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作者：Brien, C. J.; Bailey, R. A.
作者单位：University of South Australia; University of London
摘要：Multitiered experiments are characterized by involving multiple randomizations, in a sense that we make explicit. We compare and contrast six types of multiple randomizations, using a wide range of examples, and discuss their use in designing experiments. We outline a system of describing the randomizations in terms of sets of objects, their associated tiers and the factor nesting, using randomization diagrams, which give a convenient and readily assimilated summary of an experiment's randomiz...
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作者：Nielsen, Bent
作者单位：University of Oxford
摘要：Analysis of time series often involves correlograms and partial correlograms as graphical descriptions of temporal dependence. Two methods are available for computing these statistics: one based on autocorrelations and the other on scaled autocovariances. For a stationary time series the resulting plots are nearly identical. When it comes to time series exhibiting non-stationary features these methods can lead to very different results. This has two consequences: incorrect inferences can be dr...
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作者：Fryzlewicz, Piotr; Nason, Guy P.
作者单位：University of Bristol
摘要：We propose a new 'Haar-Fisz' technique for estimating the time-varying, piecewise constant local variance of a locally stationary Gaussian time series. We apply our technique to the estimation of the spectral structure in the locally stationary wavelet model. Our method combines Haar wavelets and the variance stabilizing Fisz transform. The resulting estimator is mean square consistent, rapidly computable and easy to implement, and performs well in practice. We also introduce the 'Haar-Fisz tr...
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作者：Gjestvang, Christopher R.; Singh, Sarjinder
作者单位：Minnesota State Colleges & Universities; Saint Cloud State University
摘要：We suggest an efficient randomized response model that can easily be adjusted to be more efficient than the Warner, Mangat and Singh, and Mangat methods by selecting certain parameters of the proposed randomization device.
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作者：Bartolucci, F
作者单位：University of Perugia
摘要：For a class of latent Markov models for discrete variables having a longitudinal structure, we introduce an approach for formulating and testing linear hypotheses on the transition probabilities of the latent process. For the maximum likelihood estimation of a latent Markov model under hypotheses of this type, we outline an EM algorithm that is based on well-known recursions in the hidden Markov literature. We also show that, under certain assumptions, the asymptotic null distribution of the l...
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作者：Cox, D. R.; Butler, Neil A.; Freeman, G. H.; Preece, Donald A.; Lewis, Susan; Payne, Roger; Gilmour, Steven G.; Longford, N. T.; Bailey, T. B.; Hinkelmann, Klaus; Piepho, Hans-Peter; Schoen, Eric D.; Wood, Jeff; Williams, Emlyn
作者单位：University of Oxford; University of Nottingham; University of Warwick; University of Southampton; UK Research & Innovation (UKRI); Biotechnology and Biological Sciences Research Council (BBSRC); Rothamsted Research; University of London; Iowa State University; Virginia Polytechnic Institute & State University; University Hohenheim; Eindhoven University of Technology; Australian National University
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作者：Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay
作者单位：University of British Columbia; University of British Columbia; Universite Cote d'Azur; University of Cambridge
摘要：We propose a methodology to sample sequentially from a sequence of probability distributions that are defined on a common space, each distribution being known up to a normalizing constant. These probability distributions are approximated by a cloud of weighted random samples which are propagated over time by using sequential Monte Carlo methods. This methodology allows us to derive simple algorithms to make parallel Markov chain Monte Carlo algorithms interact to perform global optimization an...
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作者：Ma, ZM; Xie, XC; Geng, Z
作者单位：Peking University
摘要：Cox and Wermuth proposed that the partial derivative of the conditional distribution function of a random variable Y given another X is used for measuring association between two variables with arbitrary distributions. The paper presents a necessary and sufficient condition for uniform collapsibility of this association measure over a third variable W.
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作者：Kim, Jae Kwang; Brick, J. Michael; Fuller, Wayne A.; Kalton, Graham
作者单位：Westat; Yonsei University; Iowa State University
摘要：Multiple imputation is a method of estimating the variances of estimators that are constructed with some imputed data. We give an expression for the bias of the multiple-imputation variance estimator for data that are collected with a complex sample design. The bias may be sizable for certain estimators, such as domain means, when a large fraction of the values are imputed. A bias-adjusted variance estimator is suggested.
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作者：Currie, ID; Durban, M; Eilers, PHC
作者单位：Heriot Watt University; Universidad Carlos III de Madrid; Leiden University; Leiden University - Excl LUMC
摘要：Data with an array structure are common in statistics, and the design or regression matrix for analysis of such data can often be written as a Kronecker product. Factorial designs, contingency tables and smoothing of data on multidimensional grids are three such general classes of data and models. In such a setting, we develop an arithmetic of arrays which allows us to define the expectation of the data array as a sequence of nested matrix operations on a coefficient array. We show how this ar...
