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作者：Davis, RA; Lee, TCM; Rodriguez-Yam, GA
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：This article considers the problem of modeling a class of nonstationary time series using piecewise autoregressive (AR) processes. The number and locations of the piecewise AR segments, as well as the orders of the respective AR processes. are assumed unknown. The minimum description length principle is applied to compare various segmented AR fits to the data. The goal is to find the best combination of the number of segments, the lengths of the segments, and the orders of the piecewise AR pro...
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作者：Arnold, Barry C.; Castillo, Enrique; Sarabia, Jose Maria
作者单位：University of California System; University of California Riverside; Universidad de Cantabria; Universidad de Cantabria
摘要：Recently, Jones pointed out a useful device for enriching families of univariate distributions. Typically, one may construct a random variable with distribution F by considering F-1 (U), where U is a uniform(0, 1) random variable. Jones suggested replacing the uniform random variable by a beta-distributed random variable. In this article an analogous enriching process is applied to the Rosenblatt construction of multivariate distributions. Several parametric families are introduced using this ...
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作者：Koenker, Roger; Xiao, Zhijie
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作者：Robinson, John W.; Zeger, Scott L.; Forrest, Christopher B.
作者单位：Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health
摘要：Procedures for analyzing and comparing health care providers' effects on health services delivery and outcomes have been referred to as provider profiling. In a typical profiling procedure, patient-level responses are measured for clusters of patients treated by providers that in turn can be considered statistically exchangeable. Thus a hierarchical model naturally represents the structure of the data. When provider effects on multiple responses are profiled, a multivariate model rather than a...
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作者：Hannig, J; Iyer, H; Patterson, P
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：Generalized pivotal quantities (GPQs) and generalized confidence intervals (GCIs) have proven to be useful tools for making inferences in many practical problems. Although GCIs are not guaranteed to have exact frequentist coverage, a number of published and unpublished simulation studies suggest that the coverage probabilities of such intervals are sufficiently close to their nominal value so as to be useful in practice. In this article we single out a subclass of generalized pivotal quantitie...
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作者：Singpurwalla, Nozer D.
作者单位：George Washington University
摘要：This is an expository article directed at reliability theorists, survival analysts, and others interested in looking at life history and event data. Here we introduce the notion of a hazard potential as an unknown resource that art item is endowed with at inception. The item fails when this resource becomes depleted. The cumulative hazard is a proxy for the amount of resource consumed, and the hazard function is a proxy for the rate at which this resource is consumed. With this conceptualizati...
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作者：Woo, Mi-Ja; Sriram, T. N.
作者单位：University System of Georgia; University of Georgia
摘要：In many applications, it is important to find the mixture with fewest number of components, known as the mixture complexity, that provides a satisfactory fit to the data. This article focuses on developing an estimator of mixture complexity that is consistent when the form of component densities are unknown but are postulated to be members of some parametric family and is simultaneously robust against model misspecification. We treat the estimation of mixture complexity as a model selection pr...
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作者：Amzal, Billy; Bois, Frederic Y.; Parent, Eric; Robert, Christian R.
作者单位：Universite PSL; Universite Paris-Dauphine
摘要：We propose a new stochastic algorithm for Bayesian-optimal design in nonlinear and high-dimensional contexts. Following Peter Muller, we solve an optimization problem by exploring the expected utility surface through Markov chain Monte Carlo simulations. The optimal design is the mode of this surface considered a probability distribution. Our algorithm relies on a particle method to efficiently explore high-dimensional multimodal surfaces, with simulated annealing to concentrate the samples ne...
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作者：Chib, Siddhartha; Jeliazkov, Ivan
作者单位：Washington University (WUSTL); University of California System; University of California Irvine
摘要：This article deals with the analysis of a hierarchical sermparametric model for dynamic binary longitudinal responses. The main complicating components of the model are an unknown covariate function and serial correlation in the errors. Existing estimation methods for models with these features are of O(N-3), where N is the total number of observations in the sample. Therefore, nonparametric estimation is largely infeasible when the sample size is large, as in typical in the longitudinal setti...
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作者：Chatterjee, N; Spinka, C; Chen, JB; Carroll, RJ
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI); NIH National Cancer Institute- Division of Cancer Epidemiology & Genetics; University of Missouri System; University of Missouri Columbia; Texas A&M University System; Texas A&M University College Station
