论文检索

正创新一阶自回归模型的自助法推断AI 解读

In this article we consider statistical inference for the autoregressive parameter of a first-order autoregressive sequence with positive innovations via an extreme value estimator ϕ. We show that a bootstrap procedure correctly estimates the sampling distribution of an asymptotically pivotal quantity (whose distribution depends only on the exponent of regular variation of the innovation distribution) based on ϕ, provided that the ratio of the bootstrap sample size m and the…

早期造血过程的随机建模AI 解读

Hematopoiesis is the body's way of making the cellular constituents of blood. Oxygen transport, response to infections, and control of bleeding are among the functions of different mature blood cells. These specific functions are acquired as cells mature in the bone marrow. Stem cells are the “master cells” at the top of this pedigree, having within them the capacity to reconstitute the entire system. Although the latter stages of hematopoiesis are fairly well understood,…

摘要暂缺

计量经济学的方法论AI 解读

The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics.

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

非随机样本与观察性研究中的分位数AI 解读

In a nonrandom sample or a nonrandomized comparison of treated and control groups, methods are developed for displaying the sensitivity of confidence intervals for population quantiles to the magnitude of the departure from random selection. Quantiles of a single distribution and for a shift in two distributions are both discussed. These confidence intervals are based on a new inequality for the distribution of the number of successes in a nonrandom sample or nonrandomized…

随机缺失的马尔可夫依赖二元序列的经验贝叶斯模型AI 解读

We develop an improved empirical Bayes estimation methodology for the analysis of two-state Markov chains observed from heterogeneous individuals. First, the two transition probabilities corresponding to each chain are assumed to be drawn from a common, bivariate distribution that has beta marginals. Second, randomly missing observations are incorporated into the likelihood for the hyperparameters by efficiently summing over all possible values for the missing observations.…

通过变换改善非线性回归的线性化置信区间AI 解读

We investigate linear approximation (LA) confidence intervals for functions g(θ) of the parameters θ in a nonlinear regression model. These intervals are almost universally used and generally perform well, but at times have poor coverage probabilities. Using gradient direction plots, we identify transformations of g(θ) that lead to more accurate LA intervals. These include power transformations, whose effectiveness is demonstrated in a variety of nonlinear regression…

用于注射器质量改进分级的非参数回归方法AI 解读

In the biomedical products industry, measures of the quality of individual clinical specimens or manufacturing production units are often available in the form of high-dimensional data such as continuous recordings obtained from an analytical instrument. These recordings are then examined by experts in the field who extract certain features and use these to classify individuals. To formalize and quantify this procedure, an approach for extracting features from recordings…

异方差误差下线性回归的同时置信带AI 解读

The Scheffé method may be used to construct simultaneous confidence bands for a regression surface for the whole predictor space. When the bands need only hold for a subset of that space, previous authors have described how the bands can be appropriately narrowed while still maintaining the desired level of confidence. Data with heteroscedastic errors occur often, and unless some transformation is feasible, there is no obvious way to construct bands using the current…

非线性回归中线性化置信区间的诊断AI 解读

We investigate linear approximation (LA) confidence intervals for functions g(θ) of the parameters θ in a nonlinear regression model. These intervals are almost universally used and generally perform well, but at times they have poor coverage probabilities. A diagnostic plot and index are developed to detect these failures. We show how these diagnostics may be used to estimate coverage probabilities and these are used to calibrate the diagnostics. The performance of the…

均匀分布尺度同质性的双侧与单侧检验AI 解读

Consider the model where Xij, i = 1, 2, …, k; j = 1, …, n i are independent uniform random variables with scale parameter θ i > 0. Test H 0: θl = ··· = θ k versus H 2: not H 0. Also consider the alternative H 1: θl ≤ ··· ≤ θ k . For H 0 versus H 2 and n i = n, we obtain a complete class of constant-size permutation invariant tests and show that each test in the class is unbiased. The likelihood ratio test and others are in this class. For H 0 versus H 1 we obtain a complete…

近似线性检验的功效稳健化AI 解读

We present a general method of improving the power of linear and approximately linear tests when deviations from a translation family of distributions must be taken into account. This method involves the combination of a linear statistic measuring location and a quadratic statistic measuring change of shape of the underlying distribution. The tests (“funnel tests”) are constructed as certain Bayes tests. In general they gain a sizeable amount of power over the linear tests…

不完整数据下的有序备择检验AI 解读

In testing the null hypothesis of no treatment effects in a randomized block experiment, a researcher may restrict attention to an ordered alternative and thereby increase the power of his test. Jonckheere and later Page proposed such test statistics based on the Kendall and Spearman correlation coefficients. Motivated by notions of distance between permutations, we generalize Jonckheere's and Page's tests to the situation in which one or more observations are missing from…

分层两样本设计的非参数方法及多中心临床试验应用AI 解读

Motivated by some problems arising from multiclinic trials, we consider stratified two-sample designs. Nonparametric effects are defined and nonparametric hypotheses are formulated in a design where treatment, centers (strata), and interactions are assumed to be fixed factors. The interpretation of the nonparametric effects and hypotheses is analyzed in two classes of semiparametric models: the linear models and models with Lehmann alternatives. The case where centers and…

协方差恒等式与不等式在多元正态变量函数中的应用AI 解读

We apply general covariance identities and inequalities to some functions of multivariate normal variables. We recover, in particular, a recent covariance identity due to Siegel and provide simple estimates on the variance of order statistics. We also present some computations.

摘要暂缺

嵌套假设的参考贝叶斯检验及其与 Schwarz 准则的关系AI 解读

To compute a Bayes factor for testing H 0: ψ = ψ0 in the presence of a nuisance parameter β, priors under the null and alternative hypotheses must be chosen. As in Bayesian estimation, an important problem has been to define automatic, or “reference,” methods for determining priors based only on the structure of the model. In this article we apply the heuristic device of taking the amount of information in the prior on ψ equal to the amount of information in a single…

贝叶斯图像处理中的新损失函数AI 解读

Unlike the development of more accurate prior distributions for use in Bayesian imaging, the design of more sensible estimators through loss functions has been neglected in the literature. We discuss the design of loss functions with a local structure that depend only on a binary misclassification vector. The proposed approach is similar to modeling with a Markov random field. The Bayes estimate is calculated in a two-step algorithm using Markov chain Monte Carlo and…

含噪图像中真实灰度级数量、取值及相对频率的估计AI 解读

In some applications information is presented as a two-dimensional image corrupted by random noise. Due to the precision of the equipment that forms the image, we can typically have a large number, v, of observed gray levels. But in many situations we know that the number of true gray levels, p, corresponding to, for example, the number of tissue types in a brain slice, is much less than v. In this article we propose a method based on the kernel density estimator for…

具有聚类结构的离散与连续二元结局回归模型AI 解读

Developmental toxicity studies of laboratory animals play a crucial role in the testing and regulation of chemicals and pharmaceutical compounds. Exposure to developmental toxicants typically causes a variety of adverse effects, such as fetal malformations and reduced fetal weight at term. In this article, we discuss regression methods for jointly analyzing bivariate discrete and continuous outcomes that are motivated by the statistical problems that arise in analyzing data…