-
作者：Schenker, Nathaniel; Raghunathan, Trivellore E.; Chiu, Pei-Lu; Makuc, Diane M.; Zhang, Guangyu; Cohen, Alan J.
作者单位：Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS); University of Michigan System; University of Michigan; Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS); University of Michigan System; University of Michigan
摘要：The National Health Interview Survey (NHIS) provides a rich source of data for studying relationships between income and health and for monitoring health and health care for persons at different income levels. However, the nonresponse rates are high for two key items, total family income in the previous calendar year and personal earnings from employment in the previous calendar year. To handle the missing data on family income and personal earnings in the NHIS, multiple imputation of these it...
-
作者：Hjort, Nils Lid; Dahl, Fredrik A.; Hognadottir, Gunnhildur
作者单位：University of Oslo; University of Oslo; University of Oslo
摘要：This article addresses issues of model criticism and model comparison in Bayesian contexts, and focuses on the use of the so-called posterior predictive p values (ppp). These involve a general discrepancy or conflict measure and depend on the prior, the model, and the data. They are used in statistical practice to quantify the degree of surprise or conflict in data and to compare different combinations of prior and model. The distribution of such ppp values is far from uniform however, as we d...
-
作者：Koenker, Roger; Xiao, Zhijie
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Boston College
摘要：We consider quantile autoregression (QAR) models in which the autoregressive coefficients can be expressed as monotone functions of a single, scalar random variable. The models can capture systematic influences of conditioning variables on the location, scale, and shape of the conditional distribution of the response, and thus constitute a significant extension of classical constant coefficient linear time series models in which the effect of conditioning is confined to a location shift. The m...
-
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：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...
-
作者：Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor
作者单位：New York University; Vanderbilt University
摘要：We propose a sieve maximum likelihood estimation procedure for a broad class of semiparametric multivariate distributions. A joint distribution in this class is characterized by a parametric copula function evaluated at nonparametric marginal distributions. This class of distributions has gained popularity in diverse fields due to its flexibility in separately modeling the dependence structure and the marginal behaviors of a multivariate random variable, and its circumvention of the curse of d...
-
作者：Hafner, Christian M.; Linton, Oliver B.
作者单位：University of London; London School Economics & Political Science
-
作者：Ho, Daniel E.; Imai, Kosuke
作者单位：Stanford University; Princeton University
摘要：Since the 2000 U.S. Presidential election, social scientists have rediscovered a long tradition of research examining the effects of ballot format on voting. Using a new dataset collected by The New York Times, we investigate the causal effect of being listed on the first ballot page in the 2003 California gubernatorial recall election. California law mandates a unique randomization procedure of ballot order that, when appropriately modeled, can be used to approximate a classical randomized ex...
