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摘要暂缺

半参数模型的有效与自适应估计AI 解读

Introduction.- Asymptotic Inference for (Finite-Dimensional) Parametric Models.- Information Bounds for Euclidean Parameters in Infinite-Dimensional Models.- Euclidean Parameters: Further Examples.- Information Bounds for Infinite-Dimensional Parameters.- Infinite-Dimensional Parameters: Further Examples: Construction of Examples.

摘要暂缺

估计方程的偏差及其在逻辑回归判别错误率中的应用AI 解读

The logistic regression classification method uses parameter estimates that are the solution of an estimating equation. This article derives a convenient expression for the bias of a vector estimator defined by estimating equations. The expression and the results of O'Neill are used to derive the bias and the error or misclassification rate of logistic regression classification in two examples where the assumed model for logistic regression does not hold. Logistic regression…

单纯形上广义Liouville分布的依赖性质AI 解读

Compositional data arise naturally in several branches of science, including chemistry, geology, biology, medicine, ecology, and manufacturing design. Thus the correct statistical analysis of this type of data is of fundamental importance. Prior to the pioneering and extensive work of Aitchison, the Dirichlet distribution provided the parametric model of choice when analyzing such data. But Aitchison and others have since pointed out that the Dirichlet distribution is…

HIV-1 ELISA 检测性能的统计质量控制AI 解读

Ensuring the quality and performance of human immunodeficiency virus, type 1 (HIV-1) enzyme-linked immunosorbent assay (ELISA) testing in routine laboratory situations is an important practical concern. In this article we develop statistical quality control procedures designed to monitor test performance of the microplates being processed. First, the logarithm of measured optical density is shown to be a more appropriate scale on which to work. Shewhart control charts are…

体育比赛比分演进的布朗运动模型AI 解读

The difference between the home and visiting teams' scores in a sports contest is modeled as a Brownian motion process defined on t ∈ (0, 1), with drift μ points in favor of the home team and variance [sgrave]2. The model obtains a simple relationship between the home team's lead (or deficit) l at time t and the probability of victory for the home team. The model provides a good fit to the results of 493 professional basketball games from the 1991-1992 National Basketball…

基于选择性二项信息的估计：如何解读被挑选的击球率AI 解读

Often sports announcers, particularly in baseball, provide the listener with exaggerated information concerning a player's performance. For example, we may be told that Dave Winfield, a popular baseball player, has hit safely in 8 of his last 17 chances (a batting average of .471). This is biased, or selected information, as the “17” was chosen to maximize the reported percentage. We model this as observing a maximum success rate of a Bernoulli process and show how to…

Neyman平滑拟合优度检验的数据驱动版本AI 解读

Neyman's smooth test for testing uniformity is a recognized goodness-of-fit procedure. As stated by LaRiccia, the test can be viewed as a compromise between omnibus test procedures, with generally low power in all directions, and procedures whose power is focused in the direction of a specific alternative. The basic idea behind this test is to embed the null density into, say, a k-dimensional exponential family and then to construct an asymptotically optimal test for the…

比较累积发生函数与原因别风险率的若干检验AI 解读

We consider the competing risks problem with the available data in the form of times and causes of failure. In many practical situations (e.g., in reliability testing) it is important to know whether two risks are equal or whether one is “more serious” than the other. We propose some distribution-free tests for comparing cumulative incidence functions and cause-specific hazard rates against ordered alternatives without making any assumptions on the nature of dependence…

估计小比例的两阶段自适应群组检测程序AI 解读

A method for adaptively estimating a proportion p using group-testing procedures is presented and analyzed, with emphasis placed on a two-stage procedure. This estimator is compared to the usual group-testing estimator via asymptotic and small-sample relative efficiency. The adaptive estimator is generally recommended with the restriction that adaptations (i.e., adjustments of group size) are based on at least 10 measurements/responses. But if one is confident that one has a…

假设检验中的合理性与无偏性AI 解读

The notion of a “rationality criterion” is defined. This criterion reflects a desirable property for statistical procedures that deal with censored data. In hypothesis testing situations, we show that when adapting this criterion to a uniformly most powerful unbiased (UMPU) test of comparing the scale parameters of two distributions, sometimes it is possible to determine a test so that it is unbiased and sometimes this is impossible. The question thus remains: What is more…

贝叶斯计算中的折叠 Gibbs 抽样及基因调控应用AI 解读

This article describes a method of “grouping” and “collapsing” in using the Gibbs sampler and proves from an operator theory viewpoint that the method is in general beneficial. The norms of the forward operators associated with the corresponding nonreversible Markov chains are used to discriminate among different simulation schemes. When applied to Bayesian missing data problems, the idea of collapsing suggests skipping the steps of sampling parameter(s) values in standard…

随机前沿模型中的有效半参数估计AI 解读

Abstract This article considers the semiparametric stochastic frontier model with panel data that arises in the problem of measuring technical inefficiency in production processes. We assume a parametric form for the frontier function, which is linear in production inputs. The density of the individual firm-specific effects is considered to be unknown. We construct an efficient estimator of the slope parameters in the frontier function. We also give an estimator of the level…

正态变量二次型之比分布的鞍点近似AI 解读

In this article, the saddlepoint approximations to the density and tail probability of a ratio of quadratic forms in normal variables are derived. A numerical exposition via the Durbin-Watson test statistic reveals several desirable features. The approximations, which involve only a limited number of computable functions, provide the practitioner with an accessible and a very powerful tool.

Bootstrap 样本循环利用：嵌套 Bootstrap 的蒙特卡洛替代方案AI 解读

A Monte Carlo algorithm is described that can be used in place of the nested bootstrap. It is particularly advantageous when there is a premium on the number of bootstrap samples, either because samples are hard to generate or because expensive computations are applied to each sample. This recycling algorithm is useful because it enables inference procedures like prepivoting and bootstrap iteration in models where nested bootstrapping is computationally impractical.…

一般参数模型中的稳健有界影响检验AI 解读

We introduce robust tests for testing hypotheses in a general parametric model. These are robust versions of the Wald, scores, and likelihood ratio tests and are based on general M estimators. Their asymptotic properties and influence functions are derived. It is shown that the stability of the level is obtained by bounding the self-standardized sensitivity of the corresponding M estimator. Furthermore, optimally bounded-influence tests are derived for the Wald- and…

马尔可夫更新模型中的 Cox 回归：骨髓移植数据分析AI 解读

We discuss estimation and prediction in a Markov renewal model where intensities of the one-step transitions follow a Cox regression model with baseline hazards and covariates depending on the backward recurrence time. A modification of the Andersen and Gill results is given to extend the asymptotic properties of the partial likelihood estimates to this setting. We further consider prediction of the realization of the process in a single individual based on the follow-up…

试验次数未观测时过度离散二项数据的两侧变换方法AI 解读

A common complication in analyzing binomial data is overdispersion, where the observed variation exceeds that predicted from the binomial distribution with parameters N and P. We consider the situation where N is not observed and variable. To estimate the regression parameters associated with covariates, we apply the transform-both-sides method. Based on the first-order asymptotic variance stabilizing transformation, we develop the arcsine transformation family indexed by a…

核型回归估计量的不同形式及其关系AI 解读

We explore the aims of, and relationships between, various kernel-type regression estimators. To do so, we identify two general types of (direct) kernel estimators differing in their treatment of the nuisance density function associated with regressor variable design. We look at the well-known Gasser-Müller, Nadaraya-Watson, and Priestley-Chao methods in this light. In the random design case, none of these methods is totally adequate, and we mention a novel (direct) kernel…

多元密度估计的交叉验证AI 解读

In recent years, the focus of study in smoothing parameter selection for kernel density estimation has been on the univariate case, while multivariate kernel density estimation has been largely neglected. In part, this may be due to the perception that calibrating multivariate densities is substantially more difficult. In this article, we explicitly derive and compare multivariate versions of the bootstrap method of Taylor, the least-squares cross-validation method developed…

自适应混合密度估计AI 解读

The estimation of a probability density function based on a sample of independent identically distributed observations is essential in a wide range of applications. In particular, a sequence of estimates that converges in some sense to the true density α 0 can yield asymptotically optimal performance in classification and discrimination problems. In this article an estimation technique called “adaptive mixtures” is developed from the related methods of kernel estimation and…

复杂分子光谱分析中的稳健估计AI 解读

In atomic and molecular spectroscopy, measured transition energies represent differences between the energy levels of the emitting or absorbing system. In complex spectra of such transitions, the assignment of the pair of states corresponding to an observed transition energy is a difficult process. These assignments evolve in stages. At each stage, some assignments will be erroneous. Robust fitting methods have proven extremely helpful for finding gross errors and for…

动态模型的最优递归估计AI 解读

This article checks, using both real and simulated data, the effectiveness of modern adaptive techniques to track the parameters of time-varying dynamic models. The real case studies concern a bone marrow transplant data set published by Tong, the gas furnace model of Box and Jenkins, and two series of West German interest rates. Simulation studies focus on ARX models with smoothly and suddenly changing parameters. The general approach is to compare the fitting-forecasting…