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非线性假设的 Bayes 因子与似然分布AI 解读

New methods are proposed which allow Bayes factors to be computed for hypotheses which impose nonlinear restrictions on the parameters. Projection methods are used to induce the prior distribution over the restricted parameter space which is required for computation of the Bayes factor. Various distance metrics are introduced to define the projection, including a utility-based metric which gives Kullback-Leibler divergence as a special case. Draws from the restricted and…

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摘要暂缺

残差相关时核回归的带宽选择AI 解读

Standard techniques for selecting the bandwidth of a kernel estimator from the data in a nonparametric regression model perform badly when the errors are correlated. In this paper we propose a modified version of an existing plug-in bandwidth selector. The method is generalized to stationary error variables by estimating a functional of the residual covariance function. The proposed bandwidth selector shows good properties in asymptotic theory and in simulations without…

An estimator for the proportion of ‘immunes’ in a population is proposed, when a sample of censored failure times is available. Our suggestion is to use one minus the maximum observed value of the Kaplan-Meier empirical distribution function. This estimator is shown to be consistent and asymptotically normal, under modest conditions on the censoring mechanism. Simulations suggest that the estimator is approximately normal for quite small sample sizes, provided the immune…

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线性模型中的刀切法方差估计量AI 解读

An alternative to the weighted jackknife variance estimator of Wu (1986) is introduced. Motivated by the comments of Efron (1986), Ghosh (1986) and Tibshirani (1986), the performance of Wu's estimator is compared with the proposed estimator in terms of the average loss in some linear models. Some asymptotic properties of the proposed estimator are discussed.

渐近展开启发的插值规则AI 解读

We suggest a simple interpolation rule, based on Edgeworth and Cornish-Fisher expansions, which permits highly accurate numerical approximation in problems involving calculation of distributions or quantiles without requiring explicit calculation of terms in the expansions.

多变量家庭数据的主成分分析AI 解读

The use of a principal component analysis is considered for multivariate data on families with different numbers of siblings. The coefficients in principal components are given as the eigenvectors of the weighted sums of squares and products matrix from the sibling data. Asymptotic distributions of the eigenvalues and eigenvectors of the estimated covariance matrix are obtained for an elliptical population. Asymptotic distributions of statistics associated with reduction of…

线性模型中不等式约束与单侧假设的稳健检验AI 解读

For the linear regression model with independent and identically distributed errors, robust tests of various hypotheses on the regression parameter are developed; by ‘robust’, we mean robustness of size and power against long-tailed error distributions which may not be symmetric. The proposed test statistic, denoted by FM, resembles the usual F-statistic. The two main results are (i) under the null hypothesis, the asymptotic distribution of FM and that of the least squares…

区组设计中双重处理与单一处理的比较AI 解读

Experiments having two treatment factors and one blocking factor are considered in which a particular combination of treatment factor levels must be excluded. The motivation for the work is a medical trial of two drugs in which a double placebo cannot be administered on ethical grounds. The contrasts of interest compare the effects of having both treatment factors at nonzero labelled levels with the effects of having only one treatment factor at a nonzero labelled level. A…

合并规则不确定时整合不同实验结果的贝叶斯方法AI 解读

Given data from several experiments or observational studies initially believed to be similar, it is desired to estimate the means corresponding to one or more experiments of particular interest. To illustrate the proposed methodology we consider a simple specification where there are no covariates. A class of prior distributions for the set, μ = (μ1,…, μL), of experiment means is specified to reflect the beliefs that (a) there are subsets of μ such that the μ1's within each…

利用频数数据进行单次捕获样本的捕获—再捕获估计AI 解读

One way in which a capture-recapture experiment can be designed is to count each capture occasion as a separate sample, and tally the number of individuals caught once, twice, and so on. This paper discusses the estimators currently used for this type of experiment, and suggests some new ones. Each of the estimators is categorized by its derivation. Following this, their properties are discussed, particularly their bias and variance, with the aim of choosing one or two of…

用加速寿命模型调整协变量的序贯对数秩检验AI 解读

This paper presents a simple sequential method for comparing two treatments in randomized clinical trials which allows for the adjustment of other covariates with the accelerated life model. The new procedure is the same as the ordinary sequential log rank test except that the test statistic is calculated on an ‘adjusted’ time scale. This covariate adjustment can lead to more efficient designs of group sequential trials especially when the effects of covariates being…

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删失多元失效时间数据的协方差与生存函数估计AI 解读

The covariance between counting process martingales is used to characterize the dependence between two failure time variates. A representation of the bivariate survivor function is obtained in terms of the marginal survivor functions and this covariance function. A closely related representation expresses the bivariate survivor function in terms of marginal survivor functions and a conditional covariance function, leading to a new nonparametric survivor function estimator.…

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构造极小极大设计的统一方法AI 解读

We present a unified approach for constructing large-sample optimal designs when the optimality criterion is of the minimax type. The assumed model is a general linear regression model with a known efficiency function defined on a closed and bounded space. An equivalence theorem is formulated and computer algorithms for generating minimax optimal designs are proposed. It is shown that this methodology is simple and rather general. It can be used to construct, for example,…

有限总体分布函数估计量的性质AI 解读

Two leading estimators of the finite population distribution function are studied. Their large-sample mean squared errors are compared, under a given model. Neither estimator is universally better; circumstances are identified where the model-based estimator would do poorly, despite employing the correct model.

再捕获模型中的捕获同质性检验AI 解读

This paper presents a new method of testing capture homogeneity in recapture experiments where there is time homogeneity. The basic set of statistics used is a lower triangular matrix whose (i, k)th element is the proportion of those animals caught on the next (i + 1)st occasion who have been caught k times until now. Both theoretical and simulation evidence is presented that the new procedure is superior to methods previously suggested.

非线性时间序列建模中残差自相关的渐近标准误AI 解读

The asymptotic distribution of residual autocorrelations for some very general nonlinear time series models is derived. This includes the important class of threshold models. Consequently more accurate standard errors for residual autocorrelations can be obtained facilitating model diagnostic checkings in many situations. A small simulation result applying the methodology to threshold models is reported.

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平均剩余寿命的新检验AI 解读

The mean residual life at age t is the expected value of the remaining life beyond that age. A new U-statistic is derived for testing constant versus decreasing mean residual life. The new test is easier to compute and performs better for several alternatives than previous tests.