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Recently, the concepts of population and individual bioequivalence have been proposed for assessing the bioequivalence of two drug formulations. Moment-based and probability-based measures of bioequivalence have led to criteria for deciding whether two formulations should be regarded as bioequivalent or not. The US Food and Drug Administration (1997) guidance recommended the use of bootstrap percentile intervals for this purpose. In this paper, we discuss theoretical…

带时间变换的 Copula 中的关联性AI 解读

We consider estimation of the cross ratio in Clayton's (1978) copula in which covariates are incorporated into the marginal distributions via semiparametric accelerated life regression models. Generalisations of Oakes' (1982, 1986) concordance estimating equations yield a closed form for the association parameter under right censoring. Joint inferences about covariate effects in the marginal models and the cross ratio are obtained with U-statistics, martingales and a…

杂论：二项回归误分类率的极大似然估计AI 解读

Binomial regression is commonly used to construct a binary classification rule from a set of observable covariates. The accuracy of the rule is summarised by empirical type 1 and type 2 misclassification rates as the threshold of the rule varies. However, the empirical misclassification rates are not the maximum likelihood estimators of the true rates if the binomial regression model is assumed true. We give a simple algorithm for the maximum likelihood estimators of the…

利用渐近展开与自助校准推断罕见审计差错AI 解读

The number of items in error in an audit population is usually quite small, whereas the error distribution is typically highly skewed to the right. For applications in statistical auditing, where line-item sampling is appropriate, a new upper confidence limit for the total error amount in an audit population is obtained. Our method involves an empirical Cornish-Fisher expansion in the first stage; in the second stage we employ the bootstrap to calibrate the coverage…

混合卡尔曼滤波器AI 解读

Summary In treating dynamic systems, sequential Monte Carlo methods use discrete samples to represent a complicated probability distribution and use rejection sampling, importance sampling and weighted resampling to complete the on-line ‘filtering’ task. We propose a special sequential Monte Carlo method, the mixture Kalman filter, which uses a random mixture of the Gaussian distributions to approximate a target distribution. It is designed for on-line estimation and…

摘要暂缺

非线性时间序列的函数系数回归模型AI 解读

The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data. The models include threshold autoregressive models and functional-coefficient autoregressive models as special cases but with the added advantages such as depicting finer structure of the underlying dynamics and better postsample forecasting performance. Also proposed are a new bootstrap test for the goodness of fit of models and a bandwidth…

变系数模型的高效估计与推断AI 解读

This article deals with statistical inferences based on the varying-coefficient models proposed by Hastie and Tibshirani. Local polynomial regression techniques are used to estimate coefficient functions, and the asymptotic normality of the resulting estimators is established. The standard error formulas for estimated coefficients are derived and are empirically tested. A goodness-of-fit test technique, based on a nonparametric maximum likelihood ratio type of test, is also…

构造双重自助法置信区间时插值的重要性AI 解读

Summary We show that, in the context of double-bootstrap confidence intervals, linear interpolation at the second level of the double bootstrap can reduce the simulation error component of coverage error by an order of magnitude. Intervals that are indistinguishable in terms of coverage error with theoretical, infinite simulation, double-bootstrap confidence intervals may be obtained at substantially less computational expense than by using the standard Monte Carlo…

基于任意阶自回归计算的 bootstrap 置信域AI 解读

Summary Given a linear time series, e.g. an autoregression of infinite order, we may construct a finite order approximation and use that as the basis for confidence regions. The sieve or autoregressive bootstrap, as this method is often called, is generally seen as a competitor with the better-understood block bootstrap approach. However, in the present paper we argue that, for linear time series, the sieve bootstrap has significantly better performance than blocking methods…

使用 GMM 自助法考察地方政府的动态行为AI 解读

Even though recent Monte Carlo evidence has shown that the use of bootstrap critical values, instead of asymptotic ones, improves the size of the tests substantially, empirical applications using GMM bootstrap techniques are largely missing. In this paper, the dynamic relationship between local government revenues and expenditures is re-investigated using GMM bootstrapping techniques on a panel of 265 Swedish municipalities over the period 1979-1987. A lag of one year is…

多元回归的失拟检验AI 解读

We study lack-of-fit tests based on orthogonal series estimators. A common feature of these tests is that they are functions of score statistics that employ data-driven model dimensions. The criteria used to select the dimension are score-based versions of AIC and BIC. The tests can be applied in a wide variety of settings, including both continuous and discrete data. With two or more covariates, a model sequence, i.e. a path in the alternative models space, has to be…

控制线性回归模型预测误差检验的显著性水平AI 解读

This paper provides evidence on problems associated with using standard tests for predictive failure when the errors of a linear regression model are not normally distributed. The ability of a simple bootstrap procedure to give a useful degree of control over the significance levels is examined.

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AI 解读

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…

基于重抽样的假设检验的蒙特卡洛评价AI 解读

Monte Carlo estimation of the power of tests that require resampling can be very computationally intensive. It is possible to reduce the size of the inner resampling loop as long as the resulting estimator of power can be corrected for bias. A simple linear extrapolation method is shown to perform well in correcting for bias and thus reduces computation time in Monte Carlo power studies.

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AI 解读

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…

有限样本非参数推断与大样本效率AI 解读

Given a sample $X_1,\dots, X_n$ from a distribution $F$, the problem of constructing nonparametric confidence intervals for the mean $\mu(F)$ is considered. Unlike bootstrap procedures or those based on normal approximations, we insist on any procedure being truly nonparametric in the sense that the probability that the confidence interval contains $\mu(F)$ based on a sample of size $n$ from $F$ be at least $1 - \alpha$ for all $F$ and all $n$. Bahadur and Savage proved it…

摘要暂缺

使用迭代自助法对广义基尼指数进行推断AI 解读

Inference using the iterated-bootstrap method proposed by Hall is appealing for cases in which the percentile method needs to be used but the nominal level of a confidence interval has to be adjusted. One natural application is for generalized Gini indices of income inequality. When applying these theoretical inequality measures directly to sample data for the purpose of statistical inference, economists must come up with some measure of sampling variation. This is…

估计函数的窗口子抽样及其在回归模型中的应用AI 解读

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…

转移回归模型及其在环境时间序列中的应用AI 解读

Environmental epidemiologists often encounter time series data in the form of discrete or other nonnormal outcomes; for example, in modeling the relationship between air pollution and hospital admissions or mortality rates. We present a case study examining the association between pollen counts and meteorologic covariates. Although such time series data are inadequately described by standard methods for Gaussian time series, they are often autocorrelated, and warrant an…

马尔可夫链蒙特卡洛：用于贝叶斯推断的随机模拟AI 解读

Introduction Stochastic simulation Introduction Generation of Discrete Random Quantities Generation of Continuous Random Quantities Generation of Random Vectors and Matrices Resampling Methods Exercises Bayesian Inference Introduction Bayes' Theorem Conjugate Distributions Hierarchical Models Dynamic Models Spatial Models Model Comparison Exercises Approximate methods of inference Introduction Asymptotic Approximations Approximations by Gaussian Quadrature Monte Carlo…

摘要暂缺

更新理论中的非参数估计（二）：更新型方程的解AI 解读

Nonparametric estimators of solutions of renewal-type equations are proposed in terms of the empirical renewal function. Using the approach of Grübel and Pitts [Ann .Stat .21 1431 –1451 (1993)], who studied asymptotic properties of the empirical renewal function, a number of properties of our estimators are established, including strong consistency, asymptotic normality and efficiency, and asymptotic validity of bootstrap confidence bounds. The results are illustrated by…