日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
时间序列模型的交叉验证滤波器
A filter is presented which computes cross-validation errors and associated statistics for an arbitrary state space model. The procedure is more efficient than an existing approach. Diffuse initial conditions are easily handled using a minor extension. The relationship to the fixed interval smoothing algorithm is investigated.
结构化参数多元自回归模型中残差自协方差的分布
The asymptotic distribution is derived for residual autocovariances in the multivariate autoregressive model with structured parameterization, a form often employed in multivariate time series modelling to achieve parsimony. It is shown that a similar result for the asymptotic distribution of a portmanteau statistic for the usual full-rank autoregressive-moving average model can be extended to the autoregressive model with structured parameterization.
生存分析指数模型的估计条件
A simple sufficient condition for the existence, consistency and asymptotic normality of the regression coefficient in the exponential model for survial is given. The intuition that consistent estimation can only be guaranteed when censoring variable are not too small, depending on the values of the covariates, can be quantified in some examples with the use of this condition.
多区组设计中的正态误差检验
Goodness-of-fit tests are provided for the assumption of homoscedastic normal errors in experimental designs where the number of fitted parameters is large. Asymptotic critical points are given for the Cramér-von Mises statistic, Watson's statistic and the Anderson-Darling statistic. An expansion of the covariance function of the empirical process of standardized residuals is given. The corresponding weak convergence result is established for one-way layouts when the number…
利用多个对象的重复测量估计误差概率密度
Estimation of the measurement error probability density from data that consist of a few measurements on each of several dissimilar items is investigated. An estimator is proposed for independent and identically distributed measurement error with a symmetric density function. This estimator is based on an orthogonal function expansion. Computation begins with the differences between measurements on the same item and makes use of the fact that the characteristic function of…
利用密度差进行非参数判别
We propose a technique for nonparametric discrimination in which smoothing parameters are chosen jointly, according to a criterion based on the difference between two densities. The approach is suitable for categorical, continuous and mixed data, and uses information from both populations to determine the smoothing parameter for any one population. In the case of categorical data, optimal performance is sometimes achieved using negative smoothing parameters, a property which…
位置—尺度模型中回归系数估计的一致性与效率
The effect on estimation of regression coefficients in linear location-scale models is investigated when the error distribution is misspecified. It is shown that the maximum likelihood estimator under the incorrect model is still consistent. Its asymptotic efficiency relative to that of the maximum likelihood estimator based on the correct model is obtained and the estimation of asymptotic variances for the regression coefficient estimators is addressed.
含替代协变量的广义线性模型中得分检验的渐近相对效率
In many epidemiological studies, the exposure variable of interest cannot be measured directly. The classical approaches to errors in variables in regression do not extend easily to the nonlinear models commonly used in epidemiological research. Furthermore, the traditional additive measurement error model cannot adequately represent many surrogate relationships. By considering the effect of using surrogate independent variables on the efficient score statistic, some of the…
相关二元数据的条件逻辑回归模型
A class of conditional logistic regression models for clustered binary data is considered. This includes the polychotomous logistic model of Rosner (1984) as a special case. Properties such as the joint distribution and pairwise odds ratio are investigated. A class of easily computed estimating functions is introduced which is shown to have high efficiency compared to the computationally intensive maximum likelihood approach. An example on chronic obstructive pulmonary…
时间序列数据窗的均方误差准则
A periodogram mean integrated squared error criterion is proposed for assessing the performance of time series data windows, or tapers. The criterion is evaluated numerically for several known autoregressive processes to determine the optimal amount of tapering in Tukey's cosine window. It is found that tapering can be extremely beneficial if the spectrum contains sharp peaks. Also, in all cases studied, the optimal number of points tapered converges to a constant as the…
按两个因素交叉分类的变量相关矩阵分析
A procedure similar to an analysis of variance is presented for examining the structure in correlation matrices whose variables are cross-classified by two factors, such as multitrait-multimethod matrices. The method tests an equal correlation hypothesis against natural alternative hypotheses suggested by group representations. When there is significant departure from the hypothesized pattern, alternative models to be pursued are indicated. The method is illustrated using an…
二元极值理论：模型与估计
Bivariate extreme value distributions arise as the limiting distributions of renormalized componentwise maxima. No natural parametric family exists for the dependence between the marginal distributions, but there are considerable restrictions on the dependence structure. We consider modelling the dependence function with parametric models, for which two new models are presented. Tests for independence, and discriminating between models, are also given. The estimation…
阶数估计对自回归谱密度峰值频率估计的影响
The effect of estimating the order of an autoregressive process on estimating the peak frequency is examined. For consistent order determining methods it is shown that the asymptotic results are the same as for the case when the order is known. For the order criteria which asymptotically overestimate the order, the peak frequency estimator is shown to be a consistent estimator of the true peak frequency.
多个对照匹配的敏感性分析
In observational studies, treated and control subjects may difler in ways that have not been observed, so that reference distributions for statistics that would be appropriate in randomized experiments may lead to incorrect inferences. A previous paper (Rosenbaum, 1987a) proposed a method for displaying the sensitivity of permutation inferences to bias due to an unobserved covariate in two cases: (i) the case of matched pairs, with arbitrary response variables, and (ii) the…
检测分析中的方差函数与最低可检测浓度
Assay data are often fitted by a nonlinear heteroscedastic regression model with the standard deviation of the response typically taken to be proportional to a power θ of the mean. For many assays, how one estimates θ does not greatly affect estimates of the mean regression function. Assay analysis also involves estimation of auxiliary calibration constructs such as minimum detectable concentration. An asymptotic theory is developed to show that standard methods for…
删失生存数据的依赖性度量
In the linear regression model with normal errors the squared product-moment correlation provides the standard measure of dependence between the explanatory variable and the response variable. Using the concept of information gain, a measure of dependence can also be defined for more general regression models used in survival analysis, such as the Weibull regression model or Cox's proportional hazards model. Further, this measure of dependence can be conveniently estimated…
截断生存数据的非参数分析及其 AIDS 应用
One source of data for the induction distribution of aids arises from persons infected by the aids virus from contaminated blood transfusions. Analyses of these data are complicated because the number of individuals infected by transfusion is unknown; information is available only for those who are infected and develop aids within a certain chronologic time interval. The statistical problem is one of making inferences about a stochastic process of infection and disease for…
论频率估计
This paper discusses a least-squares procedure and the use of the periodogram for isolating a discrete harmonic of a time series. It is shown that the usual asymptotics on estimation of frequency, amplitude and phase of such a harmonic have to be used with great caution from a moderate sample perspective. Computational issues are discussed and some illustrations are provided. Bolt & Brillinger (1979) make use of these asymptotic results.
多元分类数据的加权最小二乘对应分析
A generalization of correspondence analysis to multivariate categorical data is proposed, where all two-way contingency tables of a set of categorical variables are simultaneously fitted by weighted least-squares. An alternating least-squares algorithm is developed to perform the fitting. This technique has a number of advantages over the usual generalization known as multiple correspondence analysis. It is also an analogue of least-squares factor analysis for categorical…
方差稳定化与自助法
We investigate the use of a variance stabilizing transformation for the computation of a bootstrap t confidence interval. The transformation is estimated in an ‘automatic’ manner through an initial bootstrap step. A bootstrap t interval is then computed for the variance stabilized parameter and the interval is mapped back to the original scale. The resultant procedure is second-order correct in some settings, invariant and in a number of examples it performs better than the…
重抽样方法中的鞍点近似
Saddlepoint approximations are shown to be easy to use and accurate in a variety of simple bootstrap and randomization applications. Examples include mean estimation, ratio estimation, two-sample comparisons, and autoregressive estimation.
计量型一次抽样方案的贝叶斯方法
In this paper, we develop a model of sampling plans for variables with a polynomial loss function, in which the decision function is either one-sided or two-sided. Based on a Bayesian approach, we suggest a simple finite algorithm for the determination of the optimal single sampling plan. Furthermore, for the case of a symmetric two-sided decision function, we propose an approximate method for determining its optimal single sampling plan.
随机删失下二元分布函数的估计
Estimators are proposed of the underlying distribution function of independent bivariate ran vectors which are subject to random right censorship in each coordinate. The estimators satisy the monotonicity requirements of a distribution function, are uniformly strongly consistent rate equal to that of the empirical distribution function and are fairly simple to compute.