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概率密度拉普拉斯变换反演的最大熵方法AI 解读

This papers presents a maximum entropy method for inverting Laplace transforms of density functions of positive random variables. The maximum entropy density is very flexible and can assume a variety of different shapes. Accurate approximations to the true density can be obtained even when only a few transform values are available. Numerical evidence is provided for gamma, lognormal, inverse Gaussian and Pareto distributions.

稳健回归模型选择的一般 Akaike 型准则AI 解读

Akaike's procedure (1970) for selecting a model minimises an estimate of the expected squared error in predicting new, independent observations. This selection criterion was designed for models fitted by least squares. A different model-fitting technique, such as least absolute deviation regression, requires an appropriate model selection procedure. This paper presents a general Akaike-type criterion applicable to a wide variety of loss functions for model fitting. It…

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部分失效类型缺失时的竞争风险生存数据分析AI 解读

We propose a method to analyse competing risks survival data when failure types are missing for some individuals. Our approach is based on a standard proportional hazards structure for each of the failure types, and involves the solution to estimating equations. We present consistent and asymptotically normal estimators of the regression coefficients and related score tests. An appealing feature is that individuals with known failure types make the same contributions as they…

存在依赖删失时的半参数回归估计AI 解读

We propose a semiparametric estimation procedure for estimating the regression of an outcome Y, measured at the end of a fixed follow-up period, on baseline explanatory variables X, measured prior to start of follow-up, in the presence of dependent censoring given X. The proposed estimators are consistent when the data are ‘missing at random’ but not ‘missing completely at random’ (Rubin, 1976), and do not require full specification of the complete data likelihood.…

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比例风险回归中的模型误设AI 解读

The proportional hazards model is frequently used to evaluate the effect of treatment on failure time events in randomised clinical trials. Concomitant variables are usually available and may be considered for use in the primary analyses under the assumption that incorporating them may reduce bias or improve efficiency. In this paper we consider two approaches to including covariate information: regression modelling and stratification. We focus on the setting where covariate…

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多元极值分布的 Fisher 信息AI 解读

Explicit algebraic formulae for the Fisher information matrix of the multivariate extreme value distribution with generalised extreme value margins and logistic dependence structure are given.

一类二项响应混合模型中后验分布存在性的说明AI 解读

Necessary and sufficient conditions are given for the existence of the posterior distribution of the variance components in a class of mixed models for binomial responses. The implications of our results are illustrated through an example.

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利用疾病标志物改进向右再分配算法AI 解读

Disease markers are time-dependent covariates which describe progression towards development of disease. Traditional methods in survival analysis do not make use of available data on these markers to recover additional information from censored individuals. Using a heuristic modification of the redistribution to the right algorithm (Efron, 1967), a new approach for recovering information for censored individuals using disease markers is proposed. Additionally, the…

区间删失数据的回归分析AI 解读

Interval-censored data result when survival times are not known exactly, but are only known to have occurred between intermittent examination times. Here the accelerated failure time model is treated for interval-censored data. A class of score statistics that may be used for estimation and confidence procedures is proposed. An adaptive procedure based on estimating the optimal member of the class of score statistics is explored.

曲指数模型中稳定且不变的调整剖面似然与定向似然AI 解读

For curved exponential models, the modified profile likelihood and the modified directed likelihood are approximated, with error 0(n-1) under ordinary repeated sampling, by explicitly defined and invariant quantities which do not require specification of an ancillary and which are stable in the sense of having the appropriate conditionality property with respect to any reasonable ancillary.

一般估计函数的近似似然比AI 解读

The method of estimating functions (Godambe, 1991) is commonly used when one desires to conduct inference about some parameters of interest but the full distribution of the observations is unknown. However, this approach may have limited utility, due to multiple roots for the estimating function, a poorly behaved Wald test, or lack of a goodness-of-fit test. This paper presents approximate likelihood ratios that can be used along with estimating functions when any of these…

修正工具变量单位根检验的功效AI 解读

In this paper we investigate the power of Hall's (1989) instrumental variables tests for unit roots. A slight modification is made to Hall's t statistic so that the modified t statistic can be applied directly without encountering the possible negative standard error problem of Hall's original t statistic. The major finding is that the power curves of the instrumental variables tests are not monotonic functions of the autoregressive coefficient of the unit root models when…

关于遗漏混杂因素所致偏差的札记AI 解读

In observational studies some confounders may be unknown and therefore omitted from the analysis while others are adjusted for. Approximations to the functions defining the relationship between the parameters in the full and reduced models are proposed leading to asymptotic bias estimates. Numerical calculations for logistic and Poisson regression models show good agreement between asymptotic and simulation bias. A data set containing the relationship between low birth…

小波方差的估计AI 解读

The wavelet variance decomposes the variance of a time series into components associated with different scales. We consider two estimators of the wavelet variance: the first based upon the discrete wavelet transform, and the second, called the maximal-overlap estimator, based upon a filtering interpretation of wavelets. We determine the large sample distribution for both estimators and show that the maximal-overlap estimator is more efficient for a class of processes of…