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曲线估计中的部分局部平滑规则AI 解读

We compare the performances of local and global rules for smoothing parameter choice, in terms of asymptotic mean squared errors of the resulting estimators. In some instances there is surprisingly little to choose between local and global approaches; our analysis identifies contexts where the differences are small or large. This work motivates development of smoothing rules that form a ‘half-way house’ between local and global smoothing. There, interpolation provides a…

依赖数据自助法的分块选择规则AI 解读

SUMMARY: We address the issue of optimal block choice in applications of the block bootstrap to dependent data. It is shown that optimal block size depends significantly on context, being equal to n1/3, n1/4 and n1/5 in the cases of variance or bias estimation, estimation of a onesided distribution function, and estimation of a two-sided distribution function, respectively. A clear intuitive explanation of this phenomenon is given, together with outlines of theoretical…

利用疾病标志物修正向右再分配算法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.

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…

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.

遗漏混杂因素导致的偏差：一则说明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…

参数恒定性的 MOSUM 检验AI 解读

In this paper, tests for structural change based on moving sums (MOSUMS) of recursive and least-squares residuals are investigated. We obtain and tabulate the asymptotic critical values of the MOSUM test with recursive residuals and show that the asymptotic critical values of the MOSUM test with least-squares residuals can easily be obtained from already existing tables for the moving-estimates test. We also show that these MOSUM tests are consistent and have nontrivial…

共同典型变量AI 解读

Canonical correlation analysis measures the linear relationship between two random vectors X1 and X2 as the maximum correlation between linear combinations of X1 and linear combinations of X2. Several generalisations of canonical correlation analysis to k2 random vectors X1 …, Xk have been proposed in the literature (Kettenring, 1971, 1985), based on the principle of maximising some generalised measure of correlation. In this paper we propose an alternative generalisation,…

多元分布族依赖参数的半参数估计程序AI 解读

This paper investigates the properties of a semiparametric method for estimating the dependence parameters in a family of multivariate distributions. The proposed estimator, obtained as a solution of a pseudo-likelihood equation, is shown to be consistent, asymptotically normal and fully efficient at independence. A natural estimator of its asymptotic variance is proved to be consistent. Comparisons are made with alternative semiparametric estimators in the special case of…

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

SUMMARY For curved exponential models, the modified profile likelihood and the modified directed likelihood are approximated, with error O(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.

两阶段抽样下的方差估计及缺失数据插补应用AI 解读

Ratio estimation under two-phase simple random sampling is studied. A new linearisation variance estimator that makes more complete use of the sample data than a standard one is proposed. A jackknife variance estimator and its linearised version are also obtained. Unconditional and conditional repeated sampling properties of these variance estimators are studied through simulation. Applications to ‘mass’ imputation under two-phase sampling and deterministic imputation for…

位置—尺度族平滑拟合优度检验的一则说明AI 解读

In this note, we show that the test statistic given by Rayner & Best (1986) for Neyman's (1937) smooth test of goodness of fit for location-scale families does not, in general, have the alleged chi-squared distribution. As a result, gross error may result from using their test strategy. The size of this error is obtained for the logistic distribution.

似然比检验的 Bartlett 修正AI 解读

This note resolves two conflicting published corrections to Hayakawa's (1977) expansion of the likelihood ratio statistic, one of which suggests that a coefficient in the expansion is always zero and therefore irrelevant, the other suggesting that the formula for the coefficient is in error and that the coefficient should not be present. We present an example in which Hayakawa's formula for the coefficient yields nonzero values, explain why the argument that the reported…

广义线性模型得分检验的二阶渐近分析AI 解读

This paper develops finite-sample corrections for score tests in generalised linear models when the dispersion parameter is unknown, thus generalising the results of Cordeiro, Ferrari & Paula (1993). We show that the coefficients which define the Edgeworth expansion for the null distribution of the score statistic when the dispersion parameter is unknown are the coefficients obtained by these authors plus some extra terms. We also give closed-form expressions for such…

线性回归中有效模型选择准则的相对收敛速度AI 解读

Two approaches to estimating a smooth regression function not specified by a finite number of parameters are (i) to fit a parametric model to the data, with the number of parameters selected by the Akaike information criterion, AIC, and (ii) to use nonparametric smoothing techniques, with the smoothing parameter selected by cross-validation or some other automatic method. We consider the relative rate of convergence of the mean integrated squared error of the selected…

重复测量广义线性模型中工作相关矩阵的使用问题AI 解读

In a seminal paper Liang & Zeger (1986) extended the use of generalised linear models to repeated measures data. They based the analysis on specifications for the means and variances of the observations, as usual for generalised linear models, but showed how specifications for the correlations between measurements made on the same unit could be avoided by using a ‘working’ correlation matrix. In some cases the parameters involved in this matrix are subject to an uncertainty…

非线性自回归的可加性检验AI 解读

Additivity is commonly used in the statistical literature to simplify data analysis, especially in analysis of variance and in multivariate smoothing. In this paper, we propose three procedures for testing additivity in nonlinear time series analysis. The first procedure combines some smoothing techniques with analysis of variance, the second is a Lagrange multiplier test using nonparametric estimation, and the third is a permutation test which uses smoothing techniques to…

时间序列线性的非参数检验AI 解读

We introduce tests of linearity for time series based on nonparametric estimates of the conditional mean and the conditional variance. The tests are compared to a number of parametric tests and to nonparametric tests based on the bispectrum. Asymptotic expressions give bad approximations, and the null distribution under linearity is constructed using resampling of the best linear approximation. The new tests perform well on the examples tested.

密度估计的一种简单偏差缩减方法AI 解读

A new method for bias reduction in nonparametric density estimation is proposed. The method is a simple, two-stage multiplicative bias correction. Its theoretical properties are investigated, and simulations indicate its practical potential. The method is easy to compute and to analyse, and extends simply to multivariate and other estimation problems.

使用误分类二元响应的非参数回归估计AI 解读

SUMMARY For random design nonparametric regression, in the case that the responses are binary and subject to misclassification, the performance of the kernel estimator is investigated. The kernel estimator is generally biased for the local proportion. To adjust for the bias, the double sampling scheme of Tenenbein (1970, 1971) is considered. A plugged-in kernel estimator and an imputed kernel estimator, which adjust for the effect of misclassification on the kernel…

将两期交叉设计的贝叶斯分析扩展到缺失数据AI 解读

A procedure is developed for performing a Bayesian analysis of a simple two-period crossover design when some observations are missing in one, or both, treatment periods. The approach requires the numerical evaluation of a single integral to be performed for each posterior marginal distribution of interest. The relative efficiency of this approach to one in which patients with missing data are excluded is investigated.