Javier Rojo, ed., Optimality: The Second Erich L. Lehmann Symposium (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006)

Optimality: The Second Erich L. Lehmann Symposium, May 19–22, 2004, Rice University

Editor: Javier Rojo

Lecture Notes--Monograph Series, Number 49
Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006.
339 pp.

Abstract:

The volume presents a collection of refereed papers dealing with the issue of optimality in several areas including: multiple testing, transformation models, competing risks, regression trees, density estimation, copulas, and robustness.

Subjects:

Mathematical optimization -- Congresses
Estimation theory -- Congresses
Mathematical analysis -- Congresses
62-06 (primary)
00B25 (secondary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1196283943
ISBN:0-940600-66-9
Mathmatical Reviews number (MathSciNet): MR2118557
Zentralblatt Math Identifier: 1113.62002

Title and Copyright Pages

Table of Contents

iii-iv

Brief history of the Lehmann Symposia: Origins, goals and motivation

Javier Rojo; v-vi

List of Contributors

viii

Symposium Program

ix-xi

List of Participants

xiii-xviii

Acknowledgment

xix

Testing

On likelihood ratio tests

Erich L. Lehmann; 1-8

Student’s t-test for scale mixture errors

Gábor J. Székely; 9-15

Multiple Testing

Recent developments towards optimality in multiple hypothesis testing

Juliet Popper Shaffer; 16-32

On stepdown control of the false discovery proportion

Joseph P. Romano, and Azeem M. Shaikh; 33-50

An adaptive significance threshold criterion for massive multiple hypotheses testing

Cheng Cheng; 51-76

Philosophy

Frequentist statistics as a theory of inductive inference

Deborah G. Mayo, and D. R. Cox; 77-97

Where do statistical models come from? Revisiting the problem of specification

Aris Spanos; 98-119

Transformation Models, Proportional Hazards

Modeling inequality and spread in multiple regression

Rolf Aaberge, Steinar Bjerve, and Kjell Doksum; 120-130

Estimation in a class of semiparametric transformation models

Dorota M. Dabrowska; 131-169

Bayesian transformation hazard models

Joseph G. Ibrahim, and Gousheng Yin; 170-182

Copulas and Decoupling

Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series

Victor H. de la Peña, Rustam Ibragimov, and Shaturgun Sharakhmetov; 183-209

Regression Trees

Regression tree models for designed experiments

Wei-Yin Loh; 210-228

Competing Risks

On competing risk and degradation processes

Nozer D. Singpurwalla; 229-240

Restricted estimation of the cumulative incidence functions corresponding to competing risks

Hammou El Barmi, and Hari Mukerjee; 241-252

Robustness

Comparison of robust tests for genetic association using case-control studies

Gang Zheng, Boris Freidlin, and Joseph L. Gastwirth; 253-265

Multiscale Stochastic Processes

Optimal sampling strategies for multiscale stochastic processes

Vinay J. Ribeiro, Rudolf H. Riedi, and Richard G. Baraniuk; 266-290

Asymptotics

The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations

Hannes Leeb; 291-311

Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

Debasis Bhattacharya, and A. K. Basu; 312-321

Density Estimation

On moment-density estimation in some biased models

Robert M. Mnatsakanov, and Frits H. Ruymgaart; 322-333

A note on the asymptotic distribution of the minimum density power divergence estimator

Sergio F. Juárez, and William R. Schucany; 334-339