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作者：Wang, XG; Zidek, JV
作者单位：York University - Canada; University of British Columbia
摘要：The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while inheriting many of its desirable features including good asymptotic properties. However, in order to be effective, the weights involved in its construction need to be judiciously chosen. Choosing those weights is the subject of this article in which we demonstra...
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作者：Lin, PS; Clayton, MK
作者单位：National Chung Cheng University; University of Wisconsin System; University of Wisconsin Madison
摘要：The goal of this paper is to describe the application of quasi-likelihood estimating equations for spatially correlated binary data. In this paper, a logistic function is used to model the marginal probability of binary responses in terms of parameters of interest. With mild assumptions on the correlations, the Leonov-Shiryaev formula combined with a comparison of characteristic functions can be used to establish asymptotic normality for linear combinations of the binary responses. The consist...
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作者：Balan, RM; Schiopu-Kratina, I
作者单位：University of Ottawa; Statistics Canada
摘要：We consider the marginal models of Liang and Zeger [Bioinetrika 73 (1986) 13-22] for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood equations.
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作者：Cheng, CS; Tang, BX
作者单位：Academia Sinica - Taiwan; University of California System; University of California Berkeley; Simon Fraser University; University of Memphis
摘要：Minimum aberration is an increasingly popular criterion for comparing and assessing fractional factorial designs, and few would question its importance and usefulness nowadays. In the past decade or so, a great deal of work has been done on minimum aberration and its various extensions. This paper develops a general theory of minimum aberration based on a sound statistical principle. Our theory provides a unified framework for minimum aberration and further extends the existing work in the are...
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作者：Genovese, CR; Wasserman, L
作者单位：Carnegie Mellon University
摘要：We construct nonparametric confidence sets for regression functions using wavelets that are uniform over Besov balls. We consider both thresholding and modulation estimators for the wavelet coefficients. The confidence set is obtained by showing that a pivot process, constructed from the loss function, converges uniformly to a mean zero Gaussian process. Inverting this pivot yields a confidence set for the wavelet coefficients, and from this we obtain confidence sets on functionals of the regr...
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作者：Jermyn, IH
作者单位：Inria
摘要：A frequent and well-founded criticism of the maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimates of a continuous parameter gamma taking values in a differentiable manifold F is that they are not invariant to arbitrary reparameterizations of 1. This paper clarifies the issues surrounding this problem, by pointing out the difference between coordinate invariance, which is a sine qua non for a mathematically well-defined problem, and diffeomorphism invariance, which is a su...
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作者：Müller, HG; Stadtmüller, U
作者单位：University of California System; University of California Davis; Ulm University
摘要：We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the predictor function with a smooth parameter function, and the expected value of the response is related to this linear predictor via a link function. If, in addition, a variance function is specified, this leads to a functional estimating equation which correspond...
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作者：Berger, JO; Strawderman, W; Tang, DJ
作者单位：Duke University; Novartis; Novartis USA; Rutgers University System; Rutgers University New Brunswick
摘要：Hierarchical modeling is wonderful and here to stay, but hyperparameter priors are often chosen in a casual fashion. Unfortunately, as the number of hyperparameters grows, the effects of casual choices can multiply, leading to considerably inferior performance. As an extreme, but not uncommon, example use of the wrong hyperparameter priors can even lead to impropriety of the posterior. For exchangeable hierarchical multivariate normal models, we first determine when a standard class of hierarc...
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作者：Arratia, R; Goldstein, L; Langholz, B
作者单位：University of Southern California; University of Southern California
摘要：Let I-I,..., I-n be independent but not necessarily identically distributed Bernoulli random variables, and let X-n = Sigma(n)(j=1) I-j. For v in a bounded region, a local central limit theorem expansion of P(X-n = EXn + v) is developed to any given degree. By conditioning, this expansion provides information on the high-order correlation structure Of dependent, weighted sampling schemes of a population E (a special case of which is simple random sampling), where a set d C E is sampled with pr...
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作者：Hedayat, AS; Yang, M
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Nebraska System; University of Nebraska Lincoln
摘要：This paper deals exclusively with crossover designs for the purpose of comparing t test treatments with a control treatment when the number of periods is no larger than t + 1. Among other results it specifies sufficient conditions for a crossover design to be simultaneously A-optimal and MV-optimal in a very large and appealing class of crossover designs. It is expected that these optimal designs are highly efficient in the entire class of crossover designs. Some computationally useful tools a...
