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作者:Choy, STB; Smith, AFM
作者单位:Imperial College London; Chinese University of Hong Kong
摘要:Pericchi and Smith considered a normal location parameter problem with double-exponential and Student t prior distributions. These two prior distributions both belong to the class of scale mixtures of normal distributions and are useful in providing a robust analysis of the normal location parameter problem. In this paper we extend the analysis to other scale mixtures of normal distributions, such as the exponential power and the symmetric stable distributions.
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作者:Johnstone, IM; Silverman, BW
作者单位:University of Bristol; Stanford University
摘要:Wavelet threshold estimators for data with stationary correlated noise are constructed by applying a level-dependent soft threshold to the coefficients in the wavelet transform. A variety of threshold choices is proposed, including one based on an unbiased estimate of mean-squared error. The practical performance of the method is demonstrated on examples, including data from a neurophysiological context. The theoretical properties of the estimators are investigated by comparing them with an id...
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作者:Lee, SMS; Young, GA
作者单位:University of Cambridge; University of Hong Kong
摘要:For estimating the distribution of a standardized statistic, the bootstrap estimate is known to be local asymptotic minimax. Various computational techniques have been developed to improve on the simulation efficiency of uniform resampling, the standard Monte Carlo approach to approximating the bootstrap estimate. Two new approaches are proposed which give accurate yet simple approximations to the bootstrap estimate. The second of the approaches even improves the convergence rate of the simula...
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作者:Hutton, JL; Solomon, PJ
作者单位:University of Adelaide
摘要:The implications of parameter orthogonality for the robustness of survival regression models are considered. The question of which of the proportional hazards or the accelerated life families of models would be more appropriate for analysis is usually ignored, and the proportional hazards family is applied, particularly in medicine, for convenience. Accelerated life models have conventionally been used in reliability applications. We propose a one-parameter family mixture survival model which ...
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作者:Robert, CP; Aitkin, M; Cox, DR; Stephens, M; Polymenis, A; Gilks, WR; Nobile, A; Hodgson, M; OHagan, A; Longford, NT; Dawid, AP; Atkinson, AC; Bernardo, JM; Besag, J; Brooks, SP; Byers, S; Raftery, A; Celeux, G; Cheng, RCH; Liu, WB; Chien, YH; George, EI; Cressie, N; Huang, HC; Gruet, MA; Heath, SC; Jennison, C; Lawson, AB; Clark, A; McLachlan, G; Peel, D; Mengersen, K; George, A; Philippe, A; Roeder, K; Wasserman, L; Schlattmann, P; Bohning, D; Titterington, DM; Tong, H; West, M
作者单位:University of Newcastle; University of Oxford; University of Glasgow; MRC Biostatistics Unit; University of Bristol; University of Nottingham; De Montfort University; University of London; University College London; University of London; London School Economics & Political Science; University of Valencia; University of Washington; University of Washington Seattle; University of Kent; University of Texas System; University of Texas Austin; Iowa State University; Universite Paris Saclay; INRAE; University of Bath; University of Queensland; University of Abertay Dundee; Queensland University of Technology (QUT); Universite de Rouen Normandie; Carnegie Mellon University; Free University of Berlin; Duke University
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作者:Dette, H
摘要:We introduce a new class of 'standardized' optimality criteria which depend on 'standardized' covariances of the least squares estimators and provide an alternative to the commonly used criteria in design theory. Besides a nice statistical interpretation the new criteria satisfy an extremely useful invariance property which allows an easy calculation of optimal designs on many linearly transformed design spaces.
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作者:Garthwaite, PH; Brown, PJ; Hand, DJ; Wold, S; Cox, DR; Zidek, JV; terBraak, CJF; Stone, M; Brooks, R; Goutis, C; Lindley, DV; Burnham, AJ; MacGregor, JF; Viveros, R; Hastie, T; Tibshirani, R; Helland, IS; Jones, MC; Sasieni, PD; Southworth, R; Taylor, CC; Sundberg, R; Thomas, EV; Tong, H
作者单位:University of Kent; Umea University; University of Oxford; University of London; University College London; Universidad Carlos III de Madrid; McMaster University; Stanford University; University of Toronto; University of Oslo; Open University - UK; Hebrew University of Jerusalem; Cancer Research UK; University of Leeds; Stockholm University; United States Department of Energy (DOE); Sandia National Laboratories
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作者:Rubin, DB; Titterington, DM; Gilks, WR; Diebolt, J; Aitkin, M; Smith, CAB; Hinde, J; Kent, JT; Tyler, DE; Damien, P; Walker, S; Chauveau, D; Draper, D; Dupuis, JA; Fessler, J; Gelman, A; Green, PJ; Hero, AO; Lavielle, M; Liu, CH; Liu, JS; Roberts, GO; Sahu, SK; Torsney, B; Zaslavsky, AM
作者单位:University of Glasgow; MRC Biostatistics Unit; Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Newcastle University - UK; University of London; University College London; University of Exeter; University of Leeds; Rutgers University System; Rutgers University New Brunswick; University of Michigan System; University of Michigan; Imperial College London; Universite Gustave-Eiffel; University of Bath; Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Columbia University; University of Bristol; Universite Paris Cite; Nokia Corporation; Nokia Bell Labs; AT&T; Stanford University; University of Cambridge; Harvard University; Harvard Medical School
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作者:Shen, Y; Fleming, TR
作者单位:University of Washington; University of Washington Seattle
摘要:A class of test statistics is introduced which is sensitive against the alternative of stochastic ordering in the two-sample censored data problem. The test statistics for evaluating a cumulative weighted difference in survival distributions are developed while taking into account the imbalances in base-line covariates between two groups. This procedure can be used to test the null hypothesis of no treatment effect, especially when base-line hazards cross and prognostic covariates need to be a...
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作者:Fung, WK; Kwan, CW
作者单位:University of Hong Kong
摘要:Object functions other than the likelihood displacement, such as a parameter estimate or a test statistic, can also be used in local influence analysis. The normal curvatures of these object functions have been studied in situations where the slopes were non-zero. In these situations, we show that the normal curvature is not scale invariant and thus ambiguous conclusions will be drawn. Comments on the application of the general normal curvature formula are presented.