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日期精度:到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
Bootstrap Confidence Cones for Directional Data
方向数据的 Bootstrap 置信锥
Given a sample from a distribution F supported on a p-dimensional sphere, several confidence cones for the ‘mean directional vector’ are proposed. Some methods have been available, but they depend on parametric assumptions. In this paper, nonparametric confidence cones based on the bootstrap are considered, and consistency of these methods is obtained under minimal conditions. We compare the performances of bootstrap methods with the others by Monte Carlo simulations.
Repeated Confidence Intervals for the Median Survival Time
We describe methods for the construction of a confidence interval for median survival time based on right-censored data. These methods are extended to the construction of repeated confidence intervals for the median, based on accumulating data; here, the overall probability that all intervals contain the true median is guaranteed at a fixed level. The use of repeated confidence intervals for median survival time in post-marketing surveillance is discussed.
An Aligned Rank Test for Censored Data from Randomized Block Designs
随机区组设计中删失数据的对齐秩检验
The aligned rank test of Hodges & Lehmann (1962) is extended to censored survival data collected in matched pairs or randomized blocks. The test statistic for matched pairs is a direct extension of the original aligned rank test, whereas the test statistic for use with block size k>2 is constructed from the paired data statistics comparing all possible pairs of treatments. The efficiency of recovery of interblock information with censored matched pairs is examined by…
Interval Estimation of Slope with Right-Censored Data
A Levinson-Durbin Recursion for Autoregressive-Moving Average Processes
自回归移动平均过程的 Levinson–Durbin 递推
We discuss an algorithm which allows for recursive-in-order calculation of the parameters of autoregressive-moving average processes. The proposed procedure generalizes the recursion of Levinson (1946) and Durbin (1960), which applies in the pure autoregressive case. We use ideas similar to the multivariate autoregressive case. Our results suggest how estimation procedures for autoregressive-moving average parameters, which include an automatic choice of model order, for…
Robust Tests for Time Series with an Application to First-Order Autoregressive Processes
Inference and Sequential Design
统计推断与序贯设计
If an experiment is designed sequentially, repeated-sampling inference may not necessarily be made using distributional results that are valid for fixed designs. A few simple illustrative examples and alternative approaches are given. Sometimes the sequential nature of design can be ignored asymptotically. Links are forged with inference for stochastic processes and missing data problems.
Linear Models for Field Trials, Smoothing and Cross-Validation
田间试验的线性模型、平滑与交叉验证
Spatial methods for the analysis of agricultural field experiments are represented here as smoothing methods applied simultaneously with the estimation of treatment effects. Selection of both the form of the smoother and the degree of smoothing required may be based on cross-validation. Particular emphasis is placed in this paper on generalized least squares estimation in linear models, but the principle applies quite generally.
Maximum Likelihood Estimation for Mixed Continuous and Categorical Data with Missing Values
Maximum likelihood procedures for analysing mixed continuous and categorical data with missing values are presented. The general location model of 01kin & Tate (1961) and extensions introduced by Krzanowski (1980, 1982) form the basis for our methods. Maximum likelihood estimation with incomplete data is achieved by an application of the EM algorithm (Dempster, Laird & Rubin, 1977). Special cases of the algorithm include Orchard & Woodbury's (1972) algorithm for incomplete…
On a Singularity in the Likelihood for a Change-Point Hazard Rate Model
变点风险率模型似然中的一个奇异性问题
A singularity identified by Nguyen, Rogers & Walker (1984) in the log likelihood function for a change-point hazard rate model is eliminated if the likelihood function is appropriately defined.
Moments of the Sampled Space-Time Autocovariance and Autocorrelation Function
Stochastic Approximation With Delayed Observations
Influence in Principal Components Analysis
主成分分析中的影响诊断
In linear regression, the theoretical influence function and the various sample versions of it have an established place as diagnostic tools. These same functions are developed here to provide methods for the detection of influential observations in principal components analysis. The perturbation theory of real symmetric matrices unifies this development. Some interesting points of contrast with the regression case are noted and explained theoretically.
Asymptotic Inference from Sequential Design in a Nonlinear Situation
非线性情形下序贯设计的渐近推断
It is shown that confidence regions for nonlinear parameters constructed by the repeated-sampling principle, are asymptotically valid for sequential designs in general linear models. The related questions of consistency of parameter estimators and convergence of sequential design to an optimal design are answered positively. An empirical finding of Ford & Silvey (1980) is given a theoretical justification.
Some Approximations for the Null Distribution of the _ E 2 Statistic Used in Order Restricted Inference
A Note on Improved Likelihood Ratio Statistics for Generalized Log Linear Models
广义对数线性模型中改进似然比统计量的一则说明
Cordeiro (1983) and williams (1976) have derived improved likelihood ratio statistics for log linear models. It is shown here that for the case of testing nested decomposable models, their results are equivalent.
Propriety of the Mantel-Haenszel Variance for the Log Rank Test
The Mahalanobis Distance and Elliptic Distributions
马氏距离与椭圆分布
The Mahalanobis distance is shown to be an appropriate measure of distance between two elliptic distributions having different locations but a common shape. This extends a result long familiar in multivariate analysis to a class of nonnormal distributions. It can also be used to show that the sample version of the Mahalanobis distance is appropriate under both estimative and predictive approaches to estimation for the family of multivariate normal distributions differing…
Correcting Segment Counts for Edge Effects When Estimating Intensity
估计强度时对线段计数边界效应的校正
A formula is suggested for correcting segment or fibre counts for edge effects. The correction results in an unbiased estimate of segment intensity, provided only that the observation field is convex. No assumptions are made about the distribution of fibre length. A method is proposed for constructing confidence intervals for segment intensity, using the corrected segment count.
Optimal Repeated Measurements Designs for Correlated Observations and Analysis by Weighted Least Squares
相关观测的最优重复测量设计与加权最小二乘分析
We consider a model for repeated measurements designs where the measurements on the same unit are assumed to be correlated with known correlation coefficient. It is shown that Latin squares with an additional balancing property are E-optimal for the weighted least squares estimate.
Group Sequential Tests with Censored Survival Data Adjusting for Covariates
调整协变量的删失生存数据组序贯检验
Group sequential tests for the analysis of survival data that compare two treatments and allow for the adjustment of other concomitant variables are discussed. These methods allow early termination of a study if large treatment differences occur. Based on simulation results, we compare the operating characteristics of these adjusted tests with the unadjusted sequentially-computed log rank test.
Combining Dependent Tests with Incomplete Repeated Measurements
不完整重复测量下的相关检验合并
In comparing the effectiveness of two treatments, repeated measurements of the same characteristic are often taken under two or more distinct conditions for each experimental subject. A locally best linear combination of individual test statistics obtained under different conditions is proposed to test the equality of the two treatments. The test procedure allows different patterns of missing observations for the two groups to be compared. Special cases such as combining…
Tests for Homogeneity of Odds Ratio When the Data are Sparse
稀疏数据下优势比同质性的检验
Three tests for homogeneity of odds ratio for a series of 2 × 2 tables when the data are sparse are studied by means of Monte Carlo experiments. A score test, based on the assumption that the log odds ratios are generated from some unknown distribution, is shown to be more powerful than the other two. The original test of Zelen (1971), later corrected by Halperin, Ware, Byar et al. (1977), is also examined. It tends to be too liberal under the sparse data situation; however,…