论文检索

John W. Tukey 对多重比较的贡献AI 解读

This article provides a historical overview of the philosophical, theoretical and practical contributions made by John Tukey to the field of simultaneous inference. His early work, culminating in the monograph "The Problem of Multiple Comparisons," established him as one of the pioneers in the field, investing it with both academic respectability and a focus on practical problems. For many years afterward, Tukey only published sporadically in the area but remained convinced…

空间信号的非参数假设检验AI 解读

Nonparametric hypothesis testing for a spatial signal can involve a large number of hypotheses. For instance, two satellite images of the same scene, taken before and after an event, could be used to test a hypothesis that the event has no environmental impact. This is equivalent to testing that the mean difference of “after-before” is zero at each of the (typically thousands of) pixels that make up the scene. In such a situation, conventional testing procedures that control…

多重比较秩统计量的精确分布AI 解读

Computation of exact p values of multiple comparisons rank statistics is often a very time-consuming task. In some cases approximations are available, but they are often unsatisfactory when samples are small or the number of ties is large. Some existing tables of exact critical values contain errors and are limited to small samples without ties and to Wilcoxon scores. Therefore, this article proposes a new algorithm to compute exact p values of generalized Steel statistics…

实验杂交中数量性状基因座识别的模型选择方法AI 解读

Summary We consider the problem of identifying the genetic loci (called quantitative trait loci (QTLs)) contributing to variation in a quantitative trait, with data on an experimental cross. A large number of different statistical approaches to this problem have been described; most make use of multiple tests of hypotheses, and many consider models allowing only a single QTL. We feel that the problem is best viewed as one of model selection. We discuss the use of model…

错误发现率程序的运行特征与扩展AI 解读

Summary We investigate the operating characteristics of the Benjamini–Hochberg false discovery rate procedure for multiple testing. This is a distribution-free method that controls the expected fraction of falsely rejected null hypotheses among those rejected. The paper provides a framework for understanding more about this procedure. We first study the asymptotic properties of the ‘deciding point' D that determines the critical p-value. From this, we obtain explicit…

错误发现率的直接处理方法AI 解读

Summary Multiple-hypothesis testing involves guarding against much more complicated errors than single-hypothesis testing. Whereas we typically control the type I error rate for a single-hypothesis test, a compound error rate is controlled for multiple-hypothesis tests. For example, controlling the false discovery rate FDR traditionally involves intricate sequential p-value rejection methods based on the observed data. Whereas a sequential p-value method fixes the error rate…

多重假设检验与第一类错误的期望次数AI 解读

The performance of multiple test procedures with respect to error control is an old issue. Assuming that all hypotheses are true we investigate the behavior of the expected number of type I errors (ENE) as a characteristic of certain multiple tests controlling the familywise error rate (FWER) or the false discovery rate (FDR) at a prespecified level. We derive explicit formulas for the distribution of the number of false rejections as well as for the ENE for single-step,…

逐步多重检验程序中错误发现率的若干结果AI 解读

The concept of false discovery rate (FDR) has been receiving increasing attention by researchers in multiple hypotheses testing. This paper produces some theoretical results on the FDR in the context of stepwise multiple testing procedures with dependent test statistics. It was recently shown by Benjamini and Yekutieli that the Benjamini–Hochberg step-up procedure controls the FDR when the test statistics are positively dependent in a certain sense. This paper strengthens…

利用鞍点近似对随机系统生存时间进行自助推断AI 解读

Summary The single bootstrap is implemented by using a saddlepoint approximation to determine estimates for the survival and hazard functions of first-passage times in complicated semi-Markov processes. The double bootstrap is also implemented by resampling saddlepoint inversions and provides BCa confidence bands for these functions. Confidence intervals for the mean and variance of first-passage times are easily computed. A new characterization of the asymptotic hazard rate…

微阵列实验的经验贝叶斯分析AI 解读

Microarrays are a novel technology that facilitates the simultaneous measurement of thousands of gene expression levels. A typical microarray experiment can produce millions of data points, raising serious problems of data reduction, and simultaneous inference. We consider one such experiment in which oligonucleotide arrays were employed to assess the genetic effects of ionizing radiation on seven thousand human genes. A simple nonparametric empirical Bayes model is…

正交饱和设计自适应分析中的错误率控制AI 解读

Individual and simultaneous confidence intervals using the data adaptively are constructed for the effects in orthogonal saturated designs under the assumption of effect sparsity. The minimum coverage probabilities of the intervals are equal to the nominal level $1 - \alpha$.

重复事件均值函数与发生率函数的半参数回归AI 解读

Summary The counting process with the Cox-type intensity function has been commonly used to analyse recurrent event data. This model essentially assumes that the underlying counting process is a time-transformed Poisson process and that the covariates have multiplicative effects on the mean and rate function of the counting process. Recently, Pepe and Cai, and Lawless and co-workers have proposed semiparametric procedures for making inferences about the mean and rate…

纵向数据的非参数动态加性回归模型AI 解读

In this work we study additive dynamic regression models for longitudinal data. These models provide a flexible and nonparametric method for investigating the time-dynamics of longitudinal data. The methodology is aimed at data where measurements are recorded at random time points. We model the conditional mean of responses given the full internal history and possibly time-varying covariates. We derive the asymptotic distribution for a new nonparametric least squares…

广义线性模型中的置信带AI 解读

Generalized linear models (GLM) include many useful models. This paper studies simultaneous confidence regions for the mean response function in these models. The coverage probabilities of these regions are related to tail probabilities of maxima of Gaussian random fields, asymptotically, and hence, the so-called tube formula is applicable without any modification. However, in the generalized linear models, the errors are often nonadditive and non-Gaussian and may be…

向量自回归谱的渐近同时置信带AI 解读

Asymptotic simultaneous confidence bands for all ω in [0, 0.5] are obtained for each scalar function in a spectral density matrix, as well as for the logarithm of the autospectra, the squared coherence and the phase spectra. The bands are illustrated using a simulation study and surface elevation data.

一致随机序约束下某类分布一致估计量的渐近分布理论AI 解读

We identify the asymptotic behavior of the estimators proposed by Rojo and Samaniego and Mukerjee of a distribution $F$ assumed to be uniformly stochastically smaller than a known baseline distribution $G$.We show that these estimators are $\sqrt{n}$-convergent to a limit distribution with mean squared error smaller than or equal to the mean squared error of the empirical survival function. By examining the mean squared error of the limit distribution, we are able to…

与最优者的多重比较及其经济应用AI 解读

In this paper we discuss a statistical method called multiple comparisons with the best, or MCB. This paper is meant to introduce MCB to economists. We discuss possible uses of MCB in economics. The application that we treat in most detail is the construction of confidence intervals for inefficiency measures from stochastic frontier models with panel data. We also consider an application to the analysis of labour market wage gaps. Copyright � 2000 John Wiley & Sons, Ltd.

使用重复置信带的中期分析AI 解读

Clinical trials often include interim analyses that compare treatment groups with respect to the mean function of a response process. Sometimes it is unclear how the mean functions of the groups might differ, and thus one cannot confidently prespecify a simple metric upon which a stopping rule or repeated confidence interval can be based. This motivated us to extend the repeated confidence intervals approach for a finite-dimensional parameter (Jennison & Turnbull, 1989) to…

基于经验似然的多重分位数图置信管AI 解读

The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for multiple quantile plots based on $k$ independent (possibly right-censored) samples. These tubes are asymptotically distribution free, except when both $k \geq 3$ and censoring is present. Pointwise versions of the confidence tubes, however, are asymptotically distribution free in all cases. The various confidence tubes are valid under minimal conditions. The proposed methods…

基于逐阶段检验的多重置信集AI 解读

Recent years have seen suggested constructions of multiple confidence sets related to stagewise multiple tests by some authors. These methods are a type of mixture between test and confidence interval methods, because confidence interval statements are made only for some parameters, whereas test statements for fixed parameter values are made for the other parameters. In this article I define a concept—confidence directional set—giving a confidence bound for one parameter,…

三条及以上回归直线所有对比的精确置信界AI 解读

It is desired to compare κ ≥ 3 treatments. Under the assumption of iid normal errors, it is well known that the Scheffé method produces exact simultaneous confidence bounds for all contrasts of the treatment means. Furthermore, it is known that the Scheffé method is conservative when one desires confidence bounds for a specific subset of contrasts of means. Exact methods, such as those due to Tukey and Dunnett, yield tighter bounds than the Scheffé method for specific…

基于分阶段检验的多重置信集AI 解读

Recent years have seen suggested constructions of multiple confidence sets related to stagewise multiple tests by some authors. These methods are a type of mixture between test and confidence interval methods, because confidence interval statements are made only for some parameters, whereas test statements for fixed parameter values are made for the other parameters. In this article I define a concept—confidence directional set—giving a confidence bound for one parameter,…

三条及以上回归直线所有对比的精确置信界AI 解读

It is desired to compare κ ≥ 3 treatments. Under the assumption of iid normal errors, it is well known that the Scheffé method produces exact simultaneous confidence bounds for all contrasts of the treatment means. Furthermore, it is known that the Scheffé method is conservative when one desires confidence bounds for a specific subset of contrasts of means. Exact methods, such as those due to Tukey and Dunnett, yield tighter bounds than the Scheffé method for specific…

摘要暂缺