain Monte-Carlo algorithm is proposed for calculating posterior summaries.

TL;DR: The authors showed that BIC can fail to be asymptotically consistent in the sense that it is not an adequate approximation to Bayes factors under certain conditions and developed new approximations to BIC that are valid for the situation considered in Stone (1979) and discuss related issues of consistency.

TL;DR: In this article, regression quantiles are used to detect the dependence on the covariates in the lower and upper tails of the response distribution in linear model problems with univariate response.

TL;DR: This article reviews some approaches to model checking and applies posterior predictive model checking to a hierarchical normal–normal model analysis of data from educational testing experiments in eight schools, and carries out a simulation study to investigate the difficulties in model checking for hierarchical models.

TL;DR: In this paper, a multi-level Poisson model with covariates is developed, and estimating functions are used to estimate model parameters as in Lahiri and Maiti (University of Nebraska Technical Report, 2000).

TL;DR: In this paper, it was shown that the pdf of simple (gap size one) spacings D k,n (1), k=1,2,…,n−m is also log convex.

TL;DR: Lower bounds for breakdown points of trimmed likelihood estimators in a general setup are expressed by the fullness parameter of Vandev (Statist. Probab. 16 (1993) 117) and results of Neykov (Statistics 32 (1998) 111) are extended as mentioned in this paper.

TL;DR: An additivity property between embedded submodels shows that the selection procedure is equivalent to select the submodel with the smallest number of covariates which has a sufficient explanatory power.

TL;DR: In this article, two smooth nonparametric conditional median predictors, based on double kernel and local constant kernel methods, are defined for time series, and consistency and asymptotic normality are obtained for both of them.

TL;DR: In this paper, locally D-and c-optimal designs for exponential decay models with one to three parameters were derived analytically, and the invariance of optimal designs to reparametrization was discussed and examples of Bayesian optimal designs were also provided.

TL;DR: The full Bayesian significance test (FBST) for precise hypotheses is presented, with some illustrative applications in this paper, where the authors discuss some of the theoretical properties of the FBST, and provide an invariant formulation for coordinate transformations, provided a reference density has been established.

TL;DR: In this article, the authors define estimators of reliability and availability of such systems and show that they are uniformly strongly consistent and that each of them converges weakly to a normal random variable.

TL;DR: In this paper, the authors proposed a new method to construct the design which does not have the bias even when the statistical model is misspecified, where the distribution of the independent variable is appropriately chosen from among the continuous designs so as to decrease the integrated mean square error (IMSE) of the fitted values.

TL;DR: A frequentist's alternative to the recently developed hierarchical Bayes methods for small-area estimation using generalized linear mixed models, in which the asymptotic behavior of the relative savings loss demonstrates the superiority of the proposed EBP over the usual small area proportion.

TL;DR: The increase of the moments of the discriminant function induced by the curse-of-dimensionality is shown together with the effect of the threshold-based feature selection, which makes it possible to express the overall error probability in a closed form and view it as a function of a given threshold of selection.

TL;DR: In this paper, a systematical procedure for the construction of multi-level supersaturated designs is presented, which is based on the fact that one can induce an E (d 2 )-optimal factorial design (saturated or supersaturated) from a resolvable balanced incomplete block design.

TL;DR: In this article, the existence of n-dimensional tables with (n−1)-dimensional marginal totals has been shown to be non-trivial in all cases to three or higher dimensions, and it is shown that ill-behaved examples are ubiquitous and consequently not mathematical anomalies.

TL;DR: In this article, the authors derived recurrence relations for moments of generalized order statistics within a class of doubly truncated distributions, including Weibull, Rayleigh and Pareto distributions.

TL;DR: In this article, a weighted-average estimator of the endpoints of a credible interval which mimics this Rao-Blackwellized construction is presented. But it is not yet used in the calculation of credible intervals.

TL;DR: In this paper, higher-order approximations for a smoothing-based model specification test were derived and the formal Edgeworth distributional approximation valid to a third order.

TL;DR: Easy, preliminary checks in which these assessments can often be avoided may prove useful for outlier detection in normal models are found.

TL;DR: This paper investigates conditions for propriety of the proposed priors for the class of GLMMs and shows that they are proper under some very general conditions and examines recent computational methods for performing Gibbs sampling for this class of models.

TL;DR: This work proposes a novel approach, based on mixtures of products of Dirichlet process priors, that provides a formal inferential tool to compare the explanatory power of each covariate, in terms of the marginal likelihood attached to the induced partitions of the observations.

TL;DR: In this article, a generalized bootstrap technique for estimators obtained by minimizing functions that are convex in the parameter is introduced, and the consistency of these schemes via representation theorems is established.

TL;DR: In this paper, the authors present an extension of several existing procedures for additive models when the link is the identity, including estimation of all component functions and their derivatives, testing functional forms and in particular variable selection.