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作者：Carroll, RJ; Chen, R; George, EI; Li, TH; Newton, HJ; Schmiediche, H; Wang, N
作者单位：University of Texas System; University of Texas Austin
摘要：We address the following question: What is the pattern of human exposure to ozone in Harris County (Houston) since 1980? While there has been considerable research on characterizing ozone measured at fixed monitoring stations, little is known about ozone away from the monitoring stations, and whether areas of higher ozone correspond to areas of high population density. To address this question, we build a spatial-temporal model for hourly ozone levels that predicts ozone at any location in Har...
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作者：Yuan, KH; Bentler, PM
作者单位：University of California System; University of California Los Angeles
摘要：The most widely used multivariate statistical models in the social and behavioral sciences involve linear structural relations among observed and latent variables. In practice, these variables are generally nonnormally distributed; hence classical multivariate analysis, based on multinomial error-free variables having no simultaneous interrelations, is not adequate to deal with such data. A promising alternative, based on asymptotically distribution-free (ADF) covariance structure analysis, ha...
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作者：Hall, P; Turlach, BA
摘要：We suggest interpolation methods for overcoming the problem of sparse design in local linear smoothing. These methods are based on simple rules, determined by the kernel and bandwidth, for deciding when and where pseudo-design points should be added to augment the original design sequence. New ordinates for the added design points are computed by simple interpolation, then local linear smoothing is applied directly to the expanded dataset. The method is competitive with alternatives (e.g., tho...
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作者：Waller, LA; Carlin, BP; Xia, H; Gelfand, AE
作者单位：University of Connecticut
摘要：Maps of regional morbidity and mortality rates are useful tools in determining spatial patterns of disease. Combined with sociodemographic census information, they also permit assessment of environmental justice; that is, whether certain subgroups suffer disproportionately from certain diseases or other adverse effects of harmful environmental exposures. Bayes and empirical Bayes methods have proven useful in smoothing crude maps of disease risk, eliminating the instability of estimates in low...
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作者：Monahan, J; Genz, A
作者单位：Washington State University
摘要：The common numerical problem in Bayesian analysis is the numerical integration of the posterior. In high dimensions, this problem becomes too formidable for tired quadrature methods, and Monte Carlo integration is the usual approach. Through the use of modal standardization and a spherical-radial transformation, we reparameterize in terms of a radius r and point z on the surface of the sphere in d dimensions. We propose two types of methods for spherical-radial integration. A completely random...
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作者：Efron, B; Tibshirani, R
作者单位：University of Toronto
摘要：A training set of data has been used to construct a rule for predicting future responses. What is the error rate of this rule? This is an important question both for comparing models and for assessing a final selected model. The traditional answer to this question is given by cross-validation. The cross-validation estimate of prediction error is nearly unbiased but can be highly variable. Here we discuss bootstrap estimates of prediction error, which can be thought of as smoothed versions of c...
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作者：Akritas, MG; Brunner, E
作者单位：University of Gottingen
摘要：Nonparametric hypotheses of no main effects, no simple effects, and no interaction effects are considered in the context of factorial designs with censored observations. To test these hypotheses, the asymptotic distribution of quadratic forms of rank statistics is derived using the methodology of martingales for counting processes. The weights used reduce to the usual logistic scores with uncensored data but are different from the weights commonly used for testing the equality of k samples. Th...
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作者：Carroll, RJ; Fan, JQ; Gijbels, I; Wand, MP
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Universite Catholique Louvain; University of New South Wales Sydney
摘要：The typical generalized linear model for a regression of a response Y on predictors (X, Z) has conditional mean function based on a linear combination of (X, Z). We generalize these models to have a nonparametric component, replacing the linear combination alpha(0)(T)X + beta(0)(T)Z by eta(0)(alpha(0)(T)X) + beta(0)(T)Z, where eta(0)(.) is an unknown function: We call these generalized partially lineal single-index models (GPLSIM). The models include the ''single-index'' models, which have bet...
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作者：Hsiao, C; Tahmiscioglu, AK
作者单位：University of Wisconsin System; University of Wisconsin Milwaukee
摘要：The issue of financial constraints on company investment is revisited using the U.S. panel data of 561 firms from 1971-1992. A number of economically meaningful factors are discovered to partition firms into relatively homogeneous groups. A mixed fixed- and random-coefficients framework is then used to capture unobserved heterogeneity within groups. The prediction criterion is used to select the final specification and evaluate the importance of financial constraints on firm's investment decis...
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作者：Wu, TJ
作者单位：National Dong Hwa University
摘要：Based on a random sample of size n from an unknown density f on the real line, the problem of adaptively selecting the bandwidth in kernel estimation of f((k)) is investigated, where f((k)) denotes the kth derivative of f. The estimates of density derivatives can be used to evaluate modes and infection points of f and can be applied to the estimation of scores in certain additive models and to the empirical verification of the law of demand in econometrics. For all k, the information bounds fo...
