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作者：Rue, H; Steinsland, I; Erland, S
作者单位：Norwegian University of Science & Technology (NTNU)
摘要：Gaussian Markov random-field (GMRF) models are frequently used in a wide variety of applications. In most cases parts of the GMRF are observed through mutually independent data; hence the full conditional of the GMRF, a hidden GMRF (HGMRF), is of interest. We are concerned with the case where the likelihood is non-Gaussian, leading to non-Gaussian HGMRF models. Several researchers have constructed block sampling Markov chain Monte Carlo schemes based on approximations of the HGMRF by a GMRF, u...
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作者：Claeskens, G
作者单位：Universite Catholique Louvain; Texas A&M University System; Texas A&M University College Station
摘要：Penalized regression spline models afford a simple mixed model representation in which variance components control the degree of non-linearity in the smooth function estimates. This motivates the study of lack-of-fit tests based on the restricted maximum likelihood ratio statistic which tests whether variance components are 0 against the alternative of taking on positive values. For this one-sided testing problem a further complication is that the variance component belongs to the boundary of ...
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作者：Pipper, CB; Martinussen, T
作者单位：University of Copenhagen
摘要：Multivariate failure time data arise when data consist of clusters in which the failure times may be dependent. A popular approach to such data is the marginal proportional hazards model with estimation under the working independence assumption. In some contexts, however, it may be more reasonable to use the marginal additive hazards model. We derive asymptotic properties of the Lin and Ying estimators for the marginal additive hazards model for multivariate failure time data. Furthermore we s...
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作者：Cox, DR
作者单位：University of Oxford; Hong Kong University of Science & Technology
摘要：Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.
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作者：Eubank, RL; Huang, CF; Maldonado, YM; Wang, N; Wang, S; Buchanan, RJ
作者单位：Texas A&M University System; Texas A&M University College Station; North Dakota State University Fargo; Texas A&M University System; Texas A&M University College Station; University of North Carolina; University of North Carolina Charlotte
摘要：Smoothing spline estimators are considered for inference in varying-coefficient models with one effect modifying covariate. Bayesian 'confidence intervals' are developed for the coefficient curves and efficient computational methods are derived for computing the curve estimators, fitted values, posterior variances and data-adaptive methods for selecting the levels of Smoothing. The efficacy and utility of the methodology proposed are demonstrated through a small simulation study and the analys...
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作者：Roverato, A; Consonni, G
作者单位：Universita di Modena e Reggio Emilia; University of Pavia
摘要：The application of certain Bayesian techniques, such as the Bayes factor and model averaging, requires the specification of prior distributions on the parameters of alternative models. We propose a new method for constructing compatible priors on the parameters of models nested in a given directed acyclic graph model, using a conditioning approach. We define a class of parameterizations that is consistent with the modular structure of the directed acyclic graph and derive a procedure, that is ...
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作者：Storey, JD; Taylor, JE; Siegmund, D
作者单位：University of Washington; University of Washington Seattle; Stanford University
摘要：The false discovery rate (FDR) is a multiple hypothesis testing quantity that describes the expected proportion of false positive results among all rejected null hypotheses. Benjamini and Hochberg introduced this quantity and proved that a particular step-up p-value method controls the FDR. Storey introduced a point estimate of the FDR for fixed significance regions. The former approach conservatively controls the FDR at a fixed predetermined level, and the latter provides a conservatively bia...
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作者：Chen, WW; Deo, RS
作者单位：Texas A&M University System; Texas A&M University College Station; New York University
摘要：Random variables which are positive linear combinations of positive independent random variables can have heavily right-skewed finite sample distributions even though they might be asymptotically normally distributed. We provide a simple method of determining an appropriate power transformation to improve the normal approximation in small samples. Our method contains the Wilson-Hilferty cube root transformation for chi(2) random variables as a special case. We also provide some important examp...
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作者：Heller, G; Venkatraman, ES
作者单位：Memorial Sloan Kettering Cancer Center
摘要：the analysis of covariance is a technique that is used to improve the power of a k-sample test by adjusting for concomitant variables. If the end point is the time of survival, and some observations are right censored, the score statistic from the Cox proportional hazards model is the method that is most commonly used to test the equality of conditional hazard functions. In many situations, however, the proportional hazards model assumptions are not satisfied. Specifically, the relative risk f...
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作者：Oakley, JE; O'Hagan, A
作者单位：University of Sheffield
摘要：In many areas of science and technology, mathematical models are built to simulate complex real world phenomena. Such models are typically implemented in large computer programs and are also very complex, such that the way that the model responds to changes in its inputs is not transparent. Sensitivity analysis is concerned with understanding how changes in the model inputs influence the outputs. This may be motivated simply by a wish to understand the implications of a complex model but often...
