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多参数似然模型中的方差缩减AI 解读

Local likelihood modeling is a unified and effective approach to establishing the dependence of a response variable, which can be of various types, on independent variables. Therefore, these models have become popular in a wide range of applications. There is an increasing interest in employing multiparameter local likelihood models to investigate trends of sample extremes in environmental statistics. When sample maxima are modeled by a generalized extreme value…

采用两类邻接关系条件自回归先验的牙周数据空间分析AI 解读

Attachment loss, the extent of a tooth's root (in millimeters) that is no longer attached to surrounding bone by periodontal ligament, is often used to measure the current state of a patient's periodontal disease and monitor disease progression. Attachment loss data can be analyzed using a conditionally autoregressive (CAR) prior distribution that smooths fitted values toward neighboring values. However, it may be desirable to have more than one class of neighbor relation in…

简单线性回归置信带的最小面积置信集最优性AI 解读

The average width of a simultaneous confidence band has been used by several authors (e.g., Naiman and Piegorsch) as a criterion for the comparison of different confidence bands. In this article the area of the confidence set that corresponds to a confidence band is used as a new criterion. For simple linear regression, comparisons have been carried out under this new criterion between hyperbolic bands, two-segment bands, and three-segment bands, which include constant width…

一种简单的风险调整指数加权移动平均AI 解读

In such contexts as medical monitoring there is a need for a simple procedure to estimate the level of a smoothly changing dynamic process while adjusting for risk factors associated with heterogeneous nonnormal observations. Standard methods exist for when the data are normal, and simple methods have been developed for nonnormal data without covariates. The dynamic generalized linear model (DGLM) may be considered a standard for nonnormal data with covariates, but perhaps…

随机实验中的单位间干扰AI 解读

In a randomized experiment comparing two treatments, there is interference between units if applying the treatment to one unit may affect other units. Interference implies that treatment effects are not comparisons of two potential responses that a unit may exhibit, one under treatment and the other under control, but instead are inherently more complex. Interference is common in social settings where people communicate, compete, or spread disease; in studies that treat one…

日度电力现货价格的周期季节性 Reg-ARFIMA–GARCH 模型AI 解读

Novel periodic extensions of dynamic long-memory regression models with autoregressive conditional heteroscedastic errors are considered for the analysis of daily electricity spot prices. The parameters of the model with mean and variance specifications are estimated simultaneously by the method of approximate maximum likelihood. The methods are implemented for time series of 1,200–4,400 daily price observations in four European power markets. Apart from persistence,…

再生核希尔伯特空间中的分位数回归AI 解读

In this article we consider quantile regression in reproducing kernel Hilbert spaces, which we call kernel quantile regression (KQR). We make three contributions: (1) we propose an efficient algorithm that computes the entire solution path of the KQR, with essentially the same computational cost as fitting one KQR model; (2) we derive a simple formula for the effective dimension of the KQR model, which allows convenient selection of the regularization parameter; and (3) we…

大型不规则空间数据的近似似然AI 解读

Likelihood approaches for large irregularly spaced spatial datasets are often very difficult, if not infeasible, to implement due to computational limitations. Even when we can assume normality, exact calculations of the likelihood for a Gaussian spatial process observed at n locations requires O(n(3)) operations. We present a version of Whittle's approximation to the Gaussian log likelihood for spatial regular lattices with missing values and for irregularly spaced…

通过添加伪变量控制变量选择AI 解读

We propose a new approach to variable selection designed to control the false selection rate (FSR), defined as the proportion of uninformative variables included in selected models. The method works by adding a known number of pseudovariables to the real dataset, running a variable selection procedure, and monitoring the proportion of pseudovariables falsely selected. Information obtained from bootstrap-like replications of this process is used to estimate the proportion of…

利用验证数据对非线性协变量测量误差模型进行经验似然推断AI 解读

In this article we study inference in parametric–nonparametric errors-in-covariables regression models using an empirical likelihood approach based on validation data. It is shown that the asymptotic behavior of the proposed estimator depends on the ratio of the sizes of the primary sample and the validation sample, respectively. Unlike cases without measurement errors, the limit distribution of the estimator is no longer tractable and cannot be used for constructing…

稳健的减偏极端分位数（VaR）估计量AI 解读

Please see the supplementary material for an important correction.The main objective of statistics of extremes lies in the estimation of quantities related to extreme events. In many areas of application, such as statistical quality control, insurance, and finance, a typical requirement is to estimate a high quantile, that is, the value at risk at a level p (VaRp), high enough so that the chance of an exceedance of that value is equal to p, small. In this article we deal…

利用半参数贝叶斯方法预测美国癌症死亡人数AI 解读

We present two models for the short-term prediction of the number of deaths arising from common cancers in the United States. The first is a local linear model, in which the slope of the segment joining the number of deaths for any two consecutive time periods is assumed to be random with a nonparametric distribution, which has a Dirichlet process prior. For slightly longer prediction periods, we present a local quadratic model. This extension of the local linear model…

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涉及有限差分程序的计算机实验经验贝叶斯分析AI 解读

Computer experiments are increasingly used in scientific investigations as substitutes for physical experiments in cases where the latter are difficult or impossible to perform. A computer experiment consists of several runs of a computer model or “code” for the purpose of better understanding the input → output relationship. One practical difficulty in the use of these models is that a single run may require a prohibitive amount of computational resources in some…

住房流动随机研究究竟说明了什么？AI 解读

During the past 20 years, social scientists using observational studies have generated a large and inconclusive literature on neighborhood effects. Recent workers have argued that estimates of neighborhood effects based on randomized studies of housing mobility, such as the “Moving to Opportunity” (MTO) demonstration, are more credible. These estimates are based on the implicit assumption of no interference between units; that is, a subject's value on the response depends…

含时变协变量的非平稳负二项时间序列模型AI 解读

Boston Harbor has a history of poor water quality, including contamination by enteric pathogens. We conduct a statistical analysis of data collected by the Massachusetts Water Resources Authority (MWRA) between 1996 and 2002 to evaluate the effects of court-mandated improvements in sewage treatment. Motivated by the ineffectiveness of standard Poisson mixture models and their zero-inflated counterparts, we propose a new negative binomial model for time series of Enterococcus…

在遗传连锁分析中纳入不同异质性水平的贝叶斯方法AI 解读

A widely used approach for dealing with locus heterogeneity in linkage analysis is based on mixture likelihood, in which a single mixing (heterogeneity) parameter represents the probability that each family is of linked type. However, in general, different types of families exhibit different heterogeneity levels. To incorporate this variability, we propose a new approach wherein each family has its own heterogeneity parameter representing the probability that it is of linked…

满足基准约束的状态空间小区域估计AI 解读

This article shows how to benchmark small-area estimators, produced by fitting separate state–space models within the areas, to aggregates of the survey direct estimators within a group of areas. State–space models are used by the U.S. Bureau of Labor Statistics (BLS) for the production of all of the monthly employment and unemployment estimates in census divisions and the states. Computation of the benchmarked estimators and their variances is accomplished by incorporating…

食品风险评估中分析数据左删失的非参数建模AI 解读

Contaminants and natural toxicants such as mycotoxins may be present in various food items that may be considered dangerous to human health if the cumulative intake remains above the toxicologic safe references. This intake or exposure can be estimated using both consumption surveys and analytical data that record the contamination levels of food. Analytical data often present some left censorship, that is, data below some limit of detection or quantification. This article…

多元次序统计量的伴随变量及其判断后分层应用AI 解读

We generalize the definition of a concomitant of an order statistic in the multivariate case, develop general expressions for its density, and establish related properties. We study the concomitant of a normal random vector in detail and discuss methods for calculating its moments. Furthermore, we apply the theory to develop new estimators of the mean from a judgment poststratified sample, where poststrata are formed by rank classes of auxiliary variables. Our estimators are…