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构建稠密可变形模板估计的统一统计框架AI 解读

Summary The problem of estimating probabilistic deformable template models in the field of computer vision or of probabilistic atlases in the field of computational anatomy has not yet received a coherent statistical formulation and remains a challenge. We provide a careful definition and analysis of a well-defined statistical model based on dense deformable templates for grey level images of deformable objects. We propose a rigorous Bayesian framework for which we prove…

对称分布混合模型的推断AI 解读

This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no additional assumptions other than symmetry are made regarding the parametric form of the component distributions. Because the class of symmetric distributions is so broad, identifiability of parameters is a major issue in these mixtures. We…

动态离散博弈的序贯估计AI 解读

This paper studies the estimation of dynamic discrete games of incomplete information. Two main econometric issues appear in the estimation of these models: the indeterminacy problem associated with the existence of multiple equilibria, and the computational burden in the solution of the game. We propose a class of pseudo maximum likelihood (PML) estimators that deals with these problems and we study the asymptotic and finite sample properties of several estimators in this…

多元广义正交因子 GARCH 模型AI 解读

We propose a factor generalized autoregressive conditional heteroscedasticity (GARCH) model and develop test procedures for checking the correctness of the number of factors. Maximum likelihood estimation of the model is straightforward once computationally simple preliminary estimates are obtained. Motivated by the empirical application of the article, a mixture of Gaussian distributions is considered in addition to the conventional Gaussian likelihood. Interestingly, some…

含时变协变量的非平稳负二项时间序列模型AI 解读

Boston Harbor has a history of poor water quality, including contamination by enteric pathogens. We conduct a statistical analysis of data collected by the Massachusetts Water Resources Authority (MWRA) between 1996 and 2002 to evaluate the effects of court-mandated improvements in sewage treatment. Motivated by the ineffectiveness of standard Poisson mixture models and their zero-inflated counterparts, we propose a new negative binomial model for time series of Enterococcus…

通过几何下界推断物种数量AI 解读

Estimating the number of species in a population from a sample of individuals is investigated in a nonparametric Poisson mixture model. A sequence of lower bounds to the odds that a species is unseen in the sample are proposed from a geometric perspective. A lower bound and its representing mixing distribution can be computed by linear programming with guaranteed convergence. These lower bounds can be estimated by the maximum likelihood method and used to construct lower…

拟合空间点过程模型的复合似然方法AI 解读

We propose a new likelihood-based approach in fitting spatial point process models. A composite likelihood is first formed by adding some pairwise composite likelihood functions that are defined in terms of the second-order intensity function of the underlying process, and then used for estimating the unknown parameters. The estimation procedure is computationally simple and yields consistent and asymptotically normal estimators under some mild conditions. We demonstrate…

信息性抽样下的多层模型AI 解读

We consider a model-dependent approach for multi-level modelling that accounts for informative probability sampling of first- and lower-level population units. The proposed approach consists of first extracting the hierarchical model holding for the sample data given the selected sample, as a function of the corresponding population model and the first- and lower-level sample selection probabilities, and then fitting the resulting sample model using Bayesian methods. An…

广义线性混合模型中混合分布的诊断检验AI 解读

We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimators of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-squared distribution under the null hypothesis that the mixing distribution is correctly specified. This…

基于一类 M 估计量的简便精确单侧推断AI 解读

This paper presents a simple method of calculating one-sided p-values which yield accurate inferences for a simple null hypothesis or, equivalently, accurate one-sided confidence limits regarding a scalar parameter in the presence of nuisance parameters. The method, which extends the work of DiCiccio et al. (2001) and Lee & Young (2005) in the context of adjusted likelihood estimation, is based on a test statistic analogous to the signed root of the loglikelihood, but…

渐近极小极大贝叶斯预测密度AI 解读

Given a random sample from a distribution with density function that depends on an unknown parameter θ, we are interested in accurately estimating the true parametric density function at a future observation from the same distribution. The asymptotic risk of Bayes predictive density estimates with Kullback–Leibler loss function D(fθ||{f̂})=∫fθ log(fθ/f̂) is used to examine various ways of choosing prior distributions; the principal type of choice studied is minimax. We seek…

高斯局部平稳过程的非参数准最大似然估计AI 解读

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior of the resulting estimator is studied. The results depend on the richness of the class of functions. Both sieve estimation and global estimation are considered. Our results apply, in particular, to estimation under shape constraints. As…

非平稳与协整 ARMAX 系统的识别和估计AI 解读

This paper extends current theory on the identification and estimation of vector time series models to nonstationary processes. It examines the structure of dynamic simultaneous equations systems or ARMAX processes that start from a given set of initial conditions and evolve over a given, possibly infinite, future time horizon. The analysis proceeds by deriving the echelon canonical form for such processes. The results are obtained by amalgamating ideas from the theory of…

利用灵活组播实验进行网络时延层析估计AI 解读

Summary Estimating and monitoring the quality of service of computer and communications networks is a problem of considerable interest. The paper focuses on estimating link level delay distributions from end-to-end path level data collected by using active probing experiments. This is an interesting large scale statistical inverse (deconvolution) problem. We describe a flexible class of probing experiments (‘flexicast’) for data collection and develop conditions under which…

复 Bingham 四次分布与形状分析AI 解读

Summary The complex Bingham distribution was introduced by Kent as a tractable model for landmark-based shape analysis. It forms an exponential family with a sufficient statistic which is quadratic in the data. However, the distribution has too much symmetry to be widely useful. In particular, under high concentration it behaves asymptotically as a normal distribution, but where the covariance matrix is constrained to have complex symmetry. To overcome this limitation and to…

用条件方法与协变量分解区分组间和组内效应AI 解读

Summary We consider the situation where the random effects in a generalized linear mixed model may be correlated with one of the predictors, which leads to inconsistent estimators. We show that conditional maximum likelihood can eliminate this bias. Conditional likelihood leads naturally to the partitioning of the covariate into between- and within-cluster components and models that include separate terms for these components also eliminate the source of the bias. Another…

用状态空间方法进行时间分解：重访动态回归方法AI 解读

The paper advocates the use of state space methods to deal with the problem of temporal disaggregation by dynamic regression models, which encompass the most popular techniques for the distribution of economic flow variables, such as Chow-Lin, Fernandez and Litterman. The state space methodology offers the generality that is required to address a variety of inferential issues that have not been dealt with previously. The paper contributes to the available literature in three…

电价的状态转换长记忆模型AI 解读

In this paper we develop a regime switching model which can generate long memory (fractional integration) in each of the regime states. This property is relevant in a number of cases. For instance, the deregulated market for electricity power in the Nordic countries is characterized by electricity spot prices with a high degree of long memory. It occurs that in some time periods bilateral prices are identical whereas in other periods the prices differ. The latter occurs when…

条件异方差时间序列的准极大似然估计：随机递推方程方法AI 解读

This paper studies the quasi-maximum-likelihood estimator (QMLE) in a general conditionally heteroscedastic time series model of multiplicative form Xt=σtZt, where the unobservable volatility σt is a parametric function of (Xt−1, …, Xt−p, σt−1, …, σt−q) for some p, q≥0, and (Zt) is standardized i.i.d. noise. We assume that these models are solutions to stochastic recurrence equations which satisfy a contraction (random Lipschitz coefficient) property. These assumptions are…

能否估计模型选择后估计量的条件分布？AI 解读

We consider the problem of estimating the conditional distribution of a post-model-selection estimator where the conditioning is on the selected model. The notion of a post-model-selection estimator here refers to the combined procedure resulting from first selecting a model (e.g., by a model selection criterion such as AIC or by a hypothesis testing procedure) and then estimating the parameters in the selected model (e.g., by least-squares or maximum likelihood), all based…

结构方程估计中双峰性与弱工具变量的一点说明AI 解读

In a simple model composed of a structural equation and identity, the finite-sample distribution of the instrumental variable/limited information maximum likelihood (IV/LIML) estimator is always bimodal, and this is most apparent when the concentration parameter is small. Weak instrumentation is the energy that feeds the secondary mode, and the coefficient in the structural identity provides a point of compression in the density that gives rise to it. The IV limit…

工具变量估计量精确性质的进一步研究AI 解读

We revisit the exact properties of two-stage least squares and limited information maximum likelihood estimators in a structural equation/instrumental variables regression under Gaussian assumptions. Simple derivations based on conditioning serve both to demystify the apparently complicated formulas, and to isolate the key quantities that determine the properties of the estimators. Some recent results obtained under weak-instrument asymptotics are sharpened and clarified by…

一般半参数共享脆弱性模型的前瞻生存分析：伪完全似然方法AI 解读

We provide a simple estimation procedure for a general frailty model for the analysis of prospective correlated failure times. The large-sample properties of the proposed estimators of both the regression coefficient vector and the dependence parameter are described, and consistent variance estimators are given. A brief outline of the proofs is given. In a simulation study under the widely used gamma frailty model, our proposed approach was found to have essentially the same…

计数过程半参数变换模型的有效估计AI 解读

A class of semiparametric transformation models is proposed to characterise the effects of possibly time-varying covariates on the intensity functions of counting processes. The class includes the proportional intensity model and linear transformation models as special cases. Nonparametric maximum likelihood estimators are developed for the regression parameters and cumulative intensity functions of these models based on censored data. The estimators are shown to be…