-
作者：Wang, Xinlei; Stokes, Lynne; Lim, Johan; Chen, Min
作者单位：Southern Methodist University; Yonsei University; University of Texas System; University of Texas Austin
摘要：We generalize the definition of a concomitant of an order statistic in the multivariate case, develop general expressions for its density, and establish related properties. We study the concomitant of a normal random vector in detail and discuss methods for calculating its moments. Furthermore, we apply the theory to develop new estimators of the mean from a judgment poststratified sample, where poststrata are formed by rank classes of auxiliary variables. Our estimators are shown to be more e...
-
作者：Sabatti, C
作者单位：University of California System; University of California Los Angeles; University of California System; University of California Los Angeles
-
作者：Jones, Galin L.; Haran, Murali; Caffo, Brian S.; Neath, Ronald
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Johns Hopkins University
摘要：Markov chain Monte Carlo is a method of producing a correlated sample to estimate features of a target distribution through ergodic averages. A fundamental question is when sampling should stop; that is, at what point the ergodic averages are good estimates of the desired quantities. We consider a method that stops the simulation when the width of a confidence interval based on an ergodic average is less than a user-specified value. Hence calculating a Monte Carlo standard error is a critical ...
-
作者：Jensen, Soren Tolver; Madsen, Jesper
作者单位：University of Copenhagen; Novo Nordisk
摘要：We consider k groups of observations X-11...,X(1n)1..,X-kl...,X-knk and unknown scalars lambda l,...,lambda k, and we assume that the distribution of the scaled observations X-11/ lambda(1),...,X-ln1/lambda(1),...,X-k1/lambda X-k,...,(knk)/lambda(k) follows a normal linear model on Rnl+...+nk. This general setup includes several interesting models that have appeared in the literature in different contexts and fields of application. The simplest example is the model of equal coefficients of var...
-
作者：Mueller, Hans-Georg; Stadtmueller, Ulrich; Yao, Fang
作者单位：University of California System; University of California Davis; Ulm University; Colorado State University System; Colorado State University Fort Collins
摘要：We introduce the notion of a functional variance process to quantify variation in functional data. The functional data are modeled as samples of smooth random trajectories observed under additive noise. The noise is assumed to be composed of white noise and a smooth random process-the functional variance process-which gives rise to smooth random trajectories of variance. The functional variance process is a tool for analyzing stochastic time trends in noise variance. As a smooth random process...
-
作者：Liu, Ruixue; Owen, Art B.
作者单位：Stanford University
摘要：Analysis of variance (ANOVA) is now often applied to functions defined on the unit cube, where it serves as a tool for the exploratory analysis of functions. The mean dimension of a function, defined as a natural weighted combination of its ANOVA mean squares, provides one measure of how hard or easy it is to integrate the function by quasi-Monte Carlo sampling. This article presents some new identities relating the mean dimension, and some analogously defined higher moments, to the variance i...
-
作者：Bartlett, PL; Jordan, MI; McAuliffe, JD
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Many of the classification algorithms developed in the machine learning literature, including the support vector machine and boosting, can be viewed as minimum contrast methods that minimize a convex surrogate of the 0-1 loss function. The convexity makes these algorithms computationally efficient. The use of a surrogate, however, has statistical consequences that must be balanced against the computational virtues of convexity. To study these issues, we provide a general quantitative relations...
-
作者：Nan, B; Lin, XH; Lisabeth, LD; Harlow, SD
作者单位：University of Michigan System; University of Michigan; Harvard University; Harvard T.H. Chan School of Public Health; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：A question of significant interest in female reproductive aging is to identify bleeding criteria for menopausal transition. Although various bleeding criteria, or markers, have been proposed for menopausal transition, their validity has not been adequately examined. The Tremin Trust data were collected from a long-term cohort study that followed a group of women throughout their whole reproductive life. Such data provide a unique opportunity for evaluating the utility of a bleeding criterion-b...
-
作者：Nettleton, Dan
作者单位：Iowa State University
-
作者：Fan, Juanjuan; Su, Xiao-Gang; Levine, Richard A.; Nunn, Martha E.; LeBlanc, Michael
作者单位：California State University System; San Diego State University; State University System of Florida; University of Central Florida; Boston University; Boston University; Fred Hutchinson Cancer Center
摘要：In this article the regression tree method is extended to correlated survival data and applied to the problem of developing objective prognostic classification rules in periodontal research. The robust logrank statistic is used as the splitting statistic to measure the between-node difference in survival, while adjusting for correlation among failure times from the same patient. The partition-based survival function estimator is shown to converge to the true conditional survival function. Toot...
