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摘要暂缺

线性模型选择中广义交叉验证准则的一个注记AI 解读

Cross-validation criteria in linear model selection are approached from a coordinate free point of view. A new generalised cross-validation criterion is derived and shown to contain the ordinary and the existing generalised cross-validation criteria as special cases.

多窗谱估计量的有效带宽AI 解读

The bandwidth of a spectral estimator is a measure of the minimum separation in frequency between approximately uncorrelated spectral estimates. We determine an effective bandwidth measure for multitaper spectral estimators, a relatively new and very powerful class of spectral estimators proving to be very valuable whenever the spectrum of interest is detailed and/ or varies rapidly with a large dynamic range. The multitaper spectral estimator is the average of several…

参数生存模型的序贯方法AI 解读

SUMMARY The asymptotic sequential distribution is derived for score tests and maximum likelihood estimates in parametric survival models in the presence of nuisance parameters where individuals enter over time and the data are subject to right censoring. It is shown that these sequential tests and estimates have an independent increments structure. This allows the use of standard group sequential methods for early stopping.

基于相关失效时间数据的风险比参数估计方程AI 解读

Weighted partial likelihood estimating equations are proposed for the estimation of marginal hazard ratio parameters based on correlated failure time data. Asymptotic distribution theory is derived for the solution to such equations using martingale convergence results and inverse function theory. Simulation studies and theoretical efficiency calculations indicate that the inclusion of weights in the estimating equation produces important efficiency gains only if the…

基于假定 Copula 的依赖竞争风险边际生存估计AI 解读

When time to death and time to censoring are associated one may be appreciably misled when the marginal survival functions are estimated using the product-limit estimators, which assume independent censoring. If no assumption about the relationship between the two times is made, the marginal survival functions are not identifiable. A natural function that defines the association between the two random variables is the copula. We show that if this function is known then the…

疾病风险因素的汇总数据研究AI 解读

Statistical methods are proposed for estimating relative rate parameters, based on estimated disease rates and covariate data from random samples of individuals from each of several cohorts. A random effects model is used to derive mean and variance models for estimated disease rates. Estimating equations for relative rate parameters are then developed by replacing cohort covariate averages by corresponding sample averages. The asymptotic distribution of regression parameter…

单一离散分量广义线性混合模型的偏差校正AI 解读

General expressions are derived for the asymptotic biases in three approximate estimators of regression coefficients and variance component, for small values of the variance component, in generalised linear mixed models with canonical link function and a single source of extraneous variation. The estimators involve first and second order Laplace expansions of the integrated likelihood and a related procedure known as penalised quasi-likelihood. Numerical studies of a series…

病例对照研究中家庭数据的 Logistic 回归AI 解读

Multivariate regression models are applied to binary disease data in families identified from case-control studies. Attention is restricted to ‘ marginal’ or reproducible models, i. e. those whose parameters have the same interpretations in the marginal distributions for all subsets of a family, with a logistic specification of each individual's marginal disease probability. For such models, it is shown that the case-control family data can be analysed as if they were…

近似条件推断的贝叶斯方法AI 解读

Sweeting (1995) studies regular Bayesian and frequentist approximations within a unified framework in the case of a single parameter, and shows that higher-order approximations to sampling distributions arise from their Bayesian counterparts via an unsmoothing argument. In the present paper we extend this programme to include formulae in approximate conditional inference. In particular it is shown how Bayesian arguments may be used to derive some formulae developed by…

次序统计量之差的鞍点近似AI 解读

Saddlepoint approximations for the distribution of the difference of order statistics from a continuous distribution are presented. The approximations are illustrated for the case of the exponential distribution where we can find the exact probability density function of the difference of order statistics, and for the case of the noncentral chi-squared distribution which has application to the problem of testing a time series for linearity. In both cases we show that the…

单因素随机效应模型的最优贝叶斯实验设计AI 解读

Since variance components are nonlinear parameters in a linear model, classical optimal designs for estimating variance components in the one-way random effects model depend on the values of the parameters. Optimal Bayesian designs are derived for the more realistic situation of unknown parameters, using the Fisher information of the variance components as a basis for comparing the designs. Balanced designs, in which the same number of measurements are taken on each unit,…

失效时间回归中的辅助协变量数据AI 解读

SUMMARY We consider the problem of missing covariate data in the context of censored failure time relative risk regression. Auxiliary covariate data, which are considered informative about the missing data but which are not explicitly part of the relative risk regression model, may be available. Full covariate information is available for a validation set. An estimated partial likelihood method is proposed for estimating relative risk parameters. This method is an extension…

统计中的贝叶斯与似然近似统一框架AI 解读

Regular Bayesian and frequentist approximations in statistics are studied within a unified framework. In particular it is shown how some higher-order likelihood-based approximations arise from their Bayesian counterparts via an unsmoothing argument. This approach serves to shed new light on these formulae and to clarify relationships between Bayesian and frequentist inferences. For example, Bayesian interpretations of higher-order approximations can give insights into the…

一阶移动平均模型似然函数的闭式表达AI 解读

The covariance matrix of a first order moving average process is expressed as the product of the covariance matrix of the dual autoregressive process of order one and a near identity matrix. Its inverse is then obtained. The closed form of the likelihood function is derived. A comparison is made with some approximate likelihood functions.

贝叶斯分析中有界影响的一则说明AI 解读

Let χ be a single observation from a distribution having unknown location parameter θ. Dawid (1973) provided sufficient conditions for the posterior distribution of θ to approach the prior distribution as χ tends to infinity, so that an outlier has bounded and vanishing influence on the posterior distribution. We present a result closely related to Dawid's theorem. This enables us to consider priors and likelihoods for the location problem which have bounded but nonvanishing…

摘要暂缺

线性模型选择中广义交叉验证准则的一则札记AI 解读

Cross-validation criteria in linear model selection are approached from a coordinate free point of view. A new generalised cross-validation criterion is derived and shown to contain the ordinary and the existing generalised cross-validation criteria as special cases.

多窗谱估计量的有效带宽AI 解读

The bandwidth of a spectral estimator is a measure of the minimum separation in frequency between approximately uncorrelated spectral estimates. We determine an effective bandwidth measure for multitaper spectral estimators, a relatively new and very powerful class of spectral estimators proving to be very valuable whenever the spectrum of interest is detailed and/ or varies rapidly with a large dynamic range. The multitaper spectral estimator is the average of several…

单向随机效应模型的最优贝叶斯实验设计AI 解读

Since variance components are nonlinear parameters in a linear model, classical optimal designs for estimating variance components in the one-way random effects model depend on the values of the parameters. Optimal Bayesian designs are derived for the more realistic situation of unknown parameters, using the Fisher information of the variance components as a basis for comparing the designs. Balanced designs, in which the same number of measurements are taken on each unit,…

摘要暂缺

疾病风险因素的聚合数据研究AI 解读

Statistical methods are proposed for estimating relative rate parameters, based on estimated disease rates and covariate data from random samples of individuals from each of several cohorts. A random effects model is used to derive mean and variance models for estimated disease rates. Estimating equations for relative rate parameters are then developed by replacing cohort covariate averages by corresponding sample averages. The asymptotic distribution of regression parameter…

单一离散度分量广义线性混合模型的偏差校正AI 解读

General expressions are derived for the asymptotic biases in three approximate estimators of regression coefficients and variance component, for small values of the variance component, in generalised linear mixed models with canonical link function and a single source of extraneous variation. The estimators involve first and second order Laplace expansions of the integrated likelihood and a related procedure known as penalised quasi-likelihood. Numerical studies of a series…

病例对照研究中家庭数据的 Logistic 回归AI 解读

Multivariate regression models are applied to binary disease data in families identified from case-control studies. Attention is restricted to ‘ marginal’ or reproducible models, i. e. those whose parameters have the same interpretations in the marginal distributions for all subsets of a family, with a logistic specification of each individual's marginal disease probability. For such models, it is shown that the case-control family data can be analysed as if they were…