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作者:Paparoditis, E
摘要:Transfer function models have been used for modeling the linear dependence between stationary time series and for improving the accuracy of forecasts. This article proposes a method to evaluate the fit of such a model by comparing certain frequency domain functionals of the model with those of the data using a model-based bootstrap algorithm. The method works by checking the ability of the fitted model to reproduce the dynamic relationship and the linear dependence structure of the data. Furth...
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作者:Kosorok, MR; Chao, WH
作者单位:University of Wisconsin System; University of Wisconsin Madison
摘要:A simple Markov model is developed for assessing the predictive effect of time-dependent covariates on an intermittently observed ordinal response in continuous time. This is accomplished by reparameterizing an ergodic intensify matrix in terms of its equilibrium distribution and a parametrically independent component that assesses the rate of movement between ordinal categories. The effect of covariates on the equilibrium distribution can then be modeled using any link appropriate for ordinal...
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作者:Rubin, DB
摘要:Multiple imputation was designed to handle the problem of missing data in public-use data bases where the data-base constructor and the ultimate user are distinct entities. The objective is valid frequency inference for ultimate users who in general have access only to complete-data software and possess limited knowledge of specific reasons and models for nonresponse. For this situation and objective, I believe that multiple imputation by the data-base constructor is the method of choice. This...
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作者:Yamaguchi, K; Kandel, DB
作者单位:Columbia University
摘要:This article introduces novel statistical models for the sequence analysis of events. The models are formulated to analyze occurrence, association, and sequencing among events as an extension of log-linear models. A set of parameters characterizes marginal odds and odds ratios of frequencies summed across sequence patterns for each combination of the occurrence/nonoccurrence of events. These parameters are used for the analysis of the occurrence and association of events. Another set of parame...
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作者:Magder, LS; Zeger, SL
作者单位:Johns Hopkins University
摘要:We propose a method of estimating mixing distributions using maximum likelihood over the class of arbitrary mixtures of Gaussians subject to the constraint that the component variances be greater than or equal to some minimum value h. This approach can lead to estimates of many shapes, with smoothness controlled by parameter h. We show that the resulting estimate will always be a finite mixture of Gaussians, each having variance h. The nonparametric maximum likelihood estimate can be viewed as...
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作者:Lawrence, C; Reilly, A
作者单位:State University of New York (SUNY) System; University at Albany, SUNY
摘要:Given that all the cells of an individual have the same genetic information stored in their DNA, how can cells be as different as those of the retina and heart? Nature solves this problem through gene regulation, which often involves the binding of regulatory proteins to regulatory sites. These sites are short subsequences of 10 to 20 DNA base pairs whose pattern may be multinomially modeled. These sites usually occur ''upstream'' of the genes they regulate in a segment of a few hundred DNA ba...
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作者:Brown, BM; Hettmansperger, TP
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:In this article we develop new plotting positions for normal plots. The use of the plots usually centers on detecting irregular tail behavior or outliers. Along with the normal plot, we develop tests for various departures from normality, especially for skewness and heavy rails. The tests can be considered as components of a Shapiro-Wilk type test that has been decomposed into different sources of nonnormality. Convergence to the limiting distributions is slow, so finite sample corrections are...
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作者:Kianifard, F; Swallow, WH
作者单位:North Carolina State University
摘要:Recursive residuals have been shown to be useful in a variety of applications in linear models. Unlike the more familiar ordinary least squares residuals or studentized residuals, recursive residuals are independent as well as homoscedastic under the model. Their independence is particularly appealing for use in developing test statistics. They are not uniquely defined; their values depend on the order in which they are calculated, although their properties do not. In some applications one can...
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作者:Priebe, CE
摘要:This article develops a ''borrowed strength'' methodology for estimating local probability densities in a random field. Under a piecewise stationarity condition similarities between the densities in different regions of the field can be exploited by estimating a global mixture density and imposing the parameter-space support of this borrowed strength estimate on the local estimation problems. The local estimates are then used in an analysis of the homogeneity of the field, which is shown to be...
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作者:Solna, K; Switzer, P
摘要:We discuss a framework for estimation of temporal trend for an evolving spatial field. The spatial field is regularly sampled in time at arbitrary monitoring locations whose position may change over time. The estimation of time trend and the quantification of estimation error derives from a probabilistic model. We illustrate with an example involving the surface temperature field in the steppe region of eastern Europe.