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A Nonparametric Method for Benchmarking Survey Data via Signal Extraction

通过信号提取对调查数据进行基准校准的非参数方法

This article introduces a nonparametric method to estimate the covariance matrix for the stationary part of the signal (hidden in data), to enable benchmarking via signal extraction. Some discussions and simulations are carried out to compare the proposed benchmarking method to the regression method development by Cholette and Dagum and the signal extraction method developed by Hillmer and Trabelsi suggesting autoregression integrated moving average (ARIMA) models for the…

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Empirical Bayes Estimation of Finite Population Means from Complex Surveys

复杂调查中有限总体均值的经验贝叶斯估计

Estimation of finite population means is considered when samples are collected using a stratified sampling design. Finite populations for different strata are assumed to be realizations from different superpopulations. The true means of the observations lie on a regression surface with random intercepts for different strata. The true sampling variances are also different and random for different strata. The strata are connected through two common prior distributions, one for…

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Additive Splines for Partial Least Squares Regression

用于偏最小二乘回归的加性样条

This article introduces a generalization of the partial least squares regression (PLS). Transforming the predictors by means of spline functions is a useful way to extend PLS into nonlinearity and to obtain a multiresponse additive model. We describe both statistical and computational aspects of this new method, termed additive splines partial least squares (ASPLS). The performance of ASPLS compared with other PLS methods is illustrated with chemical and physiological…

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A Bayesian Approach to Nonparametric Bivariate Regression

非参数二维回归的贝叶斯方法

This article outlines a general Bayesian approach to estimating a bivariate regression function in a nonparametric manner. It models the function using a bivariate regression spline basis with many terms. Binary indicator variables corresponding to these terms are introduced to explicitly model the uncertainty of whether or not the terms provide a significant contribution to the regression. The regression function is estimated using an estimate of its posterior mean,…

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Deconvolution of a Distribution Function

分布函数的反卷积估计

We consider the estimation of a distribution function when observations from this distribution are contaminated by measurement error. The unknown distribution is modeled as a mixture of a finite number of known distributions. Model parameters can be estimated and confidence intervals constructed using well-known likelihood theory. We show that it is also possible to apply this approach to estimation of a unimodal distribution. An application is presented using data from a…

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Nonlinearly Smoothed EM Density Estimation With Automated Smoothing Parameter Selection for Nonparametric Deconvolution Problems

自动选择平滑参数的非线性平滑 EM 反卷积密度估计

We study a nonparametric deconvolution density estimation problem. The estimator is obtained by an EM algorithm for a smoothed maximum likelihood estimation problem, which has a unique continuous solution. We present an implementation of the procedure incorporating a data-driven discrepancy principle for selecting the smoothing parameter. Simulations illustrate the good properties of the resulting estimator when the unknown distribution is smooth and has regularly varying…

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Nonparametric Estimation of a Mixing Density via the Kernel Method

利用核方法非参数估计混合密度

Editor's note: This manuscript was first submitted in May 1996, and a first review with a request for revision was completed in September 1996. Costas Goutis lost his life in a scuba diving accident in July 1996. The associate editor, Jianqing Fan, graciously offered to carry out the required revisions. This article presents a method for estimating the latent distribution of a mixture model. The method is motivated by the standard kernel density estimation, but instead of…

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Testing Goodness-of-Fit Based on a Roughness Measure

基于粗糙度度量的拟合优度检验

A test for the one-sample goodness-of-fit problem is proposed. The test is based on a distance that measures the difference, in terms of roughness, between the underlying density function and the hypothesized density function. One advantage of using a roughness measure is high power in detecting high-frequency alternatives and densities with sharp features. The test statistic that estimates the distance is derived from the viewpoint of kernel density estimation, and a…

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Efficiency Lost By Analyzing Counts Rather Than Event Times in Poisson and Overdispersed Poisson Regression Models

泊松及过度离散泊松回归中用计数替代事件时点的效率损失

Inference for point processes is most efficient if the event times for each individual are available. Sometimes, the study design is such that only aggregated data are collected, consisting of the number of events or recurrences for each individual over the observation period. This article discusses the loss in efficiency of an analysis of the aggregated counts versus an analysis of the actual event times. One particular case is exemplified—that in which the purpose of the…

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Accurate Bootstrap Confidence Limits for the Cumulative Hazard and Survivor Functions Under Random Censoring

随机删失下累计风险与生存函数的准确自助置信限

In clinical trials and other settings, confidence intervals for survival probabilities at a fixed point in time are often required. Typically, such intervals are constructed on the cumulative hazard scale; the quantiles required for computing these intervals are generally obtained using a first-order normal theory approximation. The appropriateness of such intervals for small sample sizes or under moderate to heavy censoring is suspect. We demonstrate that significant…

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Modeling Repeated Measures With Monotonic Ordinal Responses and Misclassification, With Applications to Studying Maturation

含误分类的单调有序重复测量模型及成熟过程应用

Many longitudinal studies of children are concerned with the modeling of monotonic responses such as growth and sexual maturation. The National Heart, Lung, and Blood Institute Growth and Health Study (NGHS) is a longitudinal study designed to examine the effect of growth and maturation on the development of obesity and related cardiovascular risk factors among black and white adolescent girls. Sexual maturation is measured with an ordinal outcome and is known to be measured…

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Camouflaged Deconvolution With Application to Blood Curve Modeling in FDG PET Studies

卷积核未完全确定时的反卷积及其在 FDG PET 血液曲线建模中的应用

Camouflaged deconvolution arises when the kernel in a simple convolution model is not completely specified. We consider a situation in which the same fixed signal is repeatedly measured by separate convolutions with imprecisely known kernels. We develop a regularization methodology for application to these problems. The method involves simultaneous estimation of the target signal and the unknown parameters of the convolution kernels. Cross-validation is used to determine the…

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Elements of Multivariate Time Series Analysis.

多元时间序列分析基础

This study is devoted to the analysis of multivariate time series data. Such data might arise in business and economics, engineering, geophysical sciences, agriculture, and many other fields. The emphasis is on providing an account of the basic concepts and methods which are useful in analyzing such data. The book presupposes a familiarity with univariate time series as might be gained from one term of a graduate course, but it is otherwise self-contained. It covers the…

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Matrix Analysis for Statistics.

统计学中的矩阵分析

Preface. 1. A Review of Elementary Matrix Algebra. 2. Vector Spaces. 3. Eigenvalues and Eigenvectors. 4. Matrix Factorizations and Martrix Norms. 5. Generalized Inverses. 6. Systems of Linear Equations. 7. Partitioned Matrices. 8. Special Matrices and Matrix Operations. 9. Matrix Derivatives and Related Topics. 10. Some Special Topics Related to Quadratic Forms. References. Index.

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