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作者：Tatsuoka, C; Ferguson, T
作者单位：George Washington University; University of California System; University of California Los Angeles
摘要：A general theorem on the asymptotically optimal sequential selection of experiments is presented and applied to a Bayesian classification problem when the parameter space is a finite partially ordered set. The main results include establishing conditions under which the posterior probability of the true state converges to 1 almost surely and determining optimal rates of convergence. Properties of a class of experiment selection rules are explored.
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作者：Miwa, T; Hayter, AJ; Kuriki, S
作者单位：National Institute for Agro-Environmental Sciences (NIAES) Japan; University System of Georgia; Georgia Institute of Technology; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：The evaluation of the cumulative distribution function of a multivariate normal distribution is considered. The multivariate normal distribution can have any positive definite correlation matrix and any mean vector. The approach taken has two stages. In the first stage, it is shown how non-centred orthoscheme probabilities can be evaluated by using a recursive integration method. In the second stage, some ideas of Schlafli and Abrahamson are extended to show that any non-centred orthant probab...
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作者：Wang, WJ
作者单位：National Yang Ming Chiao Tung University
摘要：Many biomedical studies involve the analysis of multiple events. The dependence between the times to these end points is often of scientific interest. We investigate a situation when one end point is subject to censoring by the other. The model assumptions of Day and co-workers and Fine and co-workers are extended to more general structures where the level of association may vary with time. Two types of estimating function are proposed. Asymptotic properties of the proposed estimators are deri...
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作者：Accardi, L; Brody, DC; Belavkin, VP; Kent, JT; Bingham, NH; Frey, JG; Helland, IS; Larsson, JÅ; Majumdar, NK; Minozzo, M; Thompson, JW
作者单位：University of Rome Tor Vergata; Imperial College London; University of Nottingham; University of Leeds; Imperial College London; Brunel University; University of Southampton; University of Oslo; Linkoping University; University of Perugia; University of Hull
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作者：Cox, DR; Wermuth, N
作者单位：University of Oxford; Johannes Gutenberg University of Mainz
摘要：The paper examines the effect of marginalizing over a possibly unobserved background variable on the conditional relation between a response and an explanatory variable. In particular it is shown that some conclusions derived from least squares regression theory apply in general to testing independence for arbitrary distributions. It is also shown that the general condition of independence of the explanatory variable and the background ensures that monotonicity of dependence is preserved after...
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作者：Fine, JP; Glidden, DV; Lee, KE
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of California System; University of California San Francisco
摘要：We propose a simple estimation procedure for a proportional hazards frailty regression model for clustered survival data in which the dependence is generated by a positive stable distribution. Inferences for the frailty parameter can be obtained by using output from Cox regression analyses. The computational burden is substantially less than that of the other approaches to estimation. The large sample behaviour of the estimator is studied and simulations show that the approximations are approp...
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作者：Ledford, AW; Tawn, JA
作者单位：Lancaster University
摘要：The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events. These tools are based on tail characteristics of joint survivor functions but can be implemented by using existing estimation methods for extremes of univariate independent and identically distributed varia...
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作者：Gorfine, M; Hsu, L; Prentice, RL
作者单位：Bar Ilan University
摘要：dIn many biomedical studies, covariates are subject to measurement error. Although it is well known that the regression coefficients estimators can be substantially biased if the measurement error is not accommodated, there has been little study of the effect of covariate measurement error on the estimation of the dependence between bivariate failure times. We show that the dependence parameter estimator in the Clayton-Oakes model can be considerably biased if the measurement error in the cova...
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作者：Jones, MC; Faddy, MJ
作者单位：Open University - UK; University of Birmingham
摘要：A tractable skew t-distribution on the real line is proposed. This includes as a special case the symmetric t-distribution, and otherwise provides skew extensions thereof. The distribution is potentially useful both for modelling data and in robustness studies. Properties of the new distribution are presented. Likelihood inference for the parameters of this skew t-distribution is developed. Application is made to two data modelling examples.
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作者：Winnett, A; Sasieni, P
作者单位：Cancer Research UK; University of London; Queen Mary University London
摘要：The Cox proportional hazards model, which is widely used for the analysis of treatment and prognostic effects with censored survival data, makes the assumption that the hazard ratio is constant over time. Nonparametric estimators have been developed for an extended model in which the hazard ratio is allowed to change over time. Estimators based on residuals are appealing as they are easy to use and relate in a simple way to the more restricted Cox model estimator. After fitting a Cox model and...
