日期精度：到日 2256 篇 · 到月 2354 篇 · 到年 2207 篇
Contributions made by Biometrika authors over the past century are described by arranging them into fairly coherent groups, with brief introductions whenever deemed necessary. The paper is concluded with a look at challenges in the new century.
局部线性平滑的经验似然置信区间
Empirical likelihood is considered in conjunction with the local linear smoother to construct confidence intervals for a nonparametric regression function with bounded support. The coverage error of the empirical likelihood confidence intervals is evaluated and is shown to be of the same order throughout the support of the regression function. This is a significant improvement over confidence intervals based directly on the asymptotic normal distribution of the local linear…
利用总体辅助信息的分层随机抽样经验似然推断
The empirical likelihood method under stratified random sampling is used for making inferences on finite population parameters. Our results show that it can lead to efficient estimators by making effective use of auxiliary population information in the form of overall population totals or means ascertained from external sources. Empirical likelihood ratio confidence intervals for the population mean are also studied, and adjusted intervals with asymptotically correct…
多元分布的非参数蒙特卡洛检验
In this paper, nonparametric Monte Carlo test procedures are proposed for composite hypotheses in which the multivariate distribution belongs to a nonparametric family. When a random variable is, in distribution, equal to a product of two independent variables, Monte Carlo simulations can be performed conditionally on one of the variables. They can be applied to testing several commonly used distributions including elliptically symmetric, reflectively symmetric,…
改进的异方差一致协方差矩阵估计量
Este documento tem por objetivo orientar os usuários do Repositório Institucional da Universidade Federal da Bahia (RI/UFBA) quanto à conversão de arquivos para o formato PDF/A (Portable Document Format/Archive).Recomenda-se que sua produção e arquivamento sejam realizados no formato PDF/A visando assegurar o acesso e a preservação de documentos digitais a longo prazo.
利用定性约束的 bootstrap 方法降低变异性
Parametric methods are often attractive for small to moderate samples, since, relative to nonparametric techniques, they reduce variability of a wide range of statistical procedures. However, when sample size is small there is often little empirical evidence to support a particular model, and so, while variance can be reduced, bias may be increased. In theory, smoothing can be used to reduce variability of nonparametric procedures, but the difficulty of choosing the…
双变量现状数据的关联性评估
Assuming that the two failure times of interest with bivariate current status data follow a bivariate copula model, we propose a two‐stage estimation procedure to estimate the association parameter which is related to Kendall's tau. Asymptotic properties of the proposed semiparametric estimator show that, although the first‐stage marginal estimators have a convergence rate of only n1/3, the resulting parameter estimator still converges to a normal random variable with the…
聚类生存数据脆弱性模型中的协变量测量误差
We propose a new class of frailty measurement error models for clustered survival data when covariates are measured with error. We show that the induced hazard function conditional on the observed covariates also follows a frailty model but of a more complicated form. We study the asymptotic bias in regression coefficients and variance components when measurement error is ignored, and the impact of censoring on this asymptotic bias. We show that the naive estimator of the…
利用二次推断函数改进广义估计方程
Generalised estimating equations enable one to estimate regression parameters consistently in longitudinal data analysis even when the correlation structure is misspecified. However, under such misspecification, the estimator of the regression parameter can be inefficient. In this paper we introduce a method of quadratic inference functions that does not involve direct estimation of the correlation parameter, and that remains optimal even if the working correlation structure…
部分观测时间序列的非线性检验
We have implemented a Lagrange multiplier test specifically for the alternative of a nonlinear continuous-time autoregressive model with the instantaneous mean having one degree of nonlinearity. The test is then extended to testing for the alternative of general nonlinear continuous-time autoregressive models with multiple degrees of nonlinearity. The performance of the test in the finite-sample case is compared with several existing tests for nonlinearity including Keenan's…
This paper generalises four types of disturbance commonly used in univariate time series analysis to the multivariate case, highlights the differences between univariate and multivariate outliers, and investigates dynamic effects of a multivariate outlier on individual components. The effect of a multivariate outlier depends not only on its size and the underlying model, but also on the interaction between the size and the dynamic structure of the model. The latter factor…
多窗多变量谱估计的统一视角
The orthogonal multitaper framework for cross‐spectral estimators provides a simple unifying structure for determining the corresponding statistical properties. Here cross‐spectral estimators are represented by a weighted average of orthogonally‐tapered cross‐periodograms, with the weights corresponding to a set of rescaled eigenvalues. Such a structure not only encompasses the Thomson estimators, using Slepian and sine tapers, but also Welch's weighted overlapped segment…
贝叶斯图像复原中Gibbs采样器收敛时间的界
This paper shows how coupling methodology can be used to give precise, a priori bounds on the convergence time of Markov chain Monte Carlo algorithms for which a partial order exists on the state space which is preserved by the Markov chain transitions. This methodology is applied to give a bound on the convergence time of the random scan Gibbs sampler used in the Bayesian restoration of an image of N pixels. For our algorithm, in which only one pixel is updated at each…
校准与经验贝叶斯变量选择
For the problem of variable selection for the normal linear model, selection criteria such as aic, Cp , bic and ric have fixed dimensionality penalties. Such criteria are shown to correspond to selection of maximum posterior models under implicit hyperparameter choices for a particular hierarchical Bayes formulation. Based on this calibration, we propose empirical Bayes selection criteria that use hyperparameter estimates instead of fixed choices. For obtaining these…
离散情形下最大似然估计量条件分布的似然比近似
The likelihood ratio approximation, also called Barndorff‐Nielsen's approximation and often denoted by p*, provides a highly accurate approximation to the conditional density of a maximum likelihood estimator Θ given an ancillary statistic. In this paper, the properties of p* are considered for the case in which the underlying random variables have a lattice distribution and Θ has a discrete, but not necessarily lattice, distribution. If Θ has a lattice distribution, then p*…
成组失效时间数据的半参数回归分析
Inference procedures based on the partial likelihood function for the Cox proportional hazards model have been generalised to the case in which the data consist of a large number of independent small groups of correlated failure time observations (Lee, Wei [amp ] Amato, 1992; Liang, Self [amp ] Chang, 1993; Cai [amp ] Prentice, 1997). However, the Cox model may not fit the data well. A class of linear transformation models, which includes the proportional hazards and odds…
有序纵向调查数据分析：广义估计方程方法
Longitudinal survey data may comprise ordinal polytomous repeated observations and a set of multidimensional covariates for a large number of individuals. One of the main goals of the longitudinal survey is then to describe the marginal expectation of the ordinal polytomous outcome variable as a function of the covariates while accounting for the structural as well as longitudinal correlations. The structural correlations come from the polytomous nature of the response…
杂论：替代结局数据的稳健插补方法
We consider estimation for regression analysis with surrogate or auxiliary outcome data. Assume that the regression model for the conditional mean of the outcome is a known function of a linear combination of the covariates with unknown coefficients, which are the regression parameters of interest. Such a class of models includes the generalised linear models as special cases. Suppose further that the outcome variable of interest is only observed in a validation subset,…
t 型回归估计量的崩溃点
To bound the influence of a leverage point, generalised M-estimators have been suggested. However, the usual generalised M-estimator of regression has a breakdown point that is less than the inverse of its dimension. This paper shows that dimension-independent positive breakdown points can be attained by a class of well-defined generalised M-estimators with redescending scores. The solution can be determined through optimisation of t-type likelihood applied to properly…
具有显著性水平保证的回归均值单调性检验
In this paper a nonparametric procedure for testing for monotonicity of a regression mean with guaranteed level is proposed. The procedure is based on signs of differences of observations from the response variable. The test is calibrated against the most difficult null hypothesis, when the regression function is constant, and produces an exact test in this context. In general, the test is conservative. The power of the test is good, and comparable with that of other…
达到 EM 收敛速率的 ECM 算法
We show that the ECM algorithm can always be constructed to converge at the same or approximately the same rate as the EM algorithm. The construction is based on the well-known conjugate directions algorithm. This result both suggests ways of speeding up the convergence of ECM and provides a simple way of identifying cases where the simplicity and stability of ECM over EM is attained at effectively no loss in convergence speed. Three examples are given.
两阶段标记重捕实验分析的非参数方法
We present a new approach to the analysis of two-stage mark-recapture experiments where individual covariates are available which describe the detectability of individuals in the population. Central to the theory is a single quantity α, which we call the heterogeneity index and which measures the variability in the detectability of individuals. This theory also has implications for the analysis of independent observer line transect surveys. An estimator of α is provided by…
元分析中标准化差异的异质性方差非参数估计
The standardised difference has become a frequently used measure of the effect of interest in meta-analysis. Given population heterogeneity, we propose a nonparametric moment estimator for the heterogeneity variance in the corresponding random effects model. The advantages of this approach are threefold. First, it recognises that the specific variances for the individual studies themselves are given in the form of estimates. Secondly, the simple structure of a moment…
基于稳健协方差或相关矩阵估计的主成分分析：影响函数与效率
A robust principal component analysis can be easily performed by computing the eigenvalues and eigenvectors of a robust estimator of the covariance or correlation matrix. In this paper we derive the influence functions and the corresponding asymptotic variances for these robust estimators of eigenvalues and eigenvectors. The behaviour of several of these estimators is investigated by a simulation study. It turns out that the theoretical results and simulations favour the use…