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作者：Altman, Rachel MacKay
作者单位：Simon Fraser University
摘要：Hidden Markov models (HMMs) are a useful tool for capturing the behavior of overdispersed, autocorrelated data. These models have been applied to many different problems, including speech recognition, precipitation modeling, and gene finding and profiling. Typically, HMMs are applied to individual stochastic processes; HMMs for simultaneously modeling multiple processes-as in the longitudinal data setting-have not been widely studied. In this article I present a new class of models, mixed HMMs...
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作者：Reich, Brian J.; Hodges, James S.; Carlin, Bradley P.
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：Attachment loss, the extent of a tooth's root (in millimeters) that is no longer attached to surrounding bone by periodontal ligament, is often used to measure the current state of a patient's periodontal disease and monitor disease progression. Attachment loss data can be analyzed using a conditionally autoregressive (CAR) prior distribution that smooths fitted values toward neighboring values. However, it may be desirable to have more than one class of neighbor relation in the spatial struct...
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作者：Zeng, Leilei; Cook, Richard J.
作者单位：Simon Fraser University; University of Waterloo
摘要：In many settings with longitudinal binary data, interest lies in modeling covariate effects on transition probabilities of an underlying stochastic process. When data from two or more processes are available, the scientific focus may be on the degree to which changes in one process are associated with changes in another process. Analysis based on independent Markov models permits separate examination of covariate effects on the transition probabilities for each process, but no insight into bet...
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作者：Baker, Stuart G.
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
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作者：Liu, W.; Hayter, A. J.
作者单位：University of Southampton; University of Denver
摘要：The average width of a simultaneous confidence band has been used by several authors (e.g., Naiman and Piegorsch) as a criterion for the comparison of different confidence bands. In this article the area of the confidence set that corresponds to a confidence band is used as a new criterion. For simple linear regression, comparisons have been carried out under this new criterion between hyperbolic bands, two-segment bands, and three-segment bands, which include constant width bands as special c...
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作者：Stute, Winfried; Xue, Liugen; Zhu, Lixing
作者单位：Justus Liebig University Giessen; Beijing University of Technology; Hong Kong Baptist University; Renmin University of China
摘要：In this article we study inference in parametric-nonparametric errors-in-covariables regression models using an empirical likelihood approach based on validation data. It is shown that the asymptotic behavior of the proposed estimator depends on the ratio of the sizes of the primary sample and the validation sample, respectively. Unlike cases without measurement errors, the limit distribution of the estimator is no longer tractable and cannot be used for constructing confidence regions. Monte ...
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作者：Koopman, Siem Jan; Oohs, Marius; Carnero, M. Angeles
作者单位：Vrije Universiteit Amsterdam; Universitat d'Alacant
摘要：Novel periodic extensions of dynamic long-memory regression models with autoregressive conditional heteroscedastic errors are considered for the analysis of daily electricity spot prices. The parameters of the model with mean and variance specifications are estimated simultaneously by the method of approximate maximum likelihood. The methods are implemented for time series of 1,200-4,400 daily price observations in four European power markets. Apart from persistence, heteroscedasticity, and ex...
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作者：Tong, Tiejun; Wang, Yuedong
作者单位：Yale University; University of California System; University of California Santa Barbara
摘要：Microarray technology allows a scientist to study genomewide patterns of gene expression. Thousands of individual genes are measured with a relatively small number of replications, which poses challenges to traditional statistical methods. In particular, the gene-specific estimators of variances are not reliable and gene-by-gene tests have Sow powers. In this article we propose a family of shrinkage estimators for variances raised to a fixed power. We derive optimal shrinkage parameters under ...
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作者：Wang, Lan; Qu, Annie
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Oregon State University
摘要：A robust approach for testing the parametric form of a regression function versus an omnibus alternative is introduced. This generalizes existing robust methods for testing subhypotheses in a regression model. The new test is motivated by developments in modern smoothing-based testing procedures and can be viewed as a robustification of a smoothing-based conditional moment test. It is asymptotically normal under both the null hypothesis and local alternatives. The robustified test retains the ...
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作者：Gneiting, Tilmann; Raftery, Adrian E.
作者单位：University of Washington; University of Washington Seattle
摘要：Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is proper. if the forecaster maximizes the expected score for an observation drawn from the distribution F if he or she issues the probabilistic forecast F, rather than G 4 F. It is strictly proper if the maximum is unique. In prediction problems, proper scoring rules encourage the forecaster to make careful...
