日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
Wicksell 球体截面反演问题中的核估计
We consider the estimation of the probability density function of the radii of spheres in a medium, given the radii of their profiles in a random cross-section. This problem is known as Wicksell's corpuscle problem. We present a new estimator related to the classical kernel density estimator and discuss its properties. A comparison is made with other estimators related to the kernel estimator.
基于模型的统计学的一般框架
This paper presents a general framework for model-based statistics. The framework is based on extended concepts of sufficiency and ancillarity. The fundamental theorem of the new theory exhibits in a single equation the reference distributions for decision theory, model checking, and conditional inference for a general statistical model. The theorem includes the equations upon which Bayesian and frequentist statistics are founded. The general theory also fills two gaps…
利用估计得分进行假设检验
A method is proposed for testing hypotheses that is very much in the spirit of expected maximum log likelihood estimation and bears much the same relation to it as the likelihood ratio test methodology does to maximum likelihood estimation. For a single test parameter, the method amounts to basing critical regions on the difference between the estimated score and its expectation. In some cases where a sufficient statistic, independent of the test parameter, exists for the…
广义线性回归的主成分估计
The generalized linear model (Nelder & Wedderburn, 1972) has become an elegant and practical option to classical least-squares linear model building. We consider the specific problem of generalized linear regression utilizing a set of continuous explanatory variables to model an exponential family response. It is the objective of this paper to develop and present an asymptotically biased principal component parameter estimation technique, as an option to traditional maximum…
利用暴露与结局替代测量设计逻辑回归研究
Suppose that a binary or polytomous outcome variable is related to a possibly continuous exposure variable through a logistic regression model, and that prior to sample selection subjects can be characterized according to ‘surrogates’ for outcome and exposure. The surrogate variables are assumed to satisfy certain conditional independence properties commonly used in errors-in-variables models. This paper considers the problem of using the surrogate variables to select…
带宽选择器为何倾向于选择较小带宽及其修正方法
This note is concerned with the problem of automatic data-driven bandwidth selectors for nonparametric regression. Though some selectors were shown to be consistent and asymptotically unbiased by Rice (1984) and Hãrdle, Hall & Marron (1988), it is often observed in simulation studies that most selectors are biased toward undersmoothing. An explanation for this is given. The source of the large sample variation in the bandwidth estimates is also pointed out. This leads to the…
剖面得分函数的Bartlett偏差修正与鞍点修正
Bartlett's bias correction to the profile score function is proved equal, to first order, to the leading correction term of the double saddlepoint approximation to the conditional score function in canonical exponential families.
指定年龄下生存分布的“新优于旧”性质检验
The cumulative distribution function F, of a nonnegative random variable, is said to be new better than used of specified age t0 if F¯(x+t0)≤F¯(x)F¯(t0) for all x≥0, where F¯=1-FLet We propose a class of test statistics Tk, indexed by a positive integer k, for testing the null hypothesis that F belongs to A against the alternative hypothesis that F is new better than used of specified age t0 but not in A. We compare the performance of our proposed test statistics with the…
截断时间与失效时间独立性假设的检验
For data subject to random censorship, it is well known that the assumption of independence between censoring time and failure time cannot be tested nonparametrically. For data subject to random truncation, however, it is possible to test independence of truncation time and failure time. A statistic generalizing Kendall's tau is proposed for testing the independence assumption, and asymptotic properties under the null hypothesis are derived. A conditional permutation test is…
二元二项模型的先验分布
We derive prior distributions for the bivariate binomial model using Bernardo's (1979) method. These priors are compared to the Jeifreys prior and to a prior proposed by Crowder & Sweeting (1989). The priors possess desirable symmetry properties since we allow them to depend on the parameter of interest.
基于修正似然的 1∶J 匹配病例对照研究效应检验
A test of an effect in matched case-control studies, natural in an analysis of variance context, compares within matched set case-control mean differences to the within matched set variances after removing the case-control effect. For large odds ratios, heuristic reasoning suggests that this new test should be more powerful than the standard score test when two or more controls are matched to any case. Asymptotic theory confirms this in some important situations. Simulation…
响应关联删失的建模与估计
A form of positive dependence between censoring time and response time is defined as response linked, RL, censoring. We present a method for modelling, estimation and detection of RL censoring in situations where both RL and independent censoring can occur. This method involves parametric modelling with covanates and is illustrated with the Stanford heart transplant data. Other applications are mentioned.
组序贯假设检验后的参数估计
Parameter estimation techniques which fail to adjust for the interim analyses of group sequential test designs will introduce bias in much the same way that the repeated use of single sample hypothesis testing causes inflation of the type one statistical error rate. Methods based on the duality of hypothesis testing and interval estimation require definition of an ordering for the outcome space for the test statistic. In this paper, estimation following a group sequential…
非参数核密度估计的可容许性与偏差改进
The paper introduces the idea of inadmissible kernels and shows that an Epanechnikov type kernel is the only admissible kernel. An analysis of kernel density estimates leads to two new methods of bias reduction. We also discuss a general method of improving kernel density estimates in the sense of having smaller mean squared error. Finally we provide a theoretical framework for the operational method of using Abramson's square root law providing tangible and compact forms…
治疗效果滞后时比较生存曲线的加权对数秩统计量
In certain long-term treatment trials, one expects some lag period before the treatment is fully effective. This paper presents two weighted log rank type statistics designed to have good efficiency over a wide range of lags: a maximin efficiency robust statistic and a simplified version of this statistic. Both statistics can be computed as easily as the log rank statistic. Asymptotic efficiency calculations, supported by small sample simulations, show that the two proposed…
逻辑回归离群值检验的条件方法
We consider exact conditional methods for identifying outliers in logistic regression data. Tests for a single outlier and multiple outliers are developed assuming a logistic slippage model. The p-values for these tests are determined using an explicit enumeration of all possible responses consistent with the observed value of the sufficient statistic. Justifications are given for preferring this computationally intensive approach to standard methods based on asymptotic…
结构方程模型的多层分析
This paper considers the multilevel analysis of structural equation models with unbal anced sampling designs. The analysis is based on the maximum likelihood and the generalized least squares approaches. Basic statistical results for inference such as the asymptotic distribution of the estimators, goodness-of-fit test statistics for the validity of the model and functional constraints are developed. Computationally, the applications of the scoring algorithm and the…
不等间隔纵向数据中的序列相关
Serial correlation in the within subject error structure in longitudinal data with unequally spaced observations is modelled using continuous time autoregressive moving averages. The models considered have both fixed and random effects in addition to serially correlated within subject errors. Two approaches are presented for calculating the exact likelihood for a model when the errors are Gaussian. The first calculates the covariance matrices for each subject for assumed…
小样本自回归模型选择中 Kullback–Leibler 信息的改进估计
A new estimator, AICl, of the Kuliback-Leibler information is proposed for Gaussian autoregressive time series model selection. The expected information is decomposed into two terms, the first being estimated without bias. The second term is a penalty function which depends only weakly on the model parameters, and hence can be tabulated by simulation from a white noise process. The estimated information, AICl, is very nearly unbiased when the model is either correct or…
时间序列统计带宽的估计
In many time series and signal processing applications such as spectral estimation, signal-to-noise estimation and frequency response estimation it is imperative to have a good estimate of the bandwidth of the time series. In many scientific applications deconvolution is carried out over the signal-dominated part of the spectrum resulting in a spectrum which is dominantly unimodal, and hence a technique like that used for smoothing windows can be used to define the…
时间序列情形下相关积分的行为
The behaviour of the correlation integral is well known when applied to simple chaotic regimes and to pure random noise. The asymptotic behaviour of a chaotic system is represented by an infinite set of points called an attractor, the dimension of which can be estimated by the correlation integral. Essentially, the correlation integral of a time series is a normalized count of the number of close pairs of points of the series lying in phase space. We examine the expected…