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基于经验差异统计量的置信区间期望长度AI 解读

We consider a very general class of empirical discrepancy statistics that includes the Cressie–Read discrepancy statistics and, in particular, the empirical likelihood ratio statistic. Higher-order asymptotics for expected lengths of associated confidence intervals are investigated. An explicit formula is worked out and its use for comparative purposes is discussed. It is seen that the empirical likelihood ratio statistic, which enjoys interesting second-order power…

利用基因与环境独立性的病例对照半参数最大似然估计AI 解读

We consider the problem of maximum-likelihood estimation in case-control studies of gene-environment associations with disease when genetic and environmental exposures can be assumed to be independent in the underlying population. Traditional logistic regression analysis may not be efficient in this setting. We study the semiparametric maximum likelihood estimates of logistic regression parameters that exploit the gene-environment independence assumption and leave the…

混合效应模型的条件Akaike信息准则AI 解读

This paper focuses on the Akaike information criterion, AIC, for linear mixed-effects models in the analysis of clustered data. We make the distinction between questions regarding the population and questions regarding the particular clusters in the data. We show that the AIC in current use is not appropriate for the focus on clusters, and we propose instead the conditional Akaike information and its corresponding criterion, the conditional AIC, cAIC. The penalty term in…

准模型辅助框架下调查数据的校准插补AI 解读

Summary We propose to use calibrated imputation to compensate for missing values. This technique consists of finding final imputed values that are as close as possible to preliminary imputed values and are calibrated to satisfy constraints. Preliminary imputed values, potentially justified by an imputation model, are obtained through deterministic single imputation. Using appropriate constraints, the resulting imputed estimator is asymptotically unbiased for estimation of…

错误发现数量的方差AI 解读

Summary In high throughput genomic work, a very large number d of hypotheses are tested based on n≪d data samples. The large number of tests necessitates an adjustment for false discoveries in which a true null hypothesis was rejected. The expected number of false discoveries is easy to obtain. Dependences between the hypothesis tests greatly affect the variance of the number of false discoveries. Assuming that the tests are independent gives an inadequate variance formula.…

离散观测马尔可夫跳跃过程的统计推断AI 解读

Summary Likelihood inference for discretely observed Markov jump processes with finite state space is investigated. The existence and uniqueness of the maximum likelihood estimator of the intensity matrix are investigated. This topic is closely related to the imbedding problem for Markov chains. It is demonstrated that the maximum likelihood estimator can be found either by the EM algorithm or by a Markov chain Monte Carlo procedure. When the maximum likelihood estimator…

无限方差自回归模型的自加权最小绝对偏差估计AI 解读

Summary How to undertake statistical inference for infinite variance autoregressive models has been a long-standing open problem. To solve this problem, we propose a self-weighted least absolute deviation estimator and show that this estimator is asymptotically normal if the density of errors and its derivative are uniformly bounded. Furthermore, a Wald test statistic is developed for the linear restriction on the parameters, and it is shown to have non-trivial local power.…

袋装最近邻分类器的性质AI 解读

Summary It is shown that bagging, a computationally intensive method, asymptotically improves the performance of nearest neighbour classifiers provided that the resample size is less than 69% of the actual sample size, in the case of with-replacement bagging, or less than 50% of the sample size, for without-replacement bagging. However, for larger sampling fractions there is no asymptotic difference between the risk of the regular nearest neighbour classifier and its bagged…

球对称分布均值的小体积置信集AI 解读

Summary Suppose that X has a k-variate spherically symmetric distribution with mean vector θ and identity covariance matrix. We present two spherical confidence sets for θ, both centred at a positive part Stein estimator TS+(X). In the first, we obtain the radius by approximating the upper α-point of the sampling distribution of ‖TS+(X)−θ‖2 by the first two non-zero terms of its Taylor series about the origin. We can analyse some of the properties of this confidence set and…

非预见估计在序贯分析与变点检测中的应用AI 解读

Suppose a process yields independent observations whose distributions belong to a family parameterized by θ∈Θ. When the process is in control, the observations are i.i.d. with a known parameter value θ0. When the process is out of control, the parameter changes. We apply an idea of Robbins and Siegmund [Proc. Sixth Berkeley Symp. Math. Statist. Probab. 4 (1972) 37–41] to construct a class of sequential tests and detection schemes whereby the unknown post-change parameters…

利用降维近似条件分布函数AI 解读

Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of Y|X, but that of Y|θTX, where the unit vector θ is selected so that the approximation is optimal under a least-squares criterion. We show that θ may be estimated root-n consistently. Furthermore, estimation of the conditional distribution…

用于模式识别的层级检验设计AI 解读

We explore the theoretical foundations of a “twenty questions” approach to pattern recognition. The object of the analysis is the computational process itself rather than probability distributions (Bayesian inference) or decision boundaries (statistical learning). Our formulation is motivated by applications to scene interpretation in which there are a great many possible explanations for the data, one (“background”) is statistically dominant, and it is imperative to…

单调非减风险率的检验AI 解读

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on the assumption that the null distribution is exponential. Instead, empirical information is used to effectively identify and eliminate from further consideration parts of the line where the hazard rate is clearly increasing; and to…

单指标模型的非参数检验AI 解读

In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large class of local alternatives. Furthermore, characteristic function based goodness-of-fit tests are proposed which are omnibus and able to detect peak alternatives. Simulation results indicate that the approximation through the limit…

等效性假设的最优检验AI 解读

In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X1,…,Xn are i.i.d. with distribution Pθ, with θ∈ℝk. Let g(θ) be some real-valued parameter of interest. The null hypothesis asserts g(θ)∉(a,b) versus the alternative g(θ)∈(a,b). For example, such hypotheses occur in bioequivalence studies where one may wish to show two drugs, a brand name and a proposed generic version, have the same therapeutic effect. Little optimal…

流形上内蕴与外蕴样本均值的大样本理论（二）AI 解读

This article develops nonparametric inference procedures for estimation and testing problems for means on manifolds. A central limit theorem for Fréchet sample means is derived leading to an asymptotic distribution theory of intrinsic sample means on Riemannian manifolds. Central limit theorems are also obtained for extrinsic sample means w.r.t. an arbitrary embedding of a differentiable manifold in a Euclidean space. Bootstrap methods particularly suitable for these…

摘要暂缺

基于总体校准的基因表型刻画AI 解读

Phenotypic characterization of rare disease genes poses a significant statistical challenge, but the need to do so is clear. Clinical management of patients carrying a disease gene depends crucially on an accurate characterization of the genetically predisposed disease, including its likelihood of occurrence among mutation carriers, natural history, and response to treatment. We propose a formal yet practical method for controlling for bias due to ignoring ascertainment,…

自回归时间序列单位根检验的自助法AI 解读

The theory developed for bootstrapping unit root tests in an autoregressive (AR) context has been concerned mainly with the large-sample behavior of the methods proposed under the assumption that the null hypothesis is true. No results exist for the relative performance and the power behavior of the bootstrap methods under the alternative. This article studies the properties of different AR bootstrap schemes of the unit root hypothesis, including a new proposal based on…

稀疏纵向数据的函数型数据分析AI 解读

We propose a nonparametric method to perform functional principal components analysis for the case of sparse longitudinal data. The method aims at irregularly spaced longitudinal data, where the number of repeated measurements available per subject is small. In contrast, classical functional data analysis requires a large number of regularly spaced measurements per subject. We assume that the repeated measurements are located randomly with a random number of repetitions for…

剂量含随机测量误差时的精确非参数推断AI 解读

Studies that estimate the effects of exposure to a possibly harmful agent often compare exposed subjects who received varied doses with matched controls who received zero dose. If the doses are measured with error, then one may wish to use the fallible doses to estimate a linear relationship between the unobserved true dose and the observed response. If one is willing to assume that the dose errors for exposed subjects are symmetrically distributed about 0—that is, the dose…

存在观测死时间时的泊松强度估计AI 解读

Phase Doppler interferometry (PDI) is a nonintrusive technique frequently used to obtain information about spray characteristics. Understanding spray characteristics is of critical importance in many areas of science, including liquid fuel spray combustion, spray coatings, fire suppression, and pesticides. PDI measures the size and velocity of individual droplets in a spray. Due to the design of the instrument, recordings of the PDI contain gaps, called dead times. The…

误差不相关的 ARMA 模型诊断检验AI 解读

We consider tests for lack of fit in ARMA models with nonindependent innovations. In this framework, the standard Box–Pierce and Ljung–Box portmanteau tests can perform poorly. Specifically, the usual text book formulas for asymptotic distributions are based on strong assumptions and should not be applied without careful consideration. In this article we derive the asymptotic covariance matrix of a vector of autocorrelations for residuals of ARMA models under weak…

通过逆回归实现充分降维AI 解读

A family of dimension-reduction methods, the inverse regression (IR) family, is developed by minimizing a quadratic objective function. An optimal member of this family, the inverse regression estimator (IRE), is proposed, along with inference methods and a computational algorithm. The IRE has at least three desirable properties: (1) Its estimated basis of the central dimension reduction subspace is asymptotically efficient, (2) its test statistic for dimension has an…