2001

最新文章

• Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models AI翻译
  作者：Frühwirth-Schnatter, S
  作者单位：Vienna University of Economics & Business
  摘要：Bayesian estimation of a very general model class, where the distribution of the observations depends on a latent process laking values in a discrete state space, is discussed in this article. This model class covers finite mixture modeling, Markov switching autoregressive modeling. and dynamic linear models with switching. The consequences the unidentifiability of this type of model has on Markov chain Monte Carlo (MCMC) estimation are explicitly dealt with. Joint Bayesian estimation of all l...
• Statistical meetings: View of past, vision of future AI翻译
  作者：O'Fallon, WM
  作者单位：Mayo Clinic
• Local harmonic estimation in musical sound signals AI翻译
  作者：Irizarry, RA
  作者单位：Johns Hopkins University
  摘要：Statistical modeling and analysis have been applied to different music-related fields, including sound synthesis and analysis. Sound can be represented as a real-valued function of time. This function can be sampled at a sufficiently small rate such that the resulting discrete version is a good approximation of the continuous version, thus enabling the study of musical sounds as a discrete rime series, an entity for which many statistical techniques are available. Physical modeling suggests th...
• Pay phones, parking meters, vending machines, and optimal Bayesian decisions on collection times AI翻译
  作者：Maitra, R; Dalal, SR
  作者单位：University System of Maryland; University of Maryland Baltimore; Ericsson; Telcordia Technologies
  摘要：Payphones, parking meters, and vending machines illustrate the modem business practice of substituting machinery for manpower. They do nor eliminate manual labor completely, because full coin-boxes still must be replaced and vending machines still must be stocked. Deciding when to replace a coin-box is important, with unequal losses resulting from underestimation and overestimation. This article derives optimal methodology for this problem by incorporating collection history and specifying com...
• Semiparametric nonlinear mixed-effects models and their applications - Comment AI翻译
  作者：Bates, DM; Lindstrom, MJ; Wahba, G
  作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
• One-level rotation design balanced on time in monthly sample and in rotation group AI翻译
  作者：Park, YS; Kim, KW; Choi, JW
  作者单位：Korea University; Korea University; Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS)
  摘要：We introduce the two-way balanced one-level rotation design for which balancing is done on interview time in sample and in rotation group and provide the necessary and sufficient condition for the two-way balancing and an algorithm to construct such design. Using this design, we obtain generalized composite estimators (GCE) and the minimum variance linear unbiased estimator (MVLUE). We then calculate their variance and mean squared error (MSE) when there exist two types of correlations and the...
• Simple robust testing of hypotheses in nonlinear models AI翻译
  作者：Bunzel, H; Kiefer, NM; Vogelsang, TJ
  作者单位：Iowa State University; Cornell University; Cornell University; Aarhus University
  摘要：We develop test statistics to test hypotheses in nonlinear weighted regression models with serial correlation or conditional heteroscedasticity of unknown form. The novel aspect is that these tests are simple and do not require the use of heteroseedasticity autocorrelation-consistent (HAC) covariance matrix estimators. Th-is new class of tests uses stochastic transformations to eliminate nuisance parameters as a substitute for consistently estimating the nuisance parameters. We derive the limi...
• Downweighting influential clusters in surveys: Application to the 1990 Post Enumeration Survey AI翻译
  作者：Zaslavsky, AM; Schenker, N; Belin, TR
  作者单位：Harvard University; Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS); University of California System; University of California Los Angeles
  摘要：Certain clusters may be extremely influential on survey estimates and consequently contribute disproportionately to their variance, We propose a general approach to estimation that downweights highly influential clusters, with the amount of downweighting based on M-estimation applied to the empirical influence of the clusters, The method is motivated by a problem in census coverage estimation, and we illustrate it by using data from the 1990 Post Enumeration Survey (PES). in this context, an o...
• Goodness-of-fit tests for parametric regression models AI翻译
  作者：Fan, JQ; Huang, LS
  作者单位：Chinese University of Hong Kong; University of North Carolina; University of North Carolina Chapel Hill; University of Rochester
  摘要：Several new tests are proposed for examining the adequacy of a family of parametric models against large nonparametric alternatives. These tests formally check if the bias vector of residuals from parametric fts is negligible by using the adaptive Neyman test and other methods. The testing procedures formalize the traditional model diagnostic tools based on residual plots. We examine the rates of contiguous alternatives that can be detected consistently by the adaptive Neyman test. Application...
• Regularization of wavelet approximations - Discussion AI翻译
  作者：Cai, TT
  作者单位：University of Pennsylvania