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作者:Cheng, SW; Ye, KQ
作者单位:Academia Sinica - Taiwan; Montefiore Medical Center; Albert Einstein College of Medicine; Yeshiva University
摘要:Factorial designs have broad applications in agricultural, engineering and scientific studies. In constructing and studying properties of factorial designs, traditional design theory treats all factors as nominal. However, this is not appropriate for experiments that involve quantitative factors. For designs with quantitative factors, level permutation of one or more factors in a design matrix could result in different geometric structures, and, thus, different design properties. In this paper...
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作者:Bailey, RA; Druilhet, P
作者单位:University of London; Queen Mary University London; Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
摘要:The purpose of this paper is to study optimality of circular neighbor-balanced block designs when neighbor effects are present in the model. In the literature many optimality results are established for direct effects and neighbor effects separately, but few for total effects, that is, the sum of direct effect of treatment and relevant neighbor effects. We show that circular neighbor-balanced designs are universally optimal for total effects among designs with no self neighbor. Then we give ef...
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作者:Barbieri, MM; Berger, JO
作者单位:Roma Tre University; Duke University
摘要:Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal predictive model is the model with highest posterior probability, but this is not necessarily the case. In this paper we show that, for selection among normal linear models, the optimal predictive model is often the median probability model, which is defined as...
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作者:Giglio, B; Wynn, HP
作者单位:University of London; London School Economics & Political Science
摘要:A certain type of integer grid, called here an echelon grid, is an object found both in coherent systems whose components have a finite or countable number of levels and in algebraic geometry. If alpha = (alpha(1),...,alpha(d)) is an integer vector representing the state of a system, then the corresponding algebraic object is a monomial x(1)(alpha1) x(d)(alphad) in the indeterminates x(1),...x(d). The idea is to relate a coherent system to nionornial ideals, so that the so-called Scarf complex...
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作者:Kim, JK
作者单位:Yonsei University
摘要:Finite sample properties of multiple imputation estimators under the linear regression model are studied. The exact bias of the multiple imputation variance estimator is presented. A method of reducing the bias is presented and simulation is used to make comparisons. We also show that the suggested method can be used for a general class of linear estimators.
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作者:Lu, GB; Copas, JB
作者单位:University of Bristol; University of Warwick
摘要:This paper provides further insight into the key concept of missing at random (MAR) in incomplete data analysis. Following the usual selection modelling approach we envisage two models with separable parameters: a model for the response of interest and a model for the missing data mechanism (MDM). If the response model is given by a complete density family, then frequentist inference from the likelihood function ignoring the MDM is valid if and only if the MDM is MAR. This necessary and suffic...
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作者:Kou, SC
作者单位:Harvard University
摘要:This paper studies, under the setting of spline regression, the connection between finite-sample properties of selection criteria and their asymptotic counterparts, focusing on bridging the gap between the two. We introduce a bias-variance decomposition of the prediction error, using which it is shown that in the asymptotics the bias term dominates the variability term, providing an explanation of the gap. A geometric exposition is provided for intuitive understanding. The theoretical and geom...
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作者:Genovese, C; Wasserman, L
作者单位:Carnegie Mellon University
摘要:This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Set. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)-the number of false rejections divided by the number of rejections-is treated as a stochastic process. After obtaining the limiting distribution of the process, we demonstrate the validity of a class of procedures I-or controlling the False Discovery Rate (the expected FDP). We con...
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作者:Hallin, M; Paindaveine, D
作者单位:Universite Libre de Bruxelles
摘要:We are deriving optimal rank-based tests for the adequacy of a vector autoregressive-moving average (VARMA) model with elliptically contoured innovation density. These tests are based on the ranks of pseudo-Mahalanobis distances and on normed residuals computed from Tyler's [Ann. Statist. 15 (1987) 234-251] scatter matrix; they generalize the univariate signed rank procedures proposed by Hallin and Puri [J. Multivariate Anal. 39 (1991) 1-29]. Two types of optimality properties are considered, ...
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作者:Bühlmann, P; Yu, B
作者单位:Swiss Federal Institutes of Technology Domain; ETH Zurich; University of California System; University of California Berkeley
摘要:Jiang, Lugosi and Vayatis, and Zhang ought to be congratulated for their different works on the original AdaBoost algorithm with early stopping (Jiang), an l(1)-penalized version of boosting (Lugosi and Vayatis) and a convex minimization method which can be viewed as an l(2)-penalized version of boosting (Zhang).