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高维列联表中的交互作用：对数线性模型的自助法替代方法AI 解读

Based on a revised Lancaster-type representation of the additive interactions associated with a probability measure, a new approach for the analysis of high-dimensional contingency tables is proposed. The approach is essentially model-free because the additive interaction tensor is merely a convenient reparameterization of the given table. Single interaction terms are investigated using the bootstrap method whose first-order asymptotic validity is immediate. The global…

比较多个处理效应时结合单侧与双侧检验的优势AI 解读

We consider the one-way layout for comparing k treatment effects μ i , 1 ≤ i ≤ k. Hayter earlier proposed a one-sided studentized range test (OSRT) for testing the null hypothesis H μO: μ1 = μ2 = ··· = μ k against the simple ordered alternative HA : μ1 ≤ μ2 ≤ ··· ≤ μ k with at least one strict inequality. The OSRT gives a set of simultaneous confidence intervals for all ordered pairwise differences μ j - μ i , i < j. These intervals are one-sided and have infinite upper…

比较多个处理效应时结合单侧与双侧检验的优势AI 解读

We consider the one-way layout for comparing k treatment effects μ i , 1 ≤ i ≤ k. Hayter earlier proposed a one-sided studentized range test (OSRT) for testing the null hypothesis H μO: μ1 = μ2 = ··· = μ k against the simple ordered alternative HA : μ1 ≤ μ2 ≤ ··· ≤ μ k with at least one strict inequality. The OSRT gives a set of simultaneous confidence intervals for all ordered pairwise differences μ j - μ i , i < j. These intervals are one-sided and have infinite upper…

非参数回归中的偏差校正置信带AI 解读

Summary Bias-corrected confidence bands for general nonparametric regression models are considered. We use local polynomial fitting to construct the confidence bands and combine the cross-validation method and the plug-in method to select the bandwidths. Related asymptotic results are obtained. Our simulations show that confidence bands constructed by local polynomial fitting have much better coverage than those constructed by using the Nadaraya–Watson estimator. The results…

可计算一般均衡模型的统计推断：摩洛哥经济模型应用AI 解读

We study the problem of measuring the uncertainty of computable general equilibrium (CGE) (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first uses a standard Wald-type statistic. The second approach assumes that a confidence set (sampling or Baycsian) is available for the free parameters, from which confidence sets are derived by a projection technique. The…

重尾过程的样本自相关及其在 ARCH 模型中的应用AI 解读

We study the sample ACVF and ACF of a general stationary sequence under a weak mixing condition and in the case that the marginal distributions are regularly varying. This includes linear and bilinear processes with regularly varying noise and ARCH processes, their squares and absolute values. We show that the distributional limits of the sample ACF can be random, provided that the variance of the marginal distribution is infinite and the process is nonlinear. This is in…

用独立观测密度估计量强逼近弱依赖观测密度估计量AI 解读

We derive an approximation of a density estimator based on weakly dependent random vectors by a density estimator built from independent random vectors. We construct, on a sufficiently rich probability space, such a pairing of the random variables of both experiments that the set of observations $X_1,\ldots,X_n}$ from the time series model is nearly the same as the set of observations $Y_1,\ldots,Y_n}$ from the i.i.d. model. With a high probability, all sets of the form $({X_1,\ldots,X_n}\\Delta{Y_1,\ldots,Y_n})\bigcap([a_1,b_1]\times\ldots\times[a_d,b_d])$…

回归样条的局部渐近性质与置信区域AI 解读

In this paper, we study the local behavior of regression splines. In particular, explicit expressions for the asymptotic pointwise bias and variance of regression splines are obtained. In addition, asymptotic normality for regression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.

多元失效时间数据的边际回归模型AI 解读

In this article we propose a general Cox-type regression model to formulate the marginal distributions of multivariate failure time data. This model has a nested structure in that it allows different baseline hazard functions among distinct failure types and imposes a common baseline hazard function on the failure times of the same type. We prove that the maximum “quasi-partial-likelihood” estimator for the vector of regression parameters under the independence working…

使用狄利克雷过程先验的贝叶斯多重比较AI 解读

We consider the problem of multiple comparisons from a Bayesian viewpoint. The family of Dirichlet process priors is applied in the form of baseline prior/likelihood combinations to obtain posterior probabilities for various hypotheses of equality among population means. The baseline prior/likelihood combinations considered here are beta/binomial and normal/inverted gamma with equal variances on treatment means. The prior probabilities of the hypotheses depend directly on…

非参数自回归中的回归式推断AI 解读

We derive a strong approximation of a local polynomial estimator LPE in nonparametric autoregression by an (LPE) in a corresponding nonparametric regression model. This generally suggests the application of regression-typical tools for statistical inference in nonparametric autoregressive models. It provides an important simplification for the boot-strap method to be used: It is enough to mimic the structure of a nonparametric regression model rather than to imitate the more…

流动性指标的年龄曲线：西德收入的应用AI 解读

This paper develops a technique for estimating age-profiles of earnings mobility using conditional kernel density estimation and establishes their statistical properties. Both pointwise and simultaneous confidence intervals are derived. The paper then examines the age-profile of short-run earnings mobility in Germany between 1983 and 1993 using the Socio-Economic Panel data. It turns out that earnings mobility is significantly higher for young people than for elder ones.…

可交换检验统计量下逐步下降与逐步上升多重检验的渐近比较AI 解读

In this paper interest is focused on some theoretical investigations concerning the comparison of two popular multiple test procedures, so-called step-down and step-up procedures, in terms of their defining critical values. Such procedures can be applied, for example, to multiple comparisons with a control. In the definition of the critical values for these procedures order statistics play a central role. For $k \epsilon N_0$ fixed we consider the joint cumulative…

平均方向或平均轴的非参数比较AI 解读

Samples of directional or axial measurements arise in geophysical, biological and econometric contexts. We represent the rotational difference between two mean directions (or two mean axes) as a direction (or axis). We then construct nonparametric simultaneous confidence sets for all pair-wise rotational differences among the mean directions or mean axes of $s$ samples. By specialization, this methodology yields nonparametric simultaneous tests for pairwise equality of…

非平稳时间序列平滑的筛自助法AI 解读

We propose a sieve bootstrap procedure for time series with a deterministic trend. The sieve for constructing the bootstrap is based on nonparametric trend estimation and autoregressive approximation for some noise process. The bootstrap scheme itself does i.i.d. resampling of estimated innovations from fitted autoregressive models. We show the validity and indicate second-order correctness of such sieve bootstrap approximations for the limiting distribution of nonparametric…

稳态模拟中的多重比较程序AI 解读

Suppose that there are $k \geq 2$ different systems (i.e., stochastic processes), where each system has an unknown steady-state mean performance and unknown asymptotic variance. We allow for the asymptotic variances to be unequal and for the distributions of the k systems to be different. We consider the problem of running independent, single-stage simulations to make multiple comparisons of the steady-state means of the different systems. We derive asymptotically valid (as…

删失数据非参数最大似然估计的混合计算算法AI 解读

We present a hybrid algorithm for nonparametric maximum likelihood estimation from censored data when the log-likelihood is concave. The hybrid algorithm uses a composite algorithmic mapping combining the expectation-maximization (EM) algorithm and the (modified) iterative convex minorant (ICM) algorithm. Global convergence of the hybrid algorithm is proven; the iterates generated by the hybrid algorithm are shown to converge to the nonparametric maximum likelihood estimator…

Bonferroni 调整的贝叶斯视角AI 解读

Bayes/frequentist correspondences between the p-value and the posterior probability of the null hypothesis have been studied in univariate hypothesis testing situations. This paper extends these comparisons to multiple testing and in particular to the Bonferroni multiple testing method, in which p-values are adjusted by multiplying by k, the number of tests considered. In the Bayesian setting, prior assessments may need to be adjusted to account for multiple hypotheses,…

一般维修模型的非参数估计AI 解读

The construction and analysis of repair models is an important area in reliability. A commonly used model is the minimal repair model. Under this model, repair restores the state of the system to its level prior to failure. Kijima introduced repair models that could be classified as "better-than-minimal." Under Kijima's models, the system, upon repair, is functionally the same as a working system of lesser age which has never experienced failure. In this paper, we present a…

社会科学统计学AI 解读

Why learn statistics? describing data probability discrete random variables continuous random variables sampling distributions hypothesis testing and confidence intervals comparing two independent groups ANOVA - comparing two or more groups two-way designs comparing dependent groups multiple comparisons correlation and regression categorical data methods based on ranks.

半参数变换模型下的生存概率预测AI 解读

Prediction of survival probabilities for future patients is one of the main goals of fitting survival data with regression models. In this article we consider a large class of semiparametric transformation models, which includes the well-known proportional hazards and proportional odds models, for the analysis of failure time data. Specifically, we propose pointwise and simultaneous confidence interval procedures for the survival probability of future patients with specific…

基于似然比的生存函数置信带AI 解读

Thomas and Grunkemeier introduced a nonparametric likelihood ratio approach to confidence interval estimation of survival probabilities based on right-censored data. We construct simultaneous confidence bands using this approach. The boundaries of the bands are contained within [0, 1]. A procedure essentially equivalent to a bias correction is developed. The resulting increase in coverage accuracy is illustrated by an example and a simulation study. We look at various…

泊松点过程强度函数的自助法置信域AI 解读

Bootstrap methods are developed for constructing confidence regions for the intensity function of a nonstationary Poisson process. Several different resampling algorithms are suggested, ranging from resampling a Poisson process with intensity equal to that estimated nonparametrically from the data to resampling the data points themselves in the same manner that the bootstrap is used in problems involving independent and identically distributed observations. For each…

综合可靠性的概念及其层级贝叶斯估计AI 解读

In this article we introduce the notion of “composite reliability” as a measure of the overall reliability of a collection of heterogeneous but similar items. We then propose a hierarchical Bayes model for estimating the composite reliability of systems whose lifelengths are expressed as binary random variables. Subsequently, we develop an alternative approach for the simultaneous inference about many small but related binomial parameters. We propose a two-stage prior for…