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插补条件下分层多阶段调查数据的平衡重复复制法AI 解读

Balanced repeated replication (BRR) is a popular method for variance estimation in surveys. The standard BRR method works by first creating a set of “balanced” pseudoreplicated datasets from the original dataset. For a survey estimator θ, the BRR variance estimator is the average of squared deviations θ(r) – θ, where θ(r) is the same as θ but based on the data in the rth pseudoreplicated dataset only. But when there are a large number of imputed missing values…

针对有序备择的多元多样本分位数检验AI 解读

We propose and study a multivariate c-sample rank test for order-restricted alternatives when the underlying distributions have a contaminated component. An example concerning lens opacity in adults is presented. The asymptotic distributions are obtained under local mixture alternatives, and Pitman efficiencies are calculated. An empirical power study is also included.

多元时间序列模型识别的统一方法AI 解读

This article proposes a Bayesian procedure for simultaneous identification of the Kronecker indices and model parameters of a multivariate linear system. The model parameters include the starting values and innovations of the system so that the series considered may be co-integrated or non-invertible. The procedure uses some recent developments in stochastic search variable selection in linear regression analysis and Markov chain Monte Carlo methods in statistical computing.…

数据驱动的有效谱密度估计AI 解读

A nonparametric data-driven spectral density estimator is suggested for a class of processes with the exponentially decaying autocovariance function. This particular class is motivated by causal ARMA processes. The estimator is asymptotically efficient; that is, its mean integrated squared error converges with optimal minimax constant and rate as the sample size increases. The article also presents a Monte Carlo study of the estimator for the case of small sample sizes and…

含协变量的限制平均生存时间：方法简化与扩展AI 解读

Karrison has presented a method for covariate-adjusted comparison of two groups with respect to survival when the group effect is expected to not be of proportional hazards form. This article describes a simplified procedure for implementing Karrison's basic approach, along with an extended version designed to achieve robustness against misspecification in the underlying analytical model. A simulation study of these techniques is presented, and the techniques are illustrated…

利用分箱数据实现密度估计的高阶收敛率AI 解读

A method is proposed for achieving fast—O(n –8/9) and faster—asymptotic mean integrated squared error (AMISE) convergence rates in density estimation using data condensed to standard histogram bin counts and edges. The method involves the two elements of B splines and the correct mass proportions property, in which the probability mass for the histogram bins equals exactly the fraction of the data found in those bins. It is shown that the asymptotic bias of such an estimate…

刚体运动估计的线性模型及其几何质量检验应用AI 解读

A geometrical method to assess the quality of a part is to sample points on the surface of the part and to bring an ideal computer representation of the part as close as possible to the sampled locations. The points are sampled with a coordinate measuring machine (CMM) that gives the coordinates, with respect to the machine's own three-dimensional system of axis, of the sampled locations. Computer-assisted design (CAD) gives the ideal representation of the part. The matching…

多元累积分布函数的鞍点近似及其在抽样理论与异常值检验中的概率计算AI 解读

Four multivariate distributions commonly arise in sampling theory: the multinomial, multivariate hypergeometric, Dirichlet, and multivariate Pólya distributions. Second-order saddlepoint approximations are given for approximating these multivariate cumulative distribution functions (cdf's) in their most general settings. Probabilities of rectangular regions associated with these cdf's are also approximated directly using second-order saddlepoint methods. All the…

校正回归中的遗漏变量与测量误差偏差：铅暴露对智商影响的应用AI 解读

Ordinary least squares (OLS) regression estimates are biased, in general, when relevant variables are omitted from the regression equation or when included variables are measured with error. The errors-in-variables bias can be corrected using auxiliary information about unobservable measurement errors. In this article we demonstrate how auxiliary information can also be used to correct for omitted-variables bias. We illustrate our methods with an application to four…

死刑陪审员的公正性：不同层级与缺失机制的贝叶斯模型比较AI 解读

Jurors who are opposed to the death penalty are excluded from serving on trials in which the defendant may be sentenced to death. The exclusion of such jurors from death-penalty trials raises some concern about the fairness of these juries in deciding the guilt or innocence of a defendant. This article uses data from a survey of behaviors and beliefs of jurors conducted at the conclusion of non–capital offense trials to study this issue. A Bayesian hierarchical model is…

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机器学习与统计学：交汇AI 解读

Statistical Properties of Tree-Based Approaches to Classification The Decision Tree Algorithm CAL5 Based on a Statistical Approach to its Splitting Algorithm Probabilistic Symbolic Classifiers: An Empirical Comparison from a Statistical Perspective A Multistrategy Approach to Learning Multiple Dependent Concepts Quality of Decision Rules - Definition and Classification Schemes for Multiple Rules DIPOL - A Hybrid Piecewise Linear Classifier Combining Classification Procedures…

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多元模型协方差结构的检验及家族疾病数据应用AI 解读

Recent interest in modeling multivariate responses for members of groups has emphasized the need for testing goodness of fit. Here we describe a way to test the covariance structure of a multivariate distribution parameterized by a vector θ. The idea is to extend this distribution, the “null” distribution, to a more general distribution that depends on θ, an additional scalar γ, and a specific quadratic function of the response vector chosen to capture features of an…

时变参数模型中系数方差的中位数无偏估计AI 解读

This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass at 0. We thus develop asymptotically median unbiased estimators and asymptotically valid confidence intervals by inverting quantile functions of regression-based parameter stability test statistics, computed under the constant-parameter null. These estimators have good…

具有相关随机误差的平滑样条模型AI 解读

Spline-smoothing techniques are commonly used to estimate the mean function in a nonparametric regression model. Their performances depend greatly on the choice of smoothing parameters. Many methods of selecting smoothing parameters such as generalized maximum likelihood (GML), generalized cross-validation (GCV), and unbiased risk (UBR), have been developed under the assumption of independent observations. They tend to underestimate smoothing parameters when data are…

多元时间序列的判别与聚类AI 解读

Minimum discrimination information provides a useful generalization of likelihood methodology for classification and clustering of multivariate time series. Discrimination between different classes of multivariate time series that can be characterized by differing covariance or spectral structures is of importance in applications occurring in the analysis of geophysical and medical time series data. For discrimination between such multivariate series, Kullback-Leibler…

区间删失比例风险模型中基于插补失效时间的推断AI 解读

We propose an approach to the proportional hazards model for interval-censored data in which parameter estimates are obtained by solving estimating equations that are the partial likelihood score equations for the full-data proportional hazards model, averaged over all rankings of imputed failure times consistent with the observed censoring intervals. Imputed failure times are generated using a parametric estimate of the baseline distribution; the parameters of the baseline…

共同均值估计与加权均值统计量AI 解读

Measurements made by several laboratories may exhibit nonnegligible between-laboratory variability, as well as different within-laboratory variances. Also, the number of measurements made at each laboratory often differ. Questions of fundamental importance in the analysis of such data are how to form a best consensus mean, and what uncertainty to attach to this estimate. An estimation equation approach due to Mandel and Paule is often used at the National Institute of…

用于小区域估计的广义线性模型AI 解读

Bayesian methods have been used quite extensively in recent years for solving small-area estimation problems. Particularly effective in this regard has been the hierarchical or empirical Bayes approach, which is especially suitable for a systematic connection of local areas through models. However, the development to date has mainly concentrated on continuous-valued variates. Often the survey data are discrete or categorical, so that hierarchical or empirical Bayes…

基于贝叶斯规则与贝叶斯因子的非线性小波收缩AI 解读

Wavelet shrinkage, the method proposed by the seminal work of Donoho and Johnstone is a disarmingly simple and efficient way of denoising data. Shrinking wavelet coefficients was proposed from several optimality criteria. In this article a wavelet shrinkage by coherent Bayesian inference in the wavelet domain is proposed. The methods are tested on standard Donoho-Johnstone test functions.