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作者：Stone, CJ; Hansen, MH; Kooperberg, C; Truong, YK
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
摘要：Analysis of variance type models are considered for a regression function or for the logarithm of a probability function, conditional probability function, density function, conditional density function, hazard function, conditional hazard function or spectral density function. Polynomial splines are used to model the main effects, and their tensor products are used to model any interaction components that are included. In the special context of survival analysis, the baseline hazard function ...
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作者：Chen, MH; Shao, QM
作者单位：Worcester Polytechnic Institute; University of Oregon
摘要：Recently, estimating ratios of normalizing constants has played an important role in Bayesian computations. Applications of estimating ratios of normalizing constants arise in many aspects of Bayesian statistical inference. In this article, we present an overview and discuss the current Monte Carlo methods for estimating ratios of normalizing constants. Then we propose a new ratio importance sampling method and establish its theoretical framework. We find that the ratio importance sampling met...
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作者：Hall, P; Koul, HL; Turlach, BA
作者单位：Australian National University
摘要：Considerable recent attention has been devoted to semiparametric estimation of the dependence index, or the Hurst constant, using methods based on information in either frequency or time domains. Convergence rates of estimators in the frequency domain have been derived, and in the present paper we obtain them for estimators in the time domain. It is shown that the latter can have superior performance for moderate-range time series, but are inferior in the context of long-range dependence.
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作者：Owen, AB
作者单位：Stanford University
摘要：Hybrids of equidistribution and Monte Carlo methods of integration can achieve the superior accuracy of the former while allowing the simple error estimation methods of the latter. One version, randomized (t, m, s)-nets, has the property that the integral estimates are unbiased and that the variance is o(1/n), for any square integrable integrand. Stronger assumptions on the integrand allow one to find rates of convergence. This paper shows that for smooth integrands over s dimensions, the vari...
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作者：Bhattacharyya, BB; Richardson, GD; Franklin, LA
作者单位：North Carolina State University; State University System of Florida; University of Central Florida; Indiana State University
摘要：Asymptotic inference for estimators of (alpha(n), beta(n)) in the spatial autoregressive model Z(ij)(n)= alpha(n)Z(i-1,j)(n) + beta(n)Z(i,j-1)(n) - alpha(n) beta(n)Z(i-1,j-1)(n) + epsilon(ij) is Obtained when alpha(n) and beta(n) are near unit roots. When alpha(n) and beta(n) are reparameterized by alpha(n) = e(c/n) and beta(n) = e(d/n), it is shown that if the one-step Gauss-Newton estimator of lambda(1)alpha(n) + lambda(2)beta(n) is properly normalized and embedded in the function space D([0...
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作者：Bedford, T; Meilijson, I
作者单位：Delft University of Technology; Tel Aviv University
摘要：It is well known that the joint distribution of a pair of lifetime variables X-1 and X-2 which right censor each other cannot be specified in terms of the subsurvival functions P(X-2 > X-1 > x), P(X-1 > X-2 > x) and P(X-1 = X-2 > x) without additional assumptions such as independence of X-1 and X-2. For many practical applications independence is an unacceptable assumption, for example, when X-1 is the lifetime of a component subjected to maintenance and X-2 is the inspection time. Peterson pr...
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作者：Dabrowska, DM
作者单位：University of California System; University of California Los Angeles
摘要：Nonparametric regression was shown by Beran and McKeague and Utikal to provide a flexible method for analysis of censored failure times and more general counting processes models in the presence of covariates. We discuss application of kernel smoothing towards estimation in a generalized Cox regression model with baseline intensity dependent on a covariate. Under regularity conditions we show that estimates of the regression parameters are asymptotically normal at rate root-n, and we also disc...
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作者：Gu, C
作者单位：Purdue University System; Purdue University
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作者：Hastie, T; Tibshirani, R
作者单位：Stanford University; University of Toronto
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作者：Jiang, JM
作者单位：University System of Ohio; Case Western Reserve University
摘要：We prove that for all unconfounded balanced mixed models of the analysis of variance, estimates of variance components parameters that maximize the (restricted) Gaussian Likelihood are consistent and asymptotically normal-and this is true whether normality is assumed or not. For a general (nonnormal) mixed model, we show estimates of the variance components parameters that maximize the (restricted) Gaussian likelihood over a sequence of approximating parameter spaces (i.e., a sieve) constitute...
