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作者：Li, H; Tsay, RS
作者单位：University of Chicago
摘要：This article proposes a Bayesian procedure for simultaneous identification of the Kronecker indices and model parameters of a multivariate linear system. The model parameters include the starting values and innovations of the system so that the series considered may be co-integrated or non-invertible. The procedure uses some recent developments in stochastic search variable selection in linear regression analysis and Markov chain Monte Carlo methods in statistical computing. It also takes into...
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作者：Montgomery, AL; Zarnowitz, V; Tsay, RS; Tiao, GC
作者单位：University of Pennsylvania; University of Chicago
摘要：This article presents a comparison of forecasting performance for a variety of linear and nonlinear time series models using the U.S. unemployment rate. Our main emphases are on measuring forecasting performance during economic expansions and contractions by exploiting the asymmetric cyclical behavior of unemployment numbers, on building vector models that incorporate initial jobless claims as a leading indicator, and on utilizing additional information provided by the monthly rate for forecas...
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作者：Zucker, DM
作者单位：Hebrew University of Jerusalem
摘要：Karrison has presented a method for covariate-adjusted comparison of two groups with respect to survival when the group effect is expected to not be of proportional hazards form. This article describes a simplified procedure for implementing Karrison's basic approach, along with an extended version designed to achieve robustness against misspecification in the underlying analytical model. A simulation study of these techniques is presented, and the techniques are illustrated with an example ta...
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作者：Waternaux, C; Petkova, E; DuMouchel, W
作者单位：New York State Psychiatry Institute; Columbia University; AT&T
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作者：Minnotte, MC
作者单位：Utah System of Higher Education; Utah State University
摘要：A method is proposed for achieving fast-O(n(-8/9)) and faster-asymptotic mean integrated squared error (AMISE) convergence rates in density estimation using data condensed to standard histogram bin counts and edges. The method involves the two elements of B splines and the correct mass proportions property, in which the probability mass for the histogram bins equals exactly the fraction of the data found in those bins. It is shown that the asymptotic bias of such an estimate using a spline of ...
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作者：Whittemore, AS; Halpern, J; Gong, G
作者单位：Stanford University
摘要：Recent interest in modeling multivariate responses for members of groups has emphasized the need for testing goodness of fit. Here we describe a way to test the covariance structure of a multivariate distribution parameterized by a vector theta. The idea is to extend this distribution, the null distribution, to a more general distribution that depends on theta, an additional scalar gamma, and a specific quadratic function of the response vector chosen to capture features of an alternative cova...
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作者：Chu, CK; Glad, IK; Godtliebsen, F; Marron, JS
作者单位：National Tsing Hua University; UiT The Arctic University of Tromso; University of Oslo; University of North Carolina; University of North Carolina Chapel Hill
摘要：Classical smoothers have limited usefulness in image processing, because sharp edges tend to be blurred. There is a literature on edge-preserving smoothers, but these all require moderately large smooth stretches. Here we discuss an approach to this problem called sigma filtering and propose an improvement based on running M estimation. Both computational and theoretical aspects are developed. For image processing, the methods have a niche between standard filtering approaches and Bayes-Markov...
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作者：Cook, RD; Croos-Dabrera, R
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Clarkson University
摘要：In this article we explore the structure and usefulness of partial residual plots as tools for visualizing curvature as a function of selected predictors xa in a generalized linear model (GLM), where the vector of predictors x is partitioned as x(T) = (x(1)(T),x(2)(T)). The GLM extension of CERES plots is discussed, but to a lesser extent. The usefulness of these plots for obtaining a good visual impression of curvature may be limited by the specified GLM, the link function, and the stochastic...
