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作者：Fan, JQ; Zhang, CM
作者单位：University of California System; University of California Los Angeles; University of North Carolina; University of North Carolina Chapel Hill
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作者：Stoffer, DS
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：One often collects p individual time series Y-j(t) for j = 1,..., p, where the interest is to discover whether any-and which-of the series contain common signals. Let Y(t) = (Y-1(t),...,Y-p(t))' denote the corresponding p x 1 vector-valued time series with p x p positive definite spectral matrix f(Y)(w). Models are proposed to answer the primary question of which, if any, series have common Spectral power at approximately the same frequency. These models yield a type of complex factor analytic...
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作者：Givens, GH
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：International Whaling Commission management of aboriginal subsistence whaling will eventually use an aboriginal whaling management procedure (AWMP) chosen from a collection of candidate procedures after grueling simulation testing. An AWMP is a fully automatic algorithm designed to operate on the results of an assessment (i.e., a statistical estimation problem relying on sparse series of whale abundance data) to produce a catch limit in each year of real or simulated management. An AWMP should...
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作者：Cressie, N; Huang, HC
作者单位：University System of Ohio; Ohio State University
摘要：Suppose that a random process Z(s; t), indexed in space and time, has spatio-temporal stationary covariance C(h; u), where h epsilon R-d (d greater than or equal to 1) is a spatial lag and u epsilon R is a temporal lag. Separable spatio-temporal covariances have the property that they can be written as a product of a purely spatial covariance and a purely temporal covariance. Their ease of definition is counterbalanced by the rather limited class of random processes to which they correspond. I...
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作者：Zhang, S; Karunamuni, RJ; Jones, MC
作者单位：University of Alaska System; University of Alaska Fairbanks; University of Alberta; Open University - UK
摘要：We propose a new method of boundary correction for kernel density estimation. The technique is a kind of generalized reflection method involving reflecting a transformation of the data. The transformation depends on a pilot estimate of the logarithmic derivative of the density at the boundary. In simulations, the new method is seen to clearly outperform an earlier generalized reflection idea. It also has overall advantages over boundary kernel methods and a nonnegative adaptation thereof, alth...
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作者：Chang, SH; Wang, MC
作者单位：National Taiwan University; Johns Hopkins University
摘要：Recurrence time data can be regarded as a specific type of correlated survival data in which recurrent event times of a subject are stochastically ordered. Given the ordinal nature of recurrence times, this article focuses on conditional regression analysis. A semiparametric hazards model, including the structural and episode-specific parameters, is proposed for recurrence time data. In this model the order of episodes serves as the stratification variable. Estimation of the structural paramet...
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作者：Scharfstein, DO; Rotnitzky, A; Robins, JM
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作者：Bonetti, M; Cole, BF; Gelber, RD
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Dartmouth College; Harvard University; Harvard T.H. Chan School of Public Health; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Harvard University; Harvard Medical School
摘要：Quality-of-life outcomes collected during clinical trials often have considerable amounts of missing data, which, if not appropriately accounted for, may lead to bias in inferences. We introduce a method-of-moments (MM) estimating procedure for a model designed to handle nonignorable missingness arising in categorical data measured on independent populations. The missingness mechanism is assumed to be the same across the populations. We derive necessary and sufficient conditions for the identi...
