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杂论：经验差异统计量的 Bartlett 调整AI 解读

We introduce two classes of empirical discrepancy statistics that extend empirical likelihood, and establish simple conditions under which they admit Bartlett adjustment.

杂论：含缺失值图模型的最大似然估计AI 解读

In this paper we discuss maximum likelihood estimation when some observations are missing in mixed graphical interaction models assuming a conditional Gaussian distribution as introduced by Lauritzen & Wermuth (1989). The approach via the EM algorithm of Little & Schluchter (1985) for the saturated case is expanded to cover the special restrictions in graphical models. A more efficient way to compute the E-step is indicated. The main purpose of the paper is to show that for…

修正估计式预测限与预测分布札记AI 解读

In this paper a modification of the estimative prediction limit is derived, for which the coverage probability equals the target value to third-order accuracy, under ordinary repeated sampling. It provides an explicit approximate solution to the equation given by Barndorff-Nielsen & Cox (1996), which determines an upper α-prediction limit for an unobserved random variable. The corresponding predictive density is specified in a simple closed form and its main properties are…

参数化多重插补程序的大样本理论AI 解读

We consider the asymptotic behaviour of various parametric multiple imputation procedures which include but are not restricted to the ‘proper’ imputation procedures proposed by Rubin (1978). The asymptotic variance structure of the resulting estimators is provided. This result is used to compare the relative efficiencies of different imputation procedures. It also provides a basis to understand the behaviour of two Monte Carlo iterative estimators, stochastic EM (Celeux &…

匹配对研究的对偶与同时敏感性分析AI 解读

When a study shows an association between a treatment and a response, before concluding that there is a causal relationship it is useful to assess whether or not an unobserved variable, U, might explain the observed association. Sensitivity analysis clarifies the properties U must have in terms of its relationship to the response and its imbalance in the groups being compared. A substantial literature has investigated the imbalance or association between U and group…

证据不完美时的法医学身份识别AI 解读

We study the problem of forensic identification when the trace evidence from the scene of the crime is imperfect: for example, it might be measured with error, or be partially missing. A general framework for imperfect data is developed, and applied in particular to the following cases, singly and in combination: ‘measurement error’ in the recorded information at the scene of the crime; ‘binning’, i.e. discretisation of an originally continuous crime measurement; ‘paternity…

基于核乘积估计量的分类AI 解读

Multivariate kernel density estimation is often used as the basis for a nonparametric classification technique. However, the multivariate kernel classifier suffers from the curse of dimensionality, requiring inordinately large sample sizes to achieve a reasonable degree of accuracy in high dimensional settings. A variance stabilising approach to kernel classification can be motivated through an alternative interpretation of linear and quadratic discriminant analysis in which…

摘要暂缺

数据报告延迟下含协变量右删失生存分布的局部有效估计AI 解读

For many sources of survival data, there is a delay between the recording of vital status and its availability to the analyst, and the Kaplan-Meier estimator is typically inconsistent in these situations. In this paper we identify the optimal estimation problem. As a result of the curse of dimensionality, no globally efficient nonparametric estimator exists with a good practical performance at moderate sample sizes. Following the approach of Robins & Rotnitzky (1992), given…

平稳与非平稳短记忆及长记忆自回归过程的统一模型选择AI 解读

The question of model choice for the class of stationary and nonstationary, fractional and nonfractional autoregressive processes is considered. This class is defined by the property that the dth difference, for −½ ≪ d ≪ ∞, is a stationary autoregressive process of order po ≪ ∞. A version of the Akaike information criterion, AIC, for determining an appropriate autoregressive order when d and the autoregressive parameters are estimated simultaneously by a maximum likelihood…

通过估计函数推断点过程的均值与协方差AI 解读

Liang & Zeger (1986) introduced methodology for the analysis of longitudinal data that provides an alternative to likelihood-based inference. They considered modelling the marginal means of the response follow-up measures, and proposed the use of unbiased estimating functions to handle inference. Here we wish to do the same for point or jump processes. We consider parametric models for the marginal means, and possibly the covariance structures, of processes that allow…

异方差多项式模型中固定设计点数的贝叶斯 D 最优设计AI 解读

We consider design issues in a polynomial regression model where the variance of the response depends on the independent variable exponentially. However, this dependence is not known precisely and additional parameters are required in the model. Our design criteria permit various subsets of the parameters to be estimated with different emphasis. Bayesian D-optimal designs on a compact interval, with the number of support points restricted to be one more than the degree of…

分布函数平滑的带宽选择AI 解读

Several approaches can be made to the choice of bandwidth in the kernel smoothing of distribution functions. Recent proposals by Sarda (1993) and by Altman & Leger (1995) are analogues of the ‘leave-one-out’ and ‘plug-in’ methods which have been widely used in density estimation. In contrast, a method of crossvalidation appropriate to the smoothing of distribution functions is proposed. Selection of the bandwidth parameter is based on unbiased estimation of a mean integrated…

生存时间与终点标记变量联合分布的非参数估计AI 解读

SUMMARY In many applications, variables of interest are marks of the endpoint which are not observed when the survival time is censored. This paper focuses on nonparametric estimation of the joint distribution and summaries of survival time and mark variables. We establish a representation of the joint distribution function through the cumulative markspecific hazard function, which is analogous to the product integral representation of univariate survival function. We…

短论：持续再评估方法的停止规则AI 解读

The continual reassessment method provides a new approach for estimating the maximum tolerated dose in a phase I clinical trial. In this paper we investigate a potential stopping rule for this method. We indicate certain situations in which the finally chosen dose level can be predicted with certainty after having included a number of patients strictly less than the projected sample size. There is therefore a clear gain when the only purpose of the trial is to identify a…

不可忽略且非单调缺失下纵向测量的边际模型分析AI 解读

We propose methods for the analysis of continuous responses subject to nonignorable non-monotone missing data. We form a pseudolikelihood by naively assuming independence over time and using a product of marginal likelihoods at each time point, and we obtain consistent and asymptotically normal estimators of the mean and missingness parameters. Our primary interest is in estimating the parameters of the marginal model at each time point, and we make no assumption about the…

正交级数回归估计的极小极大遗憾分析：选择与收缩AI 解读

We consider the problem of orthogonal series regression estimation when no prior information is available about the form of the regression curve. In a decision-theoretic framework we study the finite sample properties of two classes of nonlinear estimators, based either on a selection or on a shrinkage approach. The methods used correspond to the hard and soft thresholding techniques in the context of wavelet estimation. The whole analysis is carried out under the…

病例对照与半参数两样本密度比模型的推断AI 解读

We consider inference in general binary response regression models under retrospective sampling plans. Prentice & Pyke (1979) discovered that inference for the odds-ratio parameter in a logistic model can be based on a prospective likelihood even though the sampling scheme is retrospective. We show that the estimating function obtained from the prospective likelihood is optimal in a class of unbiased estimating functions. Also we link casecontrol sampling with a two-sample…

计数过程的加速失效时间模型AI 解读

We present a natural extension of the conventional accelerated failure time model for survival data to formulate the effects of covariates on the mean function of the counting process for recurrent events. A class of consistent and asymptotically normal rank estimators is developed for estimating the regression parameters of the proposed model. In addition, a Nelson-Aalen-type estimator for the mean function of the counting process is constructed, which is consistent and,…

单变量删失下二元生存函数非参数估计的一则注记AI 解读

A simple nonparametric estimator is proposed for the underlying bivariate distribution of paired failure times in the presence of univariate right-censoring. The estimator is shown to be a particular path-dependent estimator which is a generalisation of an estimator proposed by Campbell & FÖldes (1982). Under univariate censoring, this path-dependent estimator has the smallest variance among all path-dependent estimators, which includes the estimator proposed by Lin & Ying…

依赖删失下连续两次事件持续时间的非参数估计AI 解读

This paper considers nonparametric inference for duration times of two successive events. Since the second duration process becomes observable only if the first event has occurred, the length of the first duration affects the probability of the second duration being censored. Dependent censoring arises if the two duration times are correlated, which is often the case. Standard approaches to this problem fail because of dependent censoring mechanism. A new product-limit…

存在干扰参数时用于推断的似然函数AI 解读

Consider inference about a scalar parameter of interest Θ in the presence of a vector nuisance parameter. Inference about Θ is often based on a pseudolikelihood function. In this paper, the general problem of constructing a pseudo-loglikelihood function H(Θ) is considered. Conditions are given under which H has the same properties as a genuine loglikelihood function for a model without a nuisance parameter. When these conditions are satisfied to a given order of…

针对季节性与非季节性序列相关备择的白噪声检验AI 解读

This paper considers tests for seasonal and nonseasonal serial correlation in time series and in the errors of regression models. The problem of testing for white noise against multiplicative seasonal ARMA(1, 1) × (1, 1), alternatives is investigated. This testing problem is nonstandard because of nuisance parameters that appear under the alternative but not under the null hypothesis. The likelihood ratio, sup Lagrange multiplier, and average exponential Lagrange multiplier…

Isserlis 矩阵及其在不可分解高斯图模型中的应用AI 解读

The operations of matrix completion and Isserlis matrix construction arise in the statistical analysis of graphical Gaussian models, in both the Bayesian and frequentist approaches. In this paper we study the properties of the Isserlis matrix of the completion, , of a positive definite matrix and propose an edge set indexing notation which highlights the symmetry existing between and its Isserlis matrix. In this way well-known properties of can be exploited to give an easy…