论文检索

结构向量自回归条件独立图的抽样性质AI 解读

Structural vector autoregressions allow contemporaneous series dependence and assume errors with no contemporaneous correlation. Models of this form, that also have a recursive structure, can be described by a directed acyclic graph. An important tool for identification of these models is the conditional independence graph constructed from the contemporaneous and lagged values of the process. We determine the large‐sample properties of statistics used to test for the…

扩散过程的非参数状态估计AI 解读

The paper presents a method for estimating nonparametrically the states of one‐dimensional diffusion processes. Once certain nuisance parameters have been estimated from the time series, states of a diffusion process can be estimated by the Kalman filter algorithm, so that the method is also useful for filtering and smoothing the states of the process. Numerical comparison of the method with the case of fitting a linear model to data shows that the method is clearly superior…

广义线性混合模型方差分量的一类限制极大似然估计AI 解读

The maximum likelihood estimator of the variance components in a linear model can be biased downwards. Restricted maximum likelihood (REML) corrects this problem by using the likelihood of a set of residual contrasts and is generally considered superior. However, this original restricted maximum likelihood definition does not directly extend beyond linear models. We propose a REML‐type estimator for generalised linear mixed models by correcting the bias in the profile score…

过度离散纵向计数数据的分析AI 解读

In many biomedical studies, longitudinal count data comprise repeated responses and a set of multidimensional covariates for a large number of individuals. When the response variable in such models is subject to overdispersion, the overdispersion parameter influences the marginal variance. In such cases, the overdispersion parameter plays a significant role in efficient estimation of the regression parameters. This raises the need for joint estimation of the regression…

局部多重插补AI 解读

Dealing with missing data via parametric multiple imputation methods usually implies stating several strong assumptions both about the distribution of the data and about underlying regression relationships. If such parametric assumptions do not hold, the multiply imputed data are not appropriate and might produce inconsistent estimators and thus misleading results. In this paper, a fully nonparametric and a semiparametric imputation method are studied, both based on local…

高维情形下分布相等性的置换检验AI 解读

Motivated by applications in high‐dimensional settings, we suggest a test of the hypothesis H0 that two sampled distributions are identical. It is assumed that two independent datasets are drawn from the respective populations, which may be very general. In particular, the distributions may be multivariate or infinite‐dimensional, in the latter case representing, for example, the distributions of random functions from one Euclidean space to another. Our test uses a measure…

修正估计函数AI 解读

In a parametric model the maximum likelihood estimator of a parameter of interest ψ may be viewed as the solution to the equation l′p(ψ) = 0, where lp denotes the profile loglikelihood function. It is well known that the estimating function l′p(ψ) is not unbiased and that this bias can, in some cases, lead to poor estimates of ψ. An alternative approach is to use the modified profile likelihood function, or an approximation to the modified profile likelihood function, which…

逻辑回归 ROC 曲线的高估问题AI 解读

Logistic regression is often used to find a linear combination of covariates which best discriminates between two groups or populations. The ROC, receiver operating characteristic, curve is a good way of assessing the performance of the resulting score, but using the same data both to fit the score and to calculate its ROC leads to an over‐optimistic estimate of the performance which the score would give if it were to be validated on a sample of future cases. The paper…

摘要暂缺

Edwards与Lauritzen的TM算法收敛速率AI 解读

Edwards & Lauritzen (2001) have recently proposed the TM algorithm for finding the maximum likelihood estimate when the likelihood can be truly or artificially regarded as a conditional likelihood, and the full likelihood is more easily maximised. They have presented a proof of convergence, provided that the algorithm is supplemented by a line search. In this note a simple expression, in terms of observed information matrices, is given for the convergence rate of the…

向量 M 估计目标的标量函数：高精度置信限AI 解读

This paper concerns high‐order inference for scalar parameters that are estimated by functions of multivariate M‐estimators. Asymptotic formulae for the bias and skewness of the studentised statistic are derived. Although these formulae appear complicated, they can be evaluated easily by using matrix operations and numerical differentiation. Various methods for constructing second‐order accurate confidence limits are discussed, including a method based on skewness‐reducing…

双标图与对应分析的拟合优度AI 解读

The present paper examines proportional goodness of fit to variables recorded on individuals, the variances and covariances of the variables, and the form and distances between individuals. No single plot displays all three optimally in the sense of least squares. However, even aspects which are non‐optimally fitted by biplots and Benzécri plots often closely preserve the optimal fit. This is shown by means of a preservation‐of‐fit function which depends on the type of…

针对规则与聚集空间点过程混合的完全空间随机性拟合优度检验AI 解读

A goodness‐of‐fit test statistic for spatial point processes is proposed and shown to have an asymptotic chi‐squared distribution if the underlying point process is Poisson. Simulations demonstrate that the test, when testing for complete spatial randomness, is more sensitive to mixtures of regular and clustered point processes than the tests using the nearest neighbour distance distribution, the second‐ or third‐order characteristics.

利用验证数据的线性协变量测量误差模型经验似然推断AI 解读

Linear errors‐in‐covariables models are considered, assuming the availability of independent validation data on the covariables in addition to primary data on the response variable and surrogate covariables. We first develop an estimated empirical loglikelihood with the help of validation data and prove that its asymptotic distribution is that of a weighted sum of independent standard x21 random variables with unknown weights. By estimating the unknown weights consistently,…

灵活的加性—乘性风险率模型AI 解读

We present a new additive‐multiplicative hazard model which consists of two components. The first component contains additive covariate effects through an additive Aalen model while the second component contains multiplicative covariate effects through a Cox regression model. The Aalen model allows for time‐varying covariate effects, while the Cox model allows only a common time‐dependence through the baseline. Approximate maximum likelihood estimators are derived by solving…

平滑样条的自由度检验AI 解读

When using smoothing splines to estimate a function, the user faces the problem of choosing the smoothing parameter. Several techniques are available for selecting this parameter according to certain optimality criteria. Here, we take a different point of view and we propose a technique for choosing between two alternatives, for example allowing for two different levels of degrees of freedom. The problem is addressed in the framework of a mixed‐effects model, whose…

半参数混合模型中的经验似然AI 解读

Plant and animal studies of quantitative trait loci provide data which arise from mixtures of distributions with known mixing proportions. Previous approaches to estimation involve modelling the distributions parametrically. We propose a semiparametric alternative which assumes that the log ratio of the component densities satisfies a linear model, with the baseline density unspecified. It is demonstrated that a constrained empirical likelihood has an irregularity under the…

面板计数数据的半参数伪似然估计方法AI 解读

In this paper, we study panel count data with covariates. A semiparametric pseudolikelihood estimation method is proposed based on the assumption that, given a covariate vector Z, the underlying counting process is a nonhomogeneous Poisson process with the conditional mean function given by E{N (t) |Z} = Λ0 (t) exp (β′0Z). The proposed estimation method is shown to be robust in the sense that the estimator converges to its true value regardless of whether or not N (t) is a…

部分观测时间序列的非线性检验札记AI 解读

We have implemented a Lagrange multiplier test for the alternative hypothesis of a nonlinear continuous‐time autoregressive model with the instantaneous mean having multiple degrees of nonlinearity. This test is an extension of a Lagrange multiplier test proposed by Tsai & Chan (2000), with the alternative model analogous to the model used in Tsay's (1986) discrete‐time work. The performance of the test in the finite‐sample case is compared with several existing tests for…

回顾性家庭研究的分析AI 解读

Case‐control samples allow straightforward calculation of estimates of the association between covariates and disease status by fitting a prospective logistic regression model. In genetic studies of disease, investigators often gather additional information on response and covariate variables from family members of cases and controls. The objective is to model the responses of all the family members in terms of the covariate data. Whittemore (1995) has discussed maximum…

流行病、分枝过程与布朗运动中的空置信集AI 解读

This paper treats some examples where likelihood‐based inference for certain model parameters may produce empty confidence sets. The first example concerns epidemics, and the parameter of interest is the basic reproduction number R0, which is to be estimated from the final size of an epidemic in a finite population. The second example treats estimation of the mean of the offspring distribution in a branching process, based on observing the total progeny, i.e. the total…

协方差矩阵的谱模型AI 解读

A new model for the simultaneous eigenstructure of multiple covariance matrices is proposed. The model is much more flexible than existing models and subsumes most of them as special cases. A Fisher scoring algorithm for computing maximum likelihood estimates of the parameters under normality is given. Asymptotic distributions of the estimators are derived under normality as well as under arbitrary distributions having finite fourth‐order cumulants. Special attention is…

不同密度估计方法下投影寻踪的判别能力AI 解读

We explore the properties of projection pursuit discriminant analysis. This discriminant method is very powerful but relies heavily on a univariate density estimate. We show that the procedure based on wavelets maintains the same rate of convergence as with univariate wavelet density estimation. We also show the Bayes risk strong consistency of both the kernel‐ and wavelet‐based methods. Simulated data and real data concerning character recognition show that the method is…

重复测量分析中的变系数模型与基函数近似AI 解读

A global smoothing procedure is developed using basis function approximations for estimating the parameters of a varying‐coefficient model with repeated measurements. Inference procedures based on a resampling subject bootstrap are proposed to construct confidence regions and to perform hypothesis testing. Conditional biases and variances of our estimators and their asymptotic consistency are developed explicitly. Finite sample properties of our procedures are investigated…