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日期精度:到日 2268 篇 · 到月 7741 篇 · 到年 0 篇
Two-Sample Multistate Accelerated Sojourn Times Model
两样本多状态加速停留时间模型
Many medical studies involve observations of patients experiencing multiple consecutive states during their follow-up. Since treatments may have differential effects on these states, comparison is of interest with respect to individual sojourn times. In this article I generalize the univariate accelerated failure time model for multistate processes and model the treatment effects as state-specific time scale changes. I propose a two-sample inference procedure that…
Asymptotic Behavior of Linear Permutation Tests under General Alternatives, with Application to Test Selection and Study Design
一般备择下线性置换检验的渐近行为及其检验选择与研究设计应用
Tests based on the permutation of observations are a common and attractive method of comparing two groups of outcomes, in part because they retain proper test size with minimal assumptions and can have high efficiency toward specific alternatives of interest. In addition, permutation tests may be used with discrete or categorical outcomes, for which linear rank tests are not designed. Permutation tests are now increasingly used to analyze discrete or continuous responses…
Using Principal Component Analysis and Correspondence Analysis for Estimation in Latent Variable Models
Methods for Density Estimation in Thick-Slice Versions of Wicksell's Problem
厚切片 Wicksell 问题的密度估计方法
A new, implicit method is suggested for density estimation in inverse problems, where data are drawn not from the target distribution, but rather from its image under a transformation. The approach that we propose produces density estimators that are themselves densities, without the negativity problems known to plague more explicit inversion techniques. We also suggest a general empirical approach to selecting the smoothing parameter so as to optimize performance in the…
Risk Assessment via a Robust Probit Model, with Application to Toxicology
稳健 Probit 风险评估模型及其毒理学应用
Various frameworks have been suggested for assessing the risk associated with continuous toxicity outcomes. The first formulates the effect of exposure on the adverse effect via a simple normal model and then computes the risk function using tail probabilities from the standard normal distribution. Because this risk function depends heavily on the assumed model, it may be sensitive to model misspecification. Recently, a semiparametric approach that utilizes an alternative…
Fitting Population Dynamics Models to Count and Cull Data Using Sequential Importance Sampling
利用序贯重要性抽样拟合种群计数与扑杀数据的动态模型
For prudent wildlife management based on population dynamics models, it is important to incorporate parameter uncertainty into the management advice. Much parameter uncertainty originates when it is not possible to parameterize the population management model for a population of interest using data from that population alone. Instead, information about parameter values obtained from other populations of the same species, or even from similar species, must be used. In…
A Bayesian Approach to Combining Information from a Census, a Coverage Measurement Survey, and Demographic Analysis
融合人口普查、覆盖测量调查与人口学分析的贝叶斯方法
Demographic analysis of data on births, deaths, and migration and coverage measurement surveys that use capture-recapture methods have both been used to assess U.S. Census counts. These approaches have established that unadjusted Census counts are seriously flawed for groups such as young and middle-aged African-American men. There is considerable interest in methods that combine information from the Census, coverage measurement surveys, and demographic information to…
Advances in Statistical Decision Theory and Applications
统计决策理论及应用的进展
experiments, 145 9.4 Conclusions, 147 References, 148 10 Asymptotic Theory for the Simex Estimator in Measurement Error Models
Modelling Stock Market Volatility: Bridging the Gap to Continuous Time
股票市场波动率建模:连接离散时间与连续时间
Understanding And Specifying The Discrete Time Model: D.B. Nelson, Modelling Stock Market Volatility Changes. D.B. Nelson, Stationarity and Persistence in the GARCH(I,I) Model. D.B. Nelson, Conditional Heteroskedasticity in Asset Returns: A New Approach. P.A. Braun, D.B. Nelson and A.M. Sunier, Good News, Bad News, Volatility, and Betas. Continuous Time Limits And Optimal Filtering For ARCH Models: D.B. Nelson, ARCH Models as Diffusion Approximations. D.B. Nelson, Filtering…
Stochastic Processes for Insurance and Finance
Applied Survival Analysis: Regression Modeling of Time to Event Data
A Class of Weighted Log-Rank Tests for Survival Data When the Event is Rare
稀有事件生存数据的一类加权对数秩检验
In many epidemiological and medical follow-up studies, a majority of study subjects do not experience the event of interest during the follow-up period. An important example is the ongoing prostate, lung, colorectal, and ovarian cancer Screening trial of the National Cancer Institute. In such a situation, the widely used Gp family of weighted log-rank statistics essentially reduces to the special case of the (unweighted) log-rank statistics. We propose a simple modification…
Additive Hazards Regression with Covariate Measurement Error
协变量存在测量误差时的加性风险回归
The additive hazards model specifies that the hazard function conditional on a set of covariates is the sum of an arbitrary baseline hazard function and a regression function of covariates. This article deals with the analysis of this semiparametric regression model with censored failure time data when covariates are subject to measurement error. We assume that the true covariate is measured on a randomly chosen validation set, whereas a Surrogate covariate (i.e., an…
Asymptotics for Analysis of Variance When the Number of Levels is Large
因子水平数较大时方差分析的渐近理论
We study asymptotic results for F tests in analysis of variance models as the number of factor levels goes to ∞ but the number of observations for each factor combination is fixed. Asymptotic derivations of the type discussed in this article would be relevant whenever both the numerator and denominator degrees of freedom go to ∞ (at the same rate). We consider null and alternative distributions of F, the usual F statistic, for fixed-effects and random-effects, balanced and…
Estimation of Discrete Distributions with a Class of Simplex Constraints
一类单纯形约束下的离散分布估计
Simplex constraints, such as monotonicity and convexity or concavity on the probabilities of a set of discrete distributions, are useful for modeling and analyzing discrete data. This article considers both maximum likelihood estimation and Bayesian estimation of discrete distribution with a class of simplex constraints using the Expectation-Maximization (EM) algorithm and the data augmentation (DA) algorithm. The formulation and implementation of EM and DA for binomial,…
Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data
协变量和结局缺失的随机实验非参数分析
Analysis of randomized experiments with missing covariate and outcome data is problematic, because the population parameters of interest are not identified unless one makes untestable assumptions about the distribution of the missing data. This article shows how population parameters can be bounded without making untestable distributional assumptions. Bounds are also derived under the assumption that covariate data are missing completely at random. In each case the bounds…
Survival Analysis
Inference from Dual Frame Surveys
双抽样框调查的统计推断
In a dual frame survey, samples are drawn independently from two overlapping frames that together cover the population of interest. Several estimators for population totals in dual frame surveys are discussed and compared under a unified setup. We propose jackknife variance estimators, establish their design consistency, and explore their finite-sample performance in a simulation study.
A Minimum Description Length-Based Image Segmentation Procedure, and its Comparison with a Cross-Validation-Based Segmentation Procedure
基于最小描述长度的图像分割及其与交叉验证方法的比较
Image segmentation is a very important problem in image analysis, as quite often it is a key component of a good practical solution to a real-life imaging problem. It aims to partition a digital image into a set of nonoverlapping homogeneous regions. One approach to segmenting an image is to fit a piecewise constant function to the image and define the segmentation by the discontinuity points of the fitted function. The article's first contribution is to present a new and…
Reference Bayesian Methods for Generalized Linear Mixed Models
广义线性混合模型的参考贝叶斯方法
Bayesian methods furnish an attractive approach to inference in generalized linear mixed models. In the absence of subjective prior information for the random-effect variance components, these analyses are typically conducted using either the standard invariant prior for normal responses or diffuse conjugate priors. Previous work has pointed out serious difficulties with both strategies, and we show here that as in normal mixed models, the standard invariant prior leads to…
Window Subsampling of Estimating Functions with Application to Regression Models
估计函数的窗口子抽样及其在回归模型中的应用
We propose a subsampling method for estimating the asymptotic standard error of a statistic β n that is the solution to an estimating equation 1/n Σn j=1 Uj(Y j Xj, β) = 0 where the data Yj may be temporally or spatially correlated and the estimating function may depend on covariates Xj . A key statistic that we consider in detail is a generalized linear model regression coefficient computed under the assumption of independence. The availability of a consistent variance…
Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
时间序列尺度分析中小波方差估计量的统计性质与应用
Many physical processes are an amalgam of components operating on different scales, and scientific questions about observed data are often inherently linked to understanding the behavior at different scales. We explore time-scale properties of time series through the variance at different scales derived using wavelet methods. The great advantage of wavelet methods over ad hoc modifications of existing techniques is that wavelets provide exact scale-based decomposition…
Extending the Scope of Wavelet Regression Methods by Coefficient-Dependent Thresholding
通过系数依赖阈值扩展小波回归方法的适用范围
Various aspects of the wavelet approach to nonparametric regression are considered, with the overall aim of extending the scope of wavelet techniques to irregularly spaced data, to regularly spaced datasets of arbitrary size, to heteroscedastic and correlated data, and to data that contain outliers. The core of the methodology is an algorithm for finding ail of the variances and within-level covariances in the wavelet table of a sequence with given covariance structure. If…