论文检索

两个总体累积风险的图形比较AI 解读

We consider graphs, confidence procedures and tests that can be used with censored survival data to compare the hazard experience of a treatment group with that of a control group. In particular, we consider the relative change Δ(t) in a cumulative rate function which is used to define a generalized proportional hazard model. This model is equivalent to the model obtained by introducing a gamma distributed frailty term in the proportional hazard model. We introduce an…

摘要暂缺

广义线性模型回归系数的影响诊断AI 解读

Suggested diagnostics for influence on the estimated regression coefficients in a generalized linear model have generally approximated the effect of deleting a single case. We apply the local influence method of Cook (1986) to assess the effect of small perturbations of the data, including the vector of responses, case weights, explanatory variables, and the components of one case. The resulting diagnostics allow one to check for different kinds of influence, and may give…

自然指数族的预测拟合AI 解读

The paper examines predictive distributions, concentrating on measuring their fit to the true distribution by average KulLback–Leibler divergence. The notion of an ‘averaged bootstrap’ predictive distribution is introduced. This predictive distribution is shown to be asymptotically superior to the estimative distribution, in terms of average Kullback–Leibler divergence, when the true distribution is in a natural exponential family. Small-sample results are presented for the…

离散情形中的“改进似然比统计量”真的改进了吗？AI 解读

On the basis of some numerical studies we argue that Bartlett adjustment of the likelihood ratio statistic for discrete data does not in general yield an improvement in the asymptotic error rate of the chi-squared approximation. Also we argue that the small-sample effect of the Bartlett adjustment is unclear and that it is in no way comparable with the improvement obtained for continuous data.

凸到达率的最大似然估计AI 解读

It is commonly believed that failures of a repairable system follow a time dependent Poisson process with ‘bathtub-shaped’ arrival rate. A natural problem then is maximum likelihood estimation of arrival rate subject to the constraint that it be convex. This paper employs theoretical considerations to reduce that task to a finite dimensional nonlinear programming problem and completes the solution by computer. The resulting estimates are interesting graphical presentations…

典型相关与冗余最大化产生相同结果的条件AI 解读

Redundancy analysis was proposed as an alternative to canonical correlation (van den Wollen-berg, 1977). The following paper examines the conditions under which canonical correlation and redundancy analysis produce identical solutions. It is shown that identical results are possible when all nonzero eigenvalues of the correlation matrix of the criterion variables are equal. As a special case, when there is only one canonical root or when all criterion variables are…

高效 bootstrap 模拟AI 解读

It is shown that three new, efficient bootstrap algorithms are asymptotically equivalent. This is done in two ways. First, asymptotic formulae for variances and mean squared errors are derived, and shown to be identical. Secondly, it is demonstrated that two of the methods may be viewed as approximations to the third. The three algorithms considered are the balanced bootstrap and the linear approximation method proposed by Davison, Hinkley & Schechtman (1986), and a centring…

尺度参数限于有限范围时的位置估计：广义辅助统计量AI 解读

The estimation of the location parameter θ in a location-scale model is considered when the scale parameter σ is confined to a finite range. The application to robustness considerations and some implications for conditional inference are discussed.

二元二项分布的贝叶斯推断AI 解读

A bivariate distribution is investigated in connection with an application in microbiology. It has binomial marginal and conditional distributions. The parameter structure is examined, and it is shown that a conjugate Bayesian prior distribution arises from prior independence specifications. Under these specifications the usual limiting conjugate prior can be obtained via invariance considerations.

基于稳定化概率图的双参数Weibull分布拟合优度检验AI 解读

Michael's statistic Dsp, based on the stabilized probability plot, is considered for the assessment of goodness of fit of a two-parameter Weibull distribution. This statistic is shown to have high power when the parameters are estimated using a procedure due to Blom (1958). The correlation coefficient of the stabilized plot, Rsp, is also proposed as a test statistic for this situation. Finally a family of transformations is obtained to reduce the null distribution of Rsp to…

二维列联表潜类别分析的贝叶斯方法AI 解读

Latent class analysis in two-way contingency tables usually suffers from unidentifiability problems. These an be overcome by using Bayesian techniques in which prior distributions are assumed on the latent parameters. Application of these techniques, however, involves some unusual computational difficulties. Bayesian techniques suitable for latent class analyses together with a remedy to the computational difficulties are discussed in this paper.

混合图交互模型中最大似然估计的分解AI 解读

We show how decompositions of marked graphs induce corresponding decompositions of maximum likelihood estimates in mixed graphical interaction models. We use this result to obtain explicit formulae for the estimates in decomposable models and to obtain factorizations of likelihood ratio statistics.

估计有限总体总量的一般回归估计量方差的加权残差法AI 解读

The paper deals with design based estimation of the variance of the general regression estimator of the finite population total. The usual Taylor linearization variance estimator is an expression in the design weighted regression residuals; in many applications the resulting expression is counterintuitive from a model based standpoint. The improved variance estimator in this paper attaches another simple weight, called ‘g-weight’, to each individual residual. This new…

参数似然与经验似然函数的比较AI 解读

In this paper, parametric and empirical likelihood functions or surfaces are compared. In particular, first- and second-order expansions for log likelihood functions are developed in nonparametric and parametric situations, where the functional of interest is a smooth function of vector means. The two approaches are compared and the precise order of difference between the nonparametric and parametric log likelihood functions is obtained. In general, the surfaces need not…

重要性抽样与嵌套自助法AI 解读

The nested bootstrap is a computer-intensive technique for reducing the statistical error in the ordinary bootstrap. We show how the Monte Carlo technique of importance sampling can be used to substantially reduce the amount of computation needed in a simple double bootstrap confidence limit method.

非线性函数的边际密度近似AI 解读

This paper presents an asymptotic approximation for the marginal density of a nonlinear function g(θ) that is applicable when the joint density of θ is dominated by a single mode and the Jacobian of g is of full rank near that mode. The approximation is based on Laplace's method and its asymptotic properties are similar to those of the saddlepoint approximation. The approximation is applied to the computation of a marginal posterior density, a marginal sampling density and a…

白噪声的自适应检验AI 解读

Since conventional tests for white noise are completely insensitive to certain alternatives, it is difficult in a particular application to decide which test to use if one has no a priori information about the kind of departure from whiteness. Therefore, an alternative test is proposed which may be applied in case of arbitrary stationary alternatives. This test procedure is adaptive in that first the real part of the finite Fourier transform of the data is used to choose…

It is shown that the iterative least-squares procedure for estimating the parameters in a general multilevel random coefficients linear model can be modified to produce unbiased estimates of the random parameters. In the multivariate normal case these are equivalent to restricted maximum likelihood estimates.

比较配对或非配对诊断指标的一类非参数统计量AI 解读

In this paper we study a broad class of nonparametric statistics for comparing two diagnostic markers. One can compare the sensitivities of these diagnostic markers over restricted ranges of specificity by selecting an appropriate statistic from this class. As special cases, one can compare the entire area under the receiver-operator curve (Hanley & McNeil, 1982), or one can compare the sensitivities at a fixed common specificity. Usually we would recommend a comparison…

非负分量正态均值向量的近似似然比检验及临床试验应用AI 解读

A new multivariate statistic, designed to be sensitive to the alternative hypothesis that a mean vector lies in the positive orthant, rather than to all alternatives or to alternatives on a line (O'Brien, 1984), is proposed. The statistic is shown to approximate the likelihood ratio test statistic for such alternatives (Kudô, 1963; Perlman, 1969). Its null distribution is a special case of the chi-bar-squared distribution, which allows critical values to be obtained. Such a…

自回归频率估计AI 解读

Presume that an autoregressive model of given order is fitted to data obtained from a realization of a sinusoidal signal embedded in white noise. This paper investigates the statistical properties of the estimate of the frequency of the signal obtained by minimizing the transfer function of the autoregression. Strong consistency and convergence in distribution of the estimate are established when the order of the autoregression is allowed to increase with sample size at an…

普通交叉验证、v折交叉验证与重复学习—测试方法的比较AI 解读

Concepts of v-fold cross validation and repeated learning-testing methods have been introduced here. In many problems, these methods are computationally much less expensive than ordinary cross-validation and can be used in its place. A comparative study of these three methods has been carried out in detail.

剖面似然的调整AI 解读

Conditional and marginal likelihoods constructed from parameter-dependent functions of the data have an additional parameter dependence that changes with the choice of supporting metric for the corresponding densities. We consider constructing marginal and conditional likelihoods by using densities expressed in terms of an instrinsic choice of support measure, based on either Euclidean metric or the constant information metric. Barndorff-Nielsen's (1983) approximation to the…