日期精度：到日 2256 篇 · 到月 2354 篇 · 到年 2207 篇
杂论：局部依赖函数
In the context of recent interest in extending scalar association measures to local association functions, attention is drawn to the local dependence function, the mixed partial derivative of the log density, proposed by Holland & Wang (1987). We provide an alternative motivation to that provided by Holland & Wang. We also describe a few basic properties of the local dependence function, and indicate how it may be estimated from data.
面向多期预测的模型选择
Model selection for time series data based upon joint multiperiod forecasts is investigated. Some popular selection criteria are applied to a suitable multivariate regression model to create new selection criteria. Monte Carlo experiments show that the proposed selection procedure performs more efficiently than the corresponding regular procedure, particularly when the data are generated from a high order autoregressive model. Analysis of some real data supports the…
配对实验中比较受试者工作特征曲线的分布无关方法
A distribution-free permutation test procedure is proposed for comparing receiver operating characteristic curves based on continuous data from a paired design. The method tests the hypothesis that the two curves are identical for all operating points, unlike previously proposed methods which test the equivalence of the areas under the curves. The new test is shown by simulation to have very similar operating characteristics to the standard method based on comparisons of the…
协变量缺失下的拟似然回归模型
This paper presents methods to handle missing covariates when the quasi-likelihood equations for the complete data are available. Our suggestion is to replace the functions of the missing data appearing in the quasi-likelihood equation with their conditional means given the observed data or with unbiased predictors, so that the resulting equation is unbiased. We focus on two models. One is a random effects model for count data, where random effects are treated as missing…
非线性混合效应模型中协变量测量误差的影响
Little is known about the effects of measurement error in intra-individual covariates on inference for the nonlinear mixed effects model. We investigate this issue for a controlled variable measurement error model, and find that a major consequence may be substantial bias in estimates of parameters characterising intra-individual variation. Estimation of population parameters may also be affected. The dramatic effect of measurement error on estimation of intra-individual…
重要性抽样分位数估计的优化
This paper considers the use of an auxiliary variable X* to estimate quantiles of a test statistic X; X* may be an asymptotic expansion of X, or a simplified version which ignores some of the covariance structure. The proposed estimator involves three stages. First a large sample is drawn, and X* is evaluated. Then a first subsample is drawn, X and X* are evaluated and the conditional distribution of X given X* is estimated. Then a second subsample is drawn with weighting…
序贯检验后的校正置信区间及其生存分析应用
Corrected confidence intervals are developed for an unknown parameter for data from a sequential experiment. The corrections are obtained from asymptotic expansions for the distribution of the signed root transformation and they have a simple form. The model does not require independent and identically distributed random variables, or smooth stopping boundaries. Inference about the failure rate of an exponential distribution when data are subject to random censoring,…
理解 WaveShrink：方差与偏差估计
Donoho & Johnstone's WaveShrink procedure has proved valuable for function estimation and nonparametric regression. WaveShrink is based on the principle of shrinking wavelet coefficients towards zero to remove noise. WaveShrink has very broad asymptotic near-optimality properties and achieves the optimal risk to within a factor of log n. In this paper, we derive computationally efficient formulae for computing the exact bias, variance and L2 risk of WaveShrink estimates in…
多元偏态正态分布
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case.
高斯时间序列随机性修正综合检验的有限样本分布
This paper proposes three modified portmanteau tests based on the applications of the Fisher (1921) and Hotelling (1953) transformations to sample autocorrelations. The test statistics are asymptotically chi-square. Our simulation results indicate that the empirical significance levels of the proposed tests are more reliable than the portmanteau tests of Box & Pierce (1970), Ljung & Box (1978) and Dufour & Roy (1986) when the sample size is small (15 ≤ n ≤ 40) and the number…
Mantel–Haenszel 检验向二元失效时间数据的推广
SUMMARY This paper presents a class of Mantel & Haenszel (1959) type statistics for testing independence between pairs of failure times. This class is extended to include a weight function in order to enhance test power. Large sample distributions of these statistics are given under the null hypothesis of independence. The paper also presents a simplified test, the covariance test, which is asymptotically equivalent to the Mantel-Haenszel-type test. In order to account for…
概率统计史研究第四十四篇：t 分布的先驱
The t-distribution first occurred in a paper by Lüroth (1876) on the classical theory of errors in connection with a Bayesian result.
模型选择中的广义信息准则
The problem of evaluating the goodness of statistical models is investigated from an information-theoretic point of view. Information criteria are proposed for evaluating models constructed by various estimation procedures when the specified family of probability distributions does not contain the distribution generating the data. The proposed criteria are applied to the evaluation of models estimated by maximum likelihood, robust, penalised likelihood, Bayes procedures,…
一阶自回归模型的单位根自助法检验
We propose bootstrap tests for unit roots in first-order autoregressive models and we establish their asymptotic validity both for independent and for autoregressive errors; in this case, the bootstrap methodology directly approaches the asymptotic distribution, making unnecessary the usual corrections due to dependence of innovations. We also present a Monte Carlo power study comparing these tests with existing alternative methods. For small samples, the power of the…
具有重复测量的变量测量误差回归似然分析
This paper advocates likelihood analysis for regression models with measurement errors in explanatory variables, for data problems in which the relevant distributions can be adequately modelled. Although computationally difficult, maximum likelihood estimates are more efficient than those based on first and second moment assumptions, and likelihood ratio inferences can be substantially better than those based on asymptotic normality of estimates. The EM algorithm is…
纵向临床试验中的重复显著性检验
When longitudinal clinical trials are monitored, multiplicity from repeated significance testing as well as from repeated measures has to be accounted for properly to control the overall type I error. This often involves a multidimensional integration procedure to compute group sequential boundaries. We establish an independent increments structure of sequentially computed test statistics based on the generalised estimating equations of Liang & Zeger (1986) for longitudinal…
结合协变量与删失时间补充信息的截断寿命数据估计
In epidemiology, reliability and other areas one encounters situations where response times and covariates for individuals in a population are observed only if the response time does not exceed an associated censoring time. Methods for obtaining supplementary information about covariates and censoring times for nonresponding individuals are considered. Estimation procedures are developed for the resulting combination of truncated data and supplementary data. Theoretical and…
捕获概率随时间变化的再捕获实验中的精确枢轴量
Testing and confidence interval construction for a parameter are achieved by constructing a pivotal. In this paper we study construction of approximate pivotals from recapture models where capture probabilities possibly vary from occasion to occasion. We compare the asymptotic standard normality of various pivotals including analogues of the classical maximum likelihood/Wald, score and likelihood ratio statistics. Some bias adjustments are developed and indicate that the…
多项总体规模估计量的渐近正态性及艾滋病疫情反推应用
Estimation of the unknown size of a multinomial distribution is required in some important applications. It has been previously shown that the maximum likelihood estimators of the size and other parameters in the multinomial distribution are asymptotically normal under suitable regularity conditions. Unfortunately, one of these conditions is difficult to verify in practice. Here we present an alternative regularity condition that is straightforwardly verifiable. An…
小样本下多个受试者内方差的齐性检验
The problem of testing homogeneity of many within-subject variances using small samples is addressed. The asymptotic null distribution of minus twice the likelihood ratio statistic, as the number of subjects tends to infinity, is derived. By inverting the characteristic function of this statistic numerically, the performance of the corresponding critical values may be assessed, and compared with competing approximations. A real data example and a theoretical comparison…
长记忆参数变化的检验
Long-range dependence is often observed in long time series. Correlations decay approximately like |k|2H-2, with H ε (0.5, 1), as the lag k tends to infinity. The long-term features of the data are essentially characterised by the parameter H. Small changes of H have strong implications for the long-term behaviour of the process. In particular, rates of convergence of estimators for the mean, and for many other parameters of interest, differ for different values of H. For…
长序列向量一般线性过程的快速似然近似：分数差分应用
The quadratic form appearing in the likelihood function of a Gaussian stationary and invertible vector general linear process is considered in this paper. A new expression for this quadratic form is developed, which allows repeated computations to be performed very efficiently by possibly using forecast and backcast values of the series. While the quadratic form itself involves the inverse of the covariance matrix, the new expression uses the autocovariances of the…
条件高斯状态空间模型中的马尔可夫链蒙特卡洛
A Bayesian analysis is given for a state space model with errors that are finite mixtures of normals and with coefficients that can assume a finite number of different values. A sequence of indicator variables determines which components the errors belong to and the values of the coefficients. The computation is carried out using Markov chain Monte Carlo, with the indicator variables generated without conditioning on the states. Previous approaches use the Gibbs sampler to…