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作者:Fan, JQ; Gijbels, I; King, M
作者单位:Chinese University of Hong Kong; Universite Catholique Louvain; University of North Carolina; University of North Carolina Chapel Hill
摘要:In survival analysis, the relationship between a survival time and a covariate is conveniently modeled with the proportional hazards regression model. This model usually assumes that the covariate has a log-linear effect on the hazard function. In this paper we consider the proportional hazards regression model with a nonparametric risk effect. We discuss estimation of the risk function and its derivatives in two cases: when the baseline hazard function is parametrized and when it is not param...
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作者:Cheng, MY; Fan, JQ; Marron, JS
作者单位:National Chung Cheng University; University of North Carolina; University of North Carolina Chapel Hill
摘要:Many popular curve estimators based on smoothing have difficulties caused by boundary effects. These effects are visually disturbing in practice and can play a dominant role in theoretical analysis. Local polynomial regression smoothers are known to correct boundary effects automatically. Some analogs are implemented for density estimation and the resulting estimators also achieve automatic boundary corrections. In both settings of density and regression estimation, we investigate best weight ...
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作者:Murphy, SA; van der Vaart, AW
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Vrije Universiteit Amsterdam
摘要:Likelihood ratio tests and related confidence intervals for a real parameter in the presence of an infinite dimensional nuisance parameter are considered. In all cases, the estimator of the real parameter has an asymptotic normal distribution. However, the estimator of the nuisance parameter may not be asymptotically Gaussian or may converge to the true parameter value at a slower rate than the square root of the sample size. Nevertheless the likelihood ratio statistic is shown to possess an a...
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作者:Fan, JQ
作者单位:University of North Carolina; University of North Carolina Chapel Hill; Chinese University of Hong Kong
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作者:Faria, AE; Smith, JQ
作者单位:University of Warwick
摘要:We address the multivariate version of French's group decision problem where the m members of a group,who are jointly responsible for the decisions they should make, wish to combine their beliefs about the possible Values of n random variables into the group consensus probability distribution. We shall assume the group has agreed on the structure of associations of variables in a problem, as might be represented by a commonly agreed partially complete chain graph (PCG) we define in the paper. ...
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作者:Minnotte, MC
作者单位:Utah System of Higher Education; Utah State University
摘要:Given a set of data drawn from an unknown density, it is frequently desirable to estimate the number and location of modes of the density. A test is proposed for the weight of evidence of individual observed modes. The test statistic used is a measure of the size of the mode, the absolute integrated difference between the estimated density and the same density with the mode in question excised at the level of the higher of its two surrounding antimodes. Samples are simulated from a conservativ...
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作者:Walker, S; Muliere, P
作者单位:Imperial College London; University of Pavia
摘要:A random cumulative distribution function (cdf) F on (0, infinity) from a beta-Stacy process is defined. (1)It is shown to be neutral to the right and a generalization of the Dirichlet process. The posterior distribution is also a beta-Stacy process given independent and identically distributed (iid) observations, possibly with right censoring, from F. A generalization of the Polya-urn scheme is introduced which characterizes the discrete beta-Stacy process.
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作者:Härdle, W; Marron, JS; Yang, L
作者单位:Humboldt University of Berlin; University of North Carolina; University of North Carolina Chapel Hill
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作者:James, LF
作者单位:Johns Hopkins University
摘要:Edgeworth expansions are derived for a class of weighted bootstrap methods for the Kaplan-Meier and Nelson-Aalen estimates using the methods contained in the monograph by Barbe and Bertail. Von Mises representations up to the third order are established for the weighted bootstrap versions of these estimators. It is shown that there exists weights which outperform Efron's bootstrap method in terms of coverage accuracy. Moreover, it is shown that this holds for a particular choice of gamma weigh...
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作者:Stone, CJ; Hansen, MH; Kooperberg, C; Truong, YK; Huang, JHZ
作者单位:University of California System; University of California Berkeley; Nokia Corporation; Nokia Bell Labs; AT&T; University of North Carolina; University of North Carolina Chapel Hill; University of Washington; University of Washington Seattle