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类别时间序列的谱分析：赋值与谱包络AI 解读

Many studies produce categorical time series in which harmonic analysis is of interest. Although there exist time domain approaches for the analysis of categorical time series such as Markov chains or link function based regression models, there is apparently little statistical theory or methodology for analyzing qualitative-valued time series in the frequency domain. The purpose of this paper is to initiate the development of a general framework for the frequency domain…

有限总体问题中的鞍点展开AI 解读

Saddlepoint approximations are derived for the sample mean in the case where samples are obtained randomly without replacement from a finite population. Asymptotic properties are investigated. The great accuracy is demonstrated by numerical examples. Extensions to more general statistics are discussed.

单变量删失下二元生存函数的简单非参数估计量AI 解读

In the presence of univariate censoring, the bivariate survival function of paired failure times can be expressed as the ratio of the bivariate at-risk probability to the survival function of the censoring time. The use of this natural representation yields a very simple nonparametric estimator for the bivariate survival curve. The estimator is strongly consistent and, upon proper normalization, converges weakly to a zero-mean Gaussian process with an easily estimated…

破纪录数据问题的参数似然推断AI 解读

In this paper we consider the analysis of record breaking data sets, where only observations that exceed, or only those that fall below, the current extreme value are recorded. Example application areas include industrial stress testing, meteorological analysis, sporting and athletic events, and oil and mining surveys. A closely related area is that of threshold modelling, where the observations are those that cross a certain threshold value. The inherent missing data…

存在干扰参数时后验分位数的频率学有效性：高阶渐近分析AI 解读

Given a random sample from a distribution with density function that depends on an unknown parameter θ = (θ1, θ2), we are concerned with frequentist validity, up to o(n−1), of posterior quantiles of θ1, treating θ2 as a nuisance parameter. We propose to make the best choice of the prior on θ by matching, as far as practicable, the posterior and frequentist coverage probabilities up to o(n−1).

效力曲线形状受先验约束的非参数贝叶斯生物测定AI 解读

We consider the problem of implementing nonparametric Bayesian analysis of bioassay problems when the prior constrains the form of the potency curve (for example, to be convex, concave or ogive). Sampling based approaches to calculating posterior features of interest are detailed and illustrated. Extensions to prior constraints on hazard rates are outlined.

共同优势比对数的偏差修正极大似然估计AI 解读

A bias-correction factor for the maximum likelihood estimator of the log common odds ratio for sparse data is derived, which is applicable when the design is balanced and/or when the number of strata is large. The corrected maximum likelihood estimator is practically unbiased and its mean squared error is smaller than that of the uncorrected maximum likelihood estimator. The correction factor for the maximum likelihood estimator approaches one as strata sizes increase.…

基于经验分布函数的序列独立性非参数检验AI 解读

The Blum, Kiefer & Rosenblatt (1961) statistic for testing independence is considered in a time series setting. This test is, under mild conditions, shown to be consistent against lag one dependent alternatives. The null distribution of the test statistic is established, both when the marginal distribution is continuous and when it is discrete. Simulation results giving information on the size and the power of the test are provided, and comparisons are made with other tests…

癌症临床试验中生活质量分布函数的估计AI 解读

The analysis of quality-of-life data collected at periodic intervals in a cancer clinical trial must account for those patients' data that are ‘missing’ because of death or administrative censoring. We examine estimates of the cumulative distribution function of an interpolated area under a quality-of-life curve as summaries of the quality-of-life experience of a treatment group. A proposed estimator, although biased, offers an improvement over a Kaplan-Meier estimator that…

将部分拟合优度统计量修改为渐近正态零分布AI 解读

SUMMARY The Cramér-von Mises class of test statistics for the one-sample goodness-of-fit problem is based on the weighted L2-distance of the distribution from its empirical counterpart. It is well known that the root π standardized norm has a degenerate limiting distribution under the null hypothesis, and the π standardized norm has a nondegenerate limiting distribution that is not normal and depends on identifying the principal components for every weight function. Usually…

部分可交换性与调查抽样推断AI 解读

The role of the sampling mechanism for Bayesian inference on symmetric functions of a finite population is examined under partial design and partial label information. A new definition of partial exchangeability is proposed, together with a corresponding property of the sampling mechanism. These properties provide conditions under which certain symmetries in priors or designs can protect against lack of symmetry in others, in the sense of Scott & Smith (1973).

点过程约化二阶矩测度的渐近最优估计AI 解读

A modification of the rigid motion correction estimator for the reduced second moment measure of a stationary, isotropic point process is shown to possess an asymptotic optimality property as the observation region grows. Furthermore, a modification of the translation correction estimator for stationary, anisotropic point processes has a similar optimality property.

具有脉冲的连续过程采样时间序列的状态空间建模AI 解读

A non-Gaussian time series model useful for describing the dynamics of endocrinological data is introduced by using a state-space representation. This model is applicable even when the data are sparsely sampled in comparison with time lengths of pulses. Likelihood-based methods of inference for the model are developed. By fitting the present model to partially observed hormonal time series data, we can estimate the locations and heights of the peaks of the pulses as well as…

受限权重下次序约束推断分布的界AI 解读

SUMMARY Level probabilities, which are central to the theory of testing order restricted hypotheses, are intractable in some applications. Thus, approximations for them and the associated distributions are of considerable importance. The level probabilities depend on weights which in some situations are monotonic. For the simple linear and simple tree orderings, we study the improvements in the equal-weights and pattern approximations which arise when the weights are…

基于 MINQUE 理论的亲子与同胞相关估计AI 解读

We derive easily computable expressions for MINQUE estimators of covariance parameters in an unbalanced family data structure used to study traits. These estimators are strongly consistent and asymptotically normal. Simple expressions for limiting sample variances and covariances of MINQUE estimators are provided.

摘要暂缺

用于多项数据额外变异建模的有限混合分布AI 解读

We propose a new distribution to model categorical data exhibiting overdispersion when the overdispersion is believed to be caused by clumped sampling. The proposed distribution is a finite mixture of multinomial random variables. The finite mixture representation facilitates computation of the maximum likelihood estimator. For large cluster sizes, we derive an approximation for the Fisher information matrix of the model, and an explicit expression for the joint asymptotic…

修正剖面似然与 Cox–Reid 调整剖面似然关系的一则札记AI 解读

An adjustment to the profile likelihood proposed by Cox & Reid (1987) when the parameters are orthogonal is shown to agree with modified profile likelihood in a number of instances in which the parameters are not orthogonal. Several examples of the phenomenon are given. In the case of composite transformation models with invariant parameter as the parameter of interest, it is shown that the Cox-Reid adjustment agrees with modified profile likelihood in a large-deviation…

利用参考先验消除干扰参数AI 解读

The problem of eliminating nuisance parameters is tackled from different points of view. Standard likelihood techniques, such as profile likelihood and its modifications, are compared with a Bayesian analysis based on reference priors (Berger & Bernardo, 1992a). Examples are considered to illustrate what happens in multiparameter problems. In particular the frequentist coverage probabilities of the credible sets derived from the reference priors are shown to be better than…

球对称模型中的稳健贝叶斯推断AI 解读

The class of multivariate I4-spherical di,tributions is introduced and defined through their isodensity surfaces.We prove that, under a JeHreys' type improper prior on the scale parameter, posterior inference on the location parameters is the same for all Iq-spherical sampling models with common q.7itis gives us perfect inference robustness with respect to any departures from the reference case of independcnt sampling from the exponential power distribution.

两状态过程的拟合优度检验AI 解读

Binary data in which successive outcomes may be dependent frequently arise in a medical and social sciences context. A simple model for such data is a homogeneous 2-state Markov chain. Under this model one would usually treat the first observation in each sequence, Y1, as fixed. In the case of panel data this may constitute a substantial loss of information. In this paper we propose goodness-of-fit tests for the 2-state Markov model under several likely alternative…

重新审视残差方差的非参数估计AI 解读

Several difference-based estimators of residual variance are compared for finite sample size. Since the introduction of a rather simple estimator by Gasser, Sroka & Jennen-Steinmetz (1986) other proposals have been made. Here the one given by Hall, Kay & Titterington (1990) is of particular interest. It minimizes the asymptotic variance. Unfortunately it has severe problems with finite sample bias, and the estimator of Gasser et al. (1986) proves still to be a good choice. A…

分类协变量观测不完整时的logistic回归：三种方法比较AI 解读

A logistic regression analysis based on the complete cases neglects the information due to subjects with missing values in at least one but not in all covariates. Three different approaches allowing the use of this information are compared: maximum likelihood estimation, pseudo maximum likelihood estimation, and probability imputation. The first two yield consistent estimates of the regression coefficients and asymptotic normality allows the construction of asymptotically…

多元 M 估计中经验似然与经验鞍点近似的关系AI 解读

By comparing the expansions of the empirical log-likelihood ratio and the empirical cumulant generating function calculated at the saddlepoint, we investigate the relationship between empirical likelihood and empirical saddlepoint approximations. This leads to a nonparametric approximation of the density of a multivariate M-estimator based on the empirical likelihood and, on the other hand, it provides nonparametric confidence regions based on the empirical cumulant…