Applying Asymptotic Shapes to Nonexponential Families.
Reads0
Chats0
TLDR
In this paper, Fortus' generalization of asymptotic shapes of optimal testing regions for composite hypotheses does away with the restriction to exponential families originally imposed by us, and suggests some improvements that may be crucial for its practical applicability to parametric problems, and point out its shortcomings for nonparametric ones.Abstract:
: Fortus' generalization (1979) of asymptotic shapes of optimal testing regions for composite hypotheses does away with the restriction to exponential families originally imposed by us (1962). Here we survey his work critically, and suggest some improvements that may be crucial for its practical applicability to parametric problems, and point out its shortcomings for nonparametric ones. (Author)read more
Citations
More filters
Journal ArticleDOI
On the Choice of a Model to Fit Data from an Exponential Family
TL;DR: In this article, the problem of choosing the best model to fit the observations, with some penalty for choosing models with dimensions which are too large, was studied for the case where the models are curved manifolds.
Journal ArticleDOI
Pricing Weather Derivatives
TL;DR: In this article, a general method for pricing weather derivatives is presented, based on a mean-reverting Brownian motion process with discrete jumps and autoregressive conditional heteroscedastic errors.
Journal ArticleDOI
Long-Term Cigarette Smoking Trajectories Among HIV-Seropositive and Seronegative MSM in the Multicenter AIDS Cohort Study
Wajiha Z. Akhtar-Khaleel,Robert L. Cook,Steve Shoptaw,Pamela J. Surkan,Linda A. Teplin,Ron Stall,Rebecca J. Beyth,Rebecca J. Beyth,Todd M. Manini,Michael Plankey +9 more
TL;DR: The overall decrease of smoking as shown by trajectory groups is consistent with the national trend, and characteristics associated with smoking group trajectory membership should be considered in the development of targeted smoking cessation interventions among MSM and people living with HIV.
Journal ArticleDOI
Development and Validation of an Item Bank for Depression Screening in the Chinese Population Using Computer Adaptive Testing: A Simulation Study.
TL;DR: This study developed a computer adaptive testing for depression (CAT-Depression) from a Chinese sample that had acceptable and reasonable marginal reliability, criterion-related validity, and sensitivity and specificity.
Journal ArticleDOI
Minimum Description Length approach for unsupervised spectral unmixing of multiple interfering gas species
TL;DR: It is shown that such spectral unmixing can be efficiently achieved using information criteria derived from the Minimum Description Length (MDL) principle, outperforming standard information criteria such as AICc or BIC.
References
More filters
Journal ArticleDOI
Asymptotic Shapes of Bayes Sequential Testing Regions
TL;DR: In this paper, the large-sample limiting shapes of the Bayes sequential testing regions of composite hypotheses are found explicityly, and the result obtained is related to the Sequential Probability Ratio Test in the same way taht the likelihood ratio statistic for composite hypotheses for simple hypotheses.
Journal ArticleDOI
Nearly-optimal sequential tests for finitely many parameter values
TL;DR: In this article, the authors combine one-sided sequential probability ratio tests (SPRTs) for binomial decision problems with error probability constraints to minimize the expected sample sizes to within o(1) asymptotically.
Journal ArticleDOI
Integrated Risk of Asymptotically Bayes Sequential Tests
TL;DR: In this article, the authors consider the problem of constructing sequential procedures that are asymptotically Bayes as the cost per observation, c, approaches zero and are definable by a simple rule: continue sampling until the a posteriori risk of stopping is less than a fixed positive number.