论文检索

摘要暂缺

以设计点局部重心重新定位的核平滑器AI 解读

The local linear smoother usually gives better performance than the Nadaraya-Watson smoother. An exception is the case of data sparsity. Here we discuss a modification of the Nadaraya-Watson smoother by Müller & Song (1993), based on a horizontal shift of the kernel weights towards the local centre of mass of the design points. This gives performance similar to the local linear when that works well and better performance when it does not. The new smoother also preserves…

摘要暂缺

右删失与分组数据两种线性秩统计量关系的札记AI 解读

We show that two forms of linear rank statistics for right censored and grouped data are equivalent. In the case of no tied value among uncensored observations, we provide some intuition about the equivalence.

杂记：周期图平滑的简易窗口宽度选择器AI 解读

One approach to estimating the spectral density of a stationary time series is to smooth the periodogram and one important component of this approach is the choice of the span for smoothing. This note proposes a new span selector which is based on unbiased risk estimation. The proposed span selector is simple, and does not impose strong conditions on the unknown spectrum. For example, it does not require the unknown spectrum to possess a second derivative, which is a typical…

短札：回归函数适切性的检验AI 解读

Adapting the method of principal Hessian directions as recently proposed by Li (1992), we present a test for aiding an assessment of the adequacy of a regression function.

具有时变系数的 Cox 回归模型拟合检验AI 解读

This paper examines goodness-of-fit testing in the Cox regression model with time-varying regression coefficients. Arjas' (1988) approach is used to define test statistics of the Kolmogorov-Smirnov and Cramér-von Mises types. Their asymptotic limits are shown to be well-known functionals of standard Brownian motion, leading to the construction of formal goodness-of-fit tests. Some numerical studies are also included to illustrate the performance of the tests for moderate…

简化删失条件下的二元生存函数非参数估计AI 解读

New bivariate survival function estimators are proposed in the case where the dependence relationship between the censoring variables are modelled. Specific examples include the cases when censoring variables are univariate, mutually independent or specified by a marginal model. Large sample properties of the proposed estimators are discussed. The finite sample performance of the proposed estimators compared with other fully non-parametric estimators is studied via…

稳健的协变量调整对数秩检验AI 解读

In testing for significance of treatment effect within two-sample censored survival data with measured covariates, it is known (Tsiatis, Rosner & Tritchler, 1985) that adjusting the logrank test statistic using a proportional-hazards model for covariate effect can substantially increase efficiency. Extending the robust score statistics described by Lin & Wei (1989), we show how to estimate and optimise the relative efficiencies of such score statistics based on various…

长程相关误差下核回归的带宽选择AI 解读

We investigate the effect of long-range dependence on bandwidth selection for kernel regression with the plug-in method of Herrmann, Gasser & Kneip (1992). A new bandwidth estimator is proposed to allow for long-range dependence. Properties of the proposed estimator are investigated theoretically and via simulation. We find that the proposed estimator performs well in terms of integrated squared error of the estimated trend, allowing us to incorporate both deterministic…

利用小波分解进行模型选择及其应用AI 解读

In this paper we discuss how to use wavelet decompositions to select a regression model. The methodology relies on a minimum description length criterion which is used to determine the number of nonzero coefficients in the vector of wavelet coefficients. Consistency properties of the selection rule are established and simulation studies reveal information on the distribution of the minimum description length selector. We then apply the selection rule to specific problems,…

利用后验协方差矩阵研究随机回归的强一致性AI 解读

In this paper we use posterior covariance matrices to study the strong consistency of Bayes estimators in stochastic regression models under various assumptions on the stochastic regressors. The random errors are assumed to form a martingale difference sequence. Several results are obtained using a recursion satisfied by the sequence of posterior covariance matrices. These results suggest that the posterior covariance matrix is a useful tool in studying strong consistency…

摘要暂缺

利用非参数先验合并多个实验的信息AI 解读

This paper considers combining information from several experiments when the experiments can be summarised via a parameter value. The structure of this set of parameters, in terms of independence, exchangeability, partial exchangeability, etc., is assumed to be unknown and a finite number of possible structures are entertained, each with an associated prior weight representing the degree of belief in that structure. Crucial is the criterion by which these structures are…

基于自回归近似的 ARMA 模型简便估计与识别技术AI 解读

We examine simple estimators for general ARMA models and a corresponding identification method. Both estimation and identification are based on a matrix formed from the coefficients of an autoregressive approximation to the process of interest. We show that a zero determinant of this matrix is necessary and sufficient for the existence of a common factor in autoregressive and moving average lag polynomials, and therefore for redundant parameters in the model. Simulation…

非高斯观测时间序列的似然分析AI 解读

In this paper we provide methods for estimating non-Gaussian time series models. These techniques rely on Markov chain Monte Carlo to carry out simulation smoothing and Bayesian posterior analysis of parameters, and on importance sampling to estimate the likelihood function for classical inference. The time series structure of the models is used to ensure that our simulation algorithms are efficient.

半参数加性风险模型的拟合优度检验AI 解读

Kolmogorov-Smirnov and Cramér-von Mises type test statistics based on the standardised cumulative hazard process are proposed. It is very difficult to evaluate their asymptotic distributions, but they can be approximated by the use of the bootstrap. The advantages of the goodness-of-fit test are that arbitrary partitions of the time axis and covariate spaces are not needed for evaluating test statistics and that it has excellent consistency properties. The test is applied to…

基于病例—对照数据的 Logistic 回归拟合优度检验AI 解读

We test the logistic regression assumption under a case-control sampling plan. After reparameterisation, the assumed logistic regression model is equivalent to a two-sample semiparametric model in which the log ratio of two density functions is linear in data. By identifying this model with a biased sampling model, we propose a Kolmogorov-Smirnov-type statistic to test the validity of the logistic link function. Moreover, we point out that this test statistic can also be…

含缺失协变量的 Cox 比例风险模型AI 解读

We propose two methods for handling missing covariates in using the Cox proportional hazards model. The maximum partial likelihood estimator based only on study subjects having complete covariates does not utilise all available information. Also it is biased when the probability of missingness depends on the failure or censoring time. Our suggestion is to impute the conditional expectation of the statistic involving missing covariates given the available information. The…

寿命与疾病发病时间分布的有效估计AI 解读

We study efficient nonparametric maximum likelihood estimation of the distribution of onset and lifetime associated with an irreversible disease that is only detectable at sacrifice or death. We show that, if the onset distribution is continuous, then estimation of the lifetime distribution cannot be improved by using current status information on the time till onset. In this case the Kaplan-Meier estimator of the lifetime distribution is asymptotically efficient. The…

含协变量测量误差的病例对照研究贝叶斯半参数模型AI 解读

We develop a model and a numerical estimation scheme for a Bayesian approach to inference in case-control studies with errors in covariables. The model proposed in this paper is based on a nonparametric model for the unknown joint distribution for the missing data, the observed covariates and the proxy. This nonparametric distribution defines the measurement error component of the model which relates the missing covariates X with a proxy W. The oxymoron ‘nonparametric Bayes’…

二元响应序贯临床试验的置信区间计算AI 解读

Consider a sequential test applied to two streams of binary responses in a comparative clinical trial. After the completion of such a trial Woodroofe's (1992) technique for accurate confidence interval estimation for a treatment difference can be applied. In this paper the technique is extended to provide confidence intervals for the individual absolute success probabilities of the two treatments in the trial, for which no current methodology exists. Accuracy is explored by…

Monti 的 ARMA 模型适合性综合检验有限样本分布的进一步结果AI 解读

This note investigates the finite-sample performance of Monti's test, paying special attention to its estimated sizes and empirical powers. Our simulation results indicate that (i) the test size can be affected by the choice of the number of residual partial autocorrelations, m, and (ii) the empirical powers of the Monti and the Ljung-Box tests are similar in the cases of both seasonal and nonseasonal data if m is properly chosen.

圆周对圆周回归中的偏心预测器AI 解读

This paper considers the prediction of a y-angle, given an x-angle in a circular-circular regression. The predictor under study is a rotation of the decentred x-angle, denned as the direction of the sum of the unit vector corresponding to angle x plus a decentring vector. The parameters are defined as those which maximise the average residual cosine. This predictor is shown to perform well when the data come from a bivariate von Mises distribution or from a wrapped bivariate…