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作者：Ling, SQ; Li, WK
摘要：This article considers fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity, which combines the popular generalized autoregressive conditional heteroscedastic (GaRCH) and the fractional (ARMA) models. The fractional differencing parameter d can be greater than 1/2, thus incorporating the important unit root case. Some sufficient conditions for stationarity, ergodicity, and existence of higher-order moments are derived. An algorithm for ap...
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作者：Tang, DI; Lin, SP
摘要：Some parametric tests for comparing several treatments to a control are examined. Those tests developed earlier tend to rest on a single principle: simplicity or power; those developed later attempt to fill the gap. We propose a new test that represents another such attempt. The basic idea is to find a simple statistic that is a good approximation to the likelihood ratio statistic. This leads to a power function similar to that of the likelihood ratio test, which is optimal among the available...
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作者：Christensen, R; Bedrick, EJ
摘要：We propose using an existing set of statistical teals in a new way that allows one to test the independence assumption in standard normal theory linear models. The set of tools is near-replicate lack-of-fit tests. The classical lack-of-fit test requires a linear model in which some rows of the model matrix are repeated. Near-replicate lack-of-fit tests were developed to mimic the behavior of the classical test by identifying clusters of rows in the design matrix that are similar, though not ne...
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作者：Normand, SLT; Glickman, ME; Gatsonis, CA
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Boston University; Brown University; Brown University
摘要：Recent public debate on costs and effectiveness of health care in the United Slates has generated a growing emphasis on ''profiling of medical care providers. The process of profiling involves comparing resource use and quality of care among medical providers to a community or a normative standard. This is valuable for targeting quality improvement strategies. For example, hospital profiles may be used to determine whether institutions deviate in important ways in the process of care they deli...
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作者：Hobert, JP; Altman, NS; Schofield, CL
作者单位：Cornell University; Cornell University
摘要：Legislation passed in 1990 reducing the allowable sulfur dioxide emission levels in the United States is expected to reduce acidity in the Adirondack region of New York State. The number of fish species in a lake (species richness) depends on a number of physical and chemical factors, including the area, elevation, and acidity of the lake. Data on these and other factors are available for 1,166 Adirondack lakes. The data are analyzed with the goal of quantifying the effects of acid deposition ...
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作者：Percival, DB; Mofjeld, HO
作者单位：University of Washington; University of Washington Seattle; National Oceanic Atmospheric Admin (NOAA) - USA; University of Washington; University of Washington Seattle
摘要：Subtidal coastal sea level fluctuations affect coastal ecosystems and the consequences of destructive events such as tsunamis. We analyze a time series of subtidal fluctuations at Crescent City, California, during 1980-1991 using the maximal overlap discrete wavelet transform (MODWT). Our analysis shows that the variability in these fluctuations depends on the season for scales of 32 days and less. We show how the MODWT characterizes nonstationary behavior succinctly and how this characterizat...
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作者：Jones, MC; Signorini, DF
作者单位：University of Edinburgh
摘要：We consider many kernel-based density estimators, all theoretically improving bias from O(h(2)), as the smoothing parameter h --> 0, to O(h(4)). Examples include higher-order kernels, variable kernel methods, and transformation and multiplicative bias-correction approaches. We stress the similarities between what appear to be disparate approaches. In particular, we show how the mean squared errors of all methods have the same form. Our main practical contribution is a comparative simulation st...
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作者：Sherman, M
摘要：We extend subseries methods for stationary sequences to the regression setting. To estimate sampling distributions, the subseries approach computes the statistic of interest on all possible subseries of a shorter length than the original series, and uses the distribution of these replicates to mimic the distribution of the original statistic. For proper choice of subseries length. the regression parameters can be estimated to order O(n(-2/3)), thus improving on the normal approximation. The re...
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作者：Banerjee, M; Frees, EW
作者单位：Wayne State University; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：Influence diagnostics are important for analyzing cross-sectional regression studies, because they allow the analyst to understand the impact of individual observations on the estimated regression model. In this article we consider the role of influence diagnostics in subject-specific longitudinal models. Diagnostics are proposed under both fixed and random subject effects. Our approach is based on subject deletion, which in this setting involves deleting a group of correlated observations. We...
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作者：DiCiccio, TJ; Kass, RE; Raftery, A; Wasserman, L
作者单位：Carnegie Mellon University; University of Washington; University of Washington Seattle
摘要：The Bayes factor is a ratio of two posterior normalizing constants. which may be difficult to compute. We compare several methods of estimating Bayes factors when it is possible to simulate observations from the posterior distributions, via Markov chain Monte Carlo or other techniques. The methods that we study are all easily applied without consideration of special features of the problem, provided that each posterior distribution is well behaved in the sense of having a single dominant mode....
