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作者：Kosorok, MR; Lee, BL; Fine, JP
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison; National University of Singapore
摘要：We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard given the covariates and a random frailty unique to each individual has the proportional hazards form multiplied by the frailty. The frailty is assumed to have mean 1 within a known one-parameter family of distributions. Inference is based on a nonparametric li...
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作者：Zeng, DL
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on either a semiparametric model or a nonparametric model of the conditional survival function can be problematic due to the high dimensionality of the auxiliary information. In this paper, we use two working models to condense these high-dimensional covariate...
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作者：Komaki, F
作者单位：University of Tokyo
摘要：Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced class are shown to be admissible under the Kullback-Leibler loss. A Bayesian predictive distribution based on a prior in this class dominates the Bayesian predictive distribution based on the Jeffreys prior.
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作者：Luati, A
作者单位：University of Bologna
摘要：We deal with the maximization of classical Fisher information in a quantum system depending on an unknown parameter. This problem has been raised by physicists, who defined [Helstrom (1967) Phys. Lett. A 25 101-102] a quantum counterpart of classical Fisher information, which has been found to constitute an upper bound for classical information itself [Braunstein and Caves (1994) Phys. Rev. Lett. 72 3439-3443]. It has then become of relevant interest among statisticians, who investigated the r...
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作者：Grünwald, PD; Dawid, AP
作者单位：Centrum Wiskunde & Informatica (CWI); University of London; University College London
摘要：We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium theory of zero-sum games between Decision Maker and Nature, these two problems are shown to be dual to each other, the solution to each providing that to the other. Although Topsoe described this connection for the Shannon entropy over 20 years ago, it does ...
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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：Abraham, C; Cadre, B
作者单位：Institut Agro; Montpellier SupAgro; INRAE; Arts et Metiers Institute of Technology; Universite de Montpellier
摘要：In Bayesian decision theory, it is known that robustness with respect to the loss and the prior can be improved by adding new observations. In this article we study the rate of robustness improvement with respect to the number of observations n. Three usual measures of posterior global robustness are considered: the (range of the) Bayes actions set derived from a class of loss functions, the maximum regret of using a particular loss when the subjective loss belongs to a given class and the ran...
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作者：Hennig, C
作者单位：University of Hamburg
摘要：ML-estimation based on mixtures of Normal distributions is a widely used tool for cluster analysis. However, a single outlier can make the parameter estimation of at least one of the mixture components break down. Among others, the estimation of mixtures of t-distributions by McLachlan and Peel [Finite Mixture Models (2000) Wiley, New York] and the addition of a further mixture component accounting for noise by Fraley and Raftery [The Computer J. 41 (1998) 578-588] were suggested as more robus...
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作者：Kim, Y; Lee, J
作者单位：Seoul National University (SNU)
摘要：In the recent Bayesian nonparametric literature, many examples have been reported in which Bayesian estimators and posterior distributions do not achieve the optimal convergence rate, indicating that the Bernstein-von Mises theorem does not hold. In this article, we give a positive result in this direction by showing that the Bernstein-von Mises theorem holds in survival models for a large class of prior processes neutral to the right. We also show that, for an arbitrarily given convergence ra...
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作者：Salibian-Barrera, M; Zamar, RH
作者单位：Carleton University; University of British Columbia
摘要：Most asymptotic results for robust estimates rely on regularity conditions that are difficult to verily in practice. Moreover, these results apply to fixed distribution functions. In the robustness context the distribution of the data remains largely unspecified and hence results that hold uniformly over a set of possible distribution functions are of theoretical and practical interest. Also, it is desirable to be able to determine the size of the set of distribution functions where the unifor...
