-
作者：Moustaki, Irini; Victoria-Feser, Maria-Pia
作者单位：Athens University of Economics & Business; University of Geneva
摘要：Latent variable models are used for analyzing multivariate data. Recently, generalized linear latent variable models for categorical, metric, and mixed-type responses estimated via maximum likelihood (ML) have been proposed. Model deviations, such as data contamination, are shown analytically, using the influence function and through a simulation study, to seriously affect ML estimation. This article proposes a robust estimator that is made consistent using the basic principle of indirect infe...
-
作者：Zheng, Tian; Salganik, Matthew J.; Gelman, Andrew
作者单位：Columbia University; Columbia University; Columbia University; Columbia University
摘要：Networks-sets of objects connected by relationships-are important in a number of fields. The study of networks has long been central to sociology, where researchers have attempted to understand the causes and consequences of the structure of relationships in large groups of people. Using insight from previous network research, Killworth et al. and McCarty et al. have developed and evaluated a method for estimating the sizes of hard-to-count populations using network data collected from a simpl...
-
作者：Su, ZH; Yang, SS
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Kansas State University
摘要：A class of three tests-overall lack-of-fit test, between-cluster lack-of-fit test. and within-cluster lack-of-fit test-are proposed for testing the lack of fit of a linear regression model applied to experiments without replicates. The power of the proposed tests is significantly higher than those of the known tests under the situations considered here. The proposed tests are capable of detecting which type of lack of fit is dominant when both between-cluster and within-cluster lack of fit are...
-
作者：Hassan, Mohamed Yusuf; Lii, Keh-Shin
作者单位：United Arab Emirates University; University of California System; University of California Riverside
摘要：We propose new probability models for the analysis of marked point processes. These models deal with the type of data that arrive or are observed in possibly unequal time intervals, such as financial transactions and earthquakes, among others. The models treat both the time between event arrivals and the observed marks as stochastic processes. We adopt a class of bivariate distributions to form the bivariate mixture transition distribution. In these models the conditional bivariate distributio...
-
作者：O'Sullivan, Finbarr; Choudhury, Kingshuk Roy
作者单位：University College Cork
摘要：The study of water waves has generated a wealth of sophisticated modeling developments in applied mathematics. Empirical observation capabilities have created a need for novel data analysis tools. This article is motivated by consideration of wind-generated wave field image data from a wave tank facility. A quantitative measure of wave field regularity is developed. The methodology is based on decomposition of the wave field into simple plane waves (an adaptation of projection pursuit). The pe...
-
作者：Elmore, Ryan T.; Hall, Peter; Troynikov, Vladimir S.
作者单位：Colorado State University System; Colorado State University Fort Collins; Australian National University; Department of Primary Industries & Regional Development NSW
摘要：An increasing number of statistical problems arise in connection with functional calibration. In each case, inexpensive indirect data in a particular context are combined with direct expensive-to-acquire data from different but related settings to estimate quantities in the former case. Sometimes (e.g., in chemometrics problems where spectroscopic calibration is used) the indirect data are functional. But more commonly, they are scalar or vector-valued, and the functional component is the quan...
-
作者：Escanciano, J. Carlos
作者单位：University of Navarra
摘要：In this article we study a general class of goodness-of-fit tests for a parametric conditional mean of a linear or nonlinear time series model. Among the properties of the proposed tests are that they are suitable when the conditioning set is infinite-dimensional; that they are consistent against a broad class of alternatives, including Pitman's local alternatives converging at the parametric rate n(-1/2), with n the sample size; and that they do not need to choose a lag order depending on the...
-
作者：Casella, G; Moreno, E
作者单位：State University System of Florida; University of Florida; University of Granada
摘要：A novel fully automatic Bayesian procedure for variable selection in normal regression models is proposed. The procedure uses the posterior probabilities of the models to drive a stochastic search. The posterior probabilities are computed using intrinsic priors, which can be considered default priors for model selection problems; that is, they are derived from the model structure and are free from tuning parameters. Thus they can be seen as objective priors for variable selection. The stochast...
-
作者：Lee, Stephen M. S.; Pun, M. C.
作者单位：University of Hong Kong
摘要：Nonstandard M-estimation, with nuisance parameters consistently estimated in the criterion function, often yields M-estimators converging weakly at rates different from n(1/2) with weak limits that are typically non-Gaussian. The complicated asymptotics involved makes distributional estimation of the M-estimators analytically prohibitive. We show that the problem is resolved by m out of n bootstrapping under very general conditions, which provides a universal and convenient approach to consist...
-
作者：Fligner, Michael A.; MacEachern, Steven N.
作者单位：University System of Ohio; Ohio State University
摘要：Anew collection of procedures is developed for the analysis of two-sample, ranked-set samples, providing an alternative to the Bohn-Wolfe procedure. These procedures split the data based on the ranks in the ranked-set sample and lead to tests for the centers of distributions, confidence intervals, and point estimators. The advantages of the new tests are that they require essentially no assumptions about the mechanism by which rankings are imperfect, that they maintain their level whether rank...
