论文检索

半参数加速失效时间模型的诱导平滑：渐近理论与聚类数据扩展AI 解读

This paper extends the induced smoothing procedure of Brown & Wang (2006) for the semiparametric accelerated failure time model to the case of clustered failure time data. The resulting procedure permits fast and accurate computation of regression parameter estimates and standard errors using simple and widely available numerical methods, such as the Newton-Raphson algorithm. The regression parameter estimates are shown to be strongly consistent and asymptotically normal; in…

周期图平滑窗口选择的简便广义交叉验证方法AI 解读

A consistent estimator for the spectral density of a stationary random process can be obtained by smoothing the periodograms across frequency. An important component of smoothing is the choice of the span. Lee (1997) proposed a span selector that was erroneously claimed to be unbiased for the mean squared error. The naive use of mean squared error has some important drawbacks in this context because the variance of the periodogram depends on its mean, i.e. the spectrum. We…