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作者:Myllymaki, Mari; Mrkvicka, Tomas; Grabarnik, Pavel; Seijo, Henri; Hahn, Ute
作者单位:Natural Resources Institute Finland (Luke); University of South Bohemia Ceske Budejovice; Russian Academy of Sciences; Pushchino Scientific Center for Biological Research (PSCBI) of the Russian Academy of Sciences; Institute of Physicohemical & Biological Problems of Soil Science; Aalto University; Aarhus University
摘要:Envelope tests are a popular tool in spatial statistics, where they are used in goodness-of-fit testing. These tests graphically compare an empirical function T(r) with its simulated counterparts from the null model. However, the type I error probability is conventionally controlled for a fixed distance r only, whereas the functions are inspected on an interval of distances I. In this study, we propose two approaches related to Barnard's Monte Carlo test for building global envelope tests on I...
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作者:Schreyer, Manuela; Paulin, Roland; Trutschnig, Wolfgang
作者单位:Salzburg University
摘要:Using properties of shuffles of copulas and tools from combinatorics we solve the open question about the exact region determined by all possible values of Kendall's and Spearman's . In particular, we prove that the well-known inequality established by Durbin and Stuart in 1951 is not sharp outside a countable set, give a simple analytic characterization of in terms of a continuous, strictly increasing piecewise concave function and show that is compact and simply connected, but not convex. Th...
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作者:Prenen, Leen; Braekers, Roel; Duchateau, Luc
作者单位:Hasselt University; Ghent University
摘要:For the analysis of clustered survival data, two different types of model that take the association into account are commonly used: frailty models and copula models. Frailty models assume that, conditionally on a frailty term for each cluster, the hazard functions of individuals within that cluster are independent. These unknown frailty terms with their imposed distribution are used to express the association between the different individuals in a cluster. Copula models in contrast assume that...
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作者:Mao, Lu; Lin, D. Y.
作者单位:University of North Carolina; University of North Carolina Chapel Hill
摘要:The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray has become the method of choice for formulating the effects of covariates on the cumulative incidence. Its estimation, however, requires modelling of the censoring distribution and is not statistically efficient. We present a broad class of semiparametric transformation models which extends the F...