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稳定且不变的调整有向似然AI 解读

For the purpose of making inferences for a one-dimensional interest parameter, or constructing approximate complementary ancillaries or residuals, the directed likelihood or signed square root of the likelihood ratio statistic can be adjusted so that the resulting modified directed likelihood is under ordinary repeated sampling approximately standard normal with error of O(n−3/2), conditional on a suitable ancillary statistic and hence unconditionally. In general, suitable…

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更正：对效力曲线施加先验形状约束的非参数贝叶斯生物测定AI 解读

P. Ramgopal, P. W. Laud, A. F. M. Smith, Amendments and Corrections: Nonparametric Bayesian Bioassay with Prior Constraints on the Shape of the Potency Curve, Biometrika, Vol. 81, No. 3 (Aug., 1994), p. 631

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扫描统计量检测伯努利序列变化区段的功效AI 解读

Fu & Curnow (1990) derive recursive equations to find the level of significance and power of a likelihood ratio test for a changed segment of specified length, based on the scan statistic, the maximum number of successes within the specified length. Their method is computationally feasible for segment lengths of 20 or less. We present and evaluate highly accurate approximations as well as bounds for the power function of this test that are computationally feasible even for…

重访连续多元位置—尺度模型：稳健性研究AI 解读

SUMMARY We consider the location-scale family of all multivariate continuous sampling distributions. Any model from the subclass induced by fixing a particular distribution on the unit sphere, combined with a standard improper prior on the scale parameter, will lead to the same inference on location and observables. This finding sheds light on many robustness results in less general models and its implications are illustrated in a number of examples.

平稳与部分非平稳 VARMA 过程精确似然的快速算法AI 解读

An expression for the likelihood function of a stationary vector autoregressive-moving average process is developed. The expression is very efficient numerically and applies to any stationary but not necessarily invertible model. In particular, when the multivariate process is autoregressive, the exact likelihood can be evaluated with a small number of operations depending on the order of the autoregressive operator and the process dimension, but not on the size of the…

Attention is drawn to a method of sampling a finite population of N units with unequal probabilities and without replacement. The method was originally proposed by Stern & Cover (1989) as a model for lotteries. The method can be characterized as maximizing entropy given coverage probabilities πi, or equivalently as having the probability of a selected sample proportional to the product of a set of ‘weights’ wi. We show the essential uniqueness of the wi given the πi. We…

关于泊松过度离散检验的一则说明AI 解读

SUMMARY This note discusses an error occurring in a test for Poisson overdispersion suggested by Tiago de Oliveira (1965). The limiting null distribution of the suggested statistic is neither pivotal nor is it standard normal. The error lies in the computation of the asymptotic standard error of the overdispersion estimate, for which a corrected version is given. The corrected version of the test statistic becomes equivalent to the normalized version of Fisher's index of…

交叉相关建模札记：双曲正割回归AI 解读

The problem of determining if a bivariate normal correlation changes with respect to time or some other covariate is considered.It is assumed that the means and standard deviations of the normal random variables can be consistently estimated from the entire data run, and do not need to be re-estimated for each covariate value.A new estimator of a bivariate normal correlation is given that has useful performance down to samples of size one.This allows regression type…

椭圆轮廓误差下的贝叶斯卡尔曼滤波AI 解读

The basic recursive equations of the Kalman filter, for independent normally distributed error sources in both the observation and the system equations, are shown to hold for a larger class of distributions. It is shown that, for error sources following jointly a general elliptical distribution, the conditional posterior distribution of the parameters and the one-step ahead predictive distribution at every stage t are also elliptical. This generalizes some recent results of…

配对数据尺度差异的简单稳健检验AI 解读

The classical statistical test for assessing the difference between the two scale parameters in paired data due to Pitman (1939) and Morgan (1939) is not robust. This paper explores robust alternatives to Pitman's test, using the framework of the one-sample t-test. The asymptotic behaviour of the tests under the null hypothesis is examined. In general, it is easy to construct tests that are asymptotically distribution-free, provided the data come from a symmetric bivariate…

适用于依赖数据的交叉验证方法AI 解读

In this paper we extend the technique of cross-validation to the case where observations form a general stationary sequence. We call it h-block cross-validation, because the idea is to reduce the training set by removing the h observations preceding and following the observation in the test set. We propose taking h to be a fixed fraction of the sample size, and we add a term to our h-block cross-validated estimate to compensate for the underuse of the sample. The advantages…

基于枢轴估计函数的重抽样方法AI 解读

Suppose that, under a semiparametric model setting, one is interested in drawing inferences about a finite-dimensional parameter vector β based on an estimating function. Generally a consistent point estimator β^ for βo, the true value for β, can be easily obtained by finding a root of the corresponding estimating equation. To estimate the variance of β^, however, may involve complicated and subjective nonparametric functional estimates. In this paper, a general and simple…

HIV 感染者中感染诊断率的估计AI 解读

Estimation of the rate of diagnosis of HIV infection in a population of HIV infected persons is considered based on AIDS case reports and associated times of first diagnosis of HIV infection. The incorporation of a model for HIV infection diagnosis into the usual backcalculation framework is described. The methods are illustrated for AIDS reports on homosexual men in England and Wales.

指数模型的多参数检验：基于似然的三阶近似AI 解读

For composite testing of several canonical components in an exponential model, a conical or directional test provides a one-dimensional measure of departure. We approximate the distribution of this test statistic to third order by numerical inversion of a profile likelihood. The method extends the Lugannani & Rice type formula to kernels other than the normal.

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This paper describes a dynamic or state-space approach for analyzing discrete time or grouped survival data. Simultaneous estimation of baseline hazard functions and of time-varying covariate effects is based on maximization of posterior densities or, equivalently, a penalized likelihood, leading to Kalman-type smoothing algorithms. Data-driven choice of unknown smoothing parameters is possible via an EM-type procedure. The methods are illustrated by applications to real…

重捕研究中鞅方法的效率AI 解读

The asymptotic variances of various estimators of the population size from a recapture study are calculated. The estimation methods compared are maximum likelihood and a class of natural martingale estimators with both time variation and behavioural response. It is found that (i) the martingale methods appropriate for time variation or behavioural response are fully efficient, (ii) there is no loss of efficiency at all in allowing for time variation, (iii) there is large…

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调制更新过程的半参数推断AI 解读

Modulated renewal processes, suggested by D. R. Cox, give a flexible way to introduce dependencies into point processes. We discuss the asymptotics of partial likelihood inference for modulated renewal processes when the random covariate for the process involves its history. We show, in some generality, that the estimators of the regression parameter and the cumulative hazard have the same asymptotic distributions that they would have under the usual proportional hazards…

分组生存数据边际似然的最大化AI 解读

Grouped failure time data occur in studies where subjects are monitored periodically to determine whether failure has occurred in the intervening interval. Here the model under consideration is Cox's (1972, 1975) proportional hazards model, but the commonly used method of partial likelihood needs modification with grouped data due to a potentially large number of ties. This paper demonstrates how the Monte Carlo em algorithm (Wei & Tanner, 1990) can be used on grouped data…

电子显微镜放射自显影中基于 EM 的最大似然估计AI 解读

In this paper we describe a new method for the analysis of electron microscope auto-radiographs. It uses a Poisson model to describe the autoradiographic grain distribution, and the method of maximum likelihood to estimate the radioactive intensities. An iterative procedure is derived from the EM algorithm to produce maximum likelihood estimates. The procedure leads to simple iterative calculations and a complete treatment of edge effects. The resulting method of analysis…