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具有时变回归系数的Cox模型AI 解读

In the analysis of censored failure time observations, the standard Cox proportional hazards model assumes that the regression coefficients are time invariant. Often, these parameters vary over time, and the temporal covariate effects on the failure time are of great interest. In this article, following previous work of Cai and Sun, we propose a simple estimation procedure for the Cox model with time-varying coefficients based on a kernel-weighted partial likelihood…

删失位置—尺度回归模型的非参数识别与估计AI 解读

In this article we consider identification and estimation of a censored nonparametric location scale-model. We first show that in the case where the location function is strictly less than the (fixed) censoring point for all values in the support of the explanatory variables, the location function is not identified anywhere. In contrast, when the location function is greater or equal to the censoring point with positive probability, the location function is identified on the…

签名验证的统计模型AI 解读

A Bayesian model for off-line signature verification involving the representation of a signature through its curvature is developed. The prior model makes use of a spatial point process for specifying the knots in an approximation restricted to a buffer region close to a template curvature, along with an independent time-warping mechanism. In this way, prior shape information about the signature can be built into the analysis. The observation model is based on additive white…

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ARMAX 时间序列模型的多折预测验证AI 解读

This article presents a new procedure for multifold predictive validation in time series. The procedure is based on the so-called “filtered residuals,” in-sample prediction errors evaluated in such a way that they are similar to out-of-sample ones. The filtered residuals are obtained from parameters estimated by eliminating from the estimation process the estimated innovations at the points to be predicted. Thus, instead of using the deletion of observations to validate the…

多重假设检验的精确与近似逐步下降方法AI 解读

Consider the problem of testing k hypotheses simultaneously. In this article we discuss finite- and large-sample theory of stepdown methods that provide control of the familywise error rate (FWE). To improve on the Bonferroni method or on Holm's stepdown method, Westfall and Young made effective use of resampling to construct stepdown methods that implicitly estimate the dependence structure of the test statistics. However, their methods depend on an assumption known as…

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部分自变量不可控时的最优实验设计AI 解读

This article considers the problem of constructing optimal designs for regression models when the design space is a product space and some of the variables are not under the control of the practitioner. A variable that is not under control can have known values before the experiment is performed or else unknown values before the experiment is realized. The first case is briefly discussed in the literature. The aim of this work is to provide equivalence theorems for the…

响应误差下有限总体整群样本的随机效应预测AI 解读

In many situations there is interest in parameters (e.g., mean) associated with the response distribution of individual clusters in a finite clustered population. We develop predictors of such parameters using a two-stage sampling probability model with response error. The probability model stems directly from finite population sampling without additional assumptions and thus is design-based. The predictors are closely related to best linear unbiased predictors (BLUP) that…

发现新类别的条件概率预测AI 解读

Consider a population comprising disjoint classes. An important problem arising from various fields is prediction of the random conditional probability of discovering a new class. The asymptotic normality of the discovery probability is established in a Poisson model, where the number of individuals from each class is a Poisson process with a class-specific rate. A new derivation is presented for the well-known Good–Toulmin predictor as a moment-based estimator for the…

局部—全局神经网络AI 解读

We propose the local-global neural networks model within the context of time series models. This formulation encompasses some already existing nonlinear models and also admits the mixture of experts approach. We emphasize the linear expert case and extensively discuss the theoretical aspects of the model: stationarity conditions, existence, consistency and asymptotic normality of the parameter estimates, and model identifiability. The proposed model consists of a mixture of…

实验室间比对中真值的模型与置信区间AI 解读

We consider the one-way random-effects model with unequal sample sizes and heterogeneous variances. Using the method of generalized confidence intervals, we develop a new confidence interval procedure for the mean. Additionally, we investigate two alternative models based on different sets of assumptions regarding between-group variability and derive generalized confidence interval procedures for the mean. These procedures are applicable to small samples. Statistical…

使用渐近众数的全指数拉普拉斯近似AI 解读

Posterior means of positive functions can be expressed as the ratio of integrals which is called fully exponential form. When approximating the posterior means analytically, we usually use Laplace's method. Tierney and Kadane presented a second-order approximation by using the Laplace approximations in each of the numerator and denominator of the fully exponential form. However, Laplace's method requires the exact mode of the integrand. In this article we introduce the…

蒙特卡洛积分的似然方法AI 解读

The use of estimating equations has been a common approach for constructing Monte Carlo estimators. Recently, Kong et al. proposed a formulation of Monte Carlo integration as a statistical model, making explicit what information is ignored and what is retained about the baseline measure. From simulated data, the baseline measure is estimated by maximum likelihood, and then integrals of interest are estimated by substituting the estimated measure. For two different situations…

位置—尺度深度AI 解读

This article introduces a halfspace depth in the location–scale model that is along the lines of the general theory given by Mizera, based on the idea of Rousseeuw and Hubert, and is complemented by a new likelihood-based principle for designing criterial functions. The most tractable version of the proposed depth—the Student depth—turns out to be nothing but the bivariate halfspace depth interpreted in the Poincaré plane model of the Lobachevski geometry. This fact implies…

不依从情形下的结构均值效应AI 解读

A randomized, placebo-controlled blood pressure (BP) reduction trial has recorded compliance measures by electronic monitoring. Causal questions regarding dose effects are of interest, but one often wants to avoid the assumption that compliance quantiles on both randomized arms are comparable. Structural mean models (SMMs) do avoid this assumption; however, they do not allow for interaction effects between variables observed on different randomized arms. Such an interaction…

平滑样条非线性非参数回归模型AI 解读

Almost all of the current nonparametric regression methods, such as smoothing splines, generalized additive models, and varyingcoefficients models, assume a linear relationship when nonparametric functions are regarded as parameters. In this article we propose a general class of smoothing spline nonlinear nonparametric models that allow nonparametric functions to act nonlinearly. They arise in many fields as either theoretical or empirical models. Our new estimation methods…

寡核苷酸表达芯片的模型化背景校正AI 解读

High-density oligonucleotide expression arrays are widely used in many areas of biomedical research. Affymetrix GeneChip arrays are the most popular. In the Affymetrix system, a fair amount of further preprocessing and data reduction occurs after the image-processing step. Statistical procedures developed by academic groups have been successful in improving the default algorithms provided by the Affymetrix system. In this article we present a solution to one of the…

空气污染与死亡率的改进半参数时间序列模型AI 解读

In 2002, methodological issues around time series analyses of air pollution and health attracted the attention of the scientific community, policy makers, the press, and the diverse stakeholders concerned with air pollution. As the U. S. Environmental Protection Agency (EPA) was finalizing its most recent review of epidemiologic evidence on particulate matter air pollution (PM), statisticians and epidemiologists found that the S–PLUS implementation of generalized additive…

合并多个调查的独立回归估计量AI 解读

Efficient generalized regression (GREG) procedures are proposed for the combination of comparable information collected independently from multiple surveys of the same population. In particular, for combination through alignment of estimated totals of common target characteristics, an efficiency improvement of Zieschang's original composite GREG method is developed, involving a correction of the GREG estimation for different effective sample sizes in a multiple-sample…

事件判定不完整时的事件发生时间数据分析AI 解读

In many multicenter, randomized clinical trials, the primary outcome is the time to the first of a number of possible clinical events. An event classification committee may be convened to determine whether events that have been reported by investigators meet the predetermined criteria for primary endpoint events. When interim analyses are performed in such trials, the final classification for many reported events will not be known. Failure to account for the uncertain status…

时间序列谱密度的贝叶斯估计AI 解读

This article describes a Bayesian approach to estimating the spectral density of a stationary time series. A nonparametric prior on the spectral density is described through Bernstein polynomials. Because the actual likelihood is very complicated, a pseudoposterior distribution is obtained by updating the prior using the Whittle likelihood. A Markov chain Monte Carlo algorithm for sampling from this posterior distribution is described that is used for computing the posterior…

自回归误差存在时的趋势检验AI 解读

A popular model for assessing dependence on time is the time series model composed of a linear trend plus a zero mean autoregressive (AR) process. Although considerable effort has been devoted developing tests for linear trend in the presence of serial correlation, the testing procedures used in practice are less than satisfactory for portions of the parameter space for the AR coefficient. This is because the variance of the feasible generalized least squares (FGLS)…