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作者：Jones, MP
作者单位：University of Iowa; University of Iowa
摘要：The statistical literature and folklore contain many methods for handling missing explanatory variable data in multiple linear regression. One such approach is to incorporate into the regression model an indicator variable for whether an explanatory variable is observed. Another approach is to stratify the model based on the range of values for an explanatory variable, with a separate stratum for those individuals in which the explanatory variable is missing. For a least squares regression ana...
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作者：Beirlant, J; Vynckier, P; Teugels, JL
作者单位：Fonds de la Recherche Scientifique - FNRS
摘要：Successful application of extreme value statistics for estimating the Pareto tail index relies heavily on the choice of the number of extreme values taken into account. It is shown that these tail index estimators can be considered estimates of the slope at the right upper tail of a Pareto quantile plot, obtained using a weighted least squares algorithm. From this viewpoint, based on classical ideas on regression diagnostics, algorithms can be constructed searching for that order statistic to ...
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作者：Sain, SR; Scott, DW
作者单位：Rice University
摘要：Theoretical and practical aspects of the sample-point adaptive positive kernel density estimator are examined. A closed-form expression for the mean integrated squared error is obtained through the device of preprocessing the data by binning. With this expression, the exact behavior of the optimally adaptive smoothing parameter function is studied for the first time. The approach differs from most earlier techniques in that bias of the adaptive estimator remains O(h(2)) and is not ''improved''...
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作者：Carota, C; Parmigiani, G; Polson, NG
作者单位：Duke University; University of Chicago
摘要：We discuss the problem of model criticism, with emphasis on developing summary diagnostic measures. We approach model criticism by identifying possible troublesome features of the currently entertained model, embedding the model in an elaborated model, and measuring the value of elaborating. This requires three elements: a model elaboration,a prior distribution, and a utility function. Each tripler generates a different diagnostic measure. We focus primarily on the measure given by a Kullback-...
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作者：Kepner, JL; Wackerly, DD
作者单位：State University System of Florida; University of Florida
摘要：Asymptotic properties of statistics designed to detect general alternatives in compound symmetric balanced incomplete repeated-measures designs with fixed treatment effects are investigated. Included in this study are the analysis of variance (ANOVA) F statistic, its rank transform, and Durbin's statistic. By making asymptotic relative efficiency comparisions among these statistics when they have been computed with and without mean alignment, valuable new insight into their large-sample perfor...
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作者：Fan, JQ
摘要：Traditional nonparametric tests, such as the Kolomogorov-Smirnov test and the Cramer-Von Mises test, are based on the empirical distribution functions. Although these tests possess root-n consistency, they effectively use only information contained in the low frequencies. This leads to low power in detecting fine features such as sharp and short aberrants as well as global features such as high-frequency alternations. The drawback can be repaired via smoothing-based test statistics. In this ar...
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作者：Runger, GC; Prabhu, SS
作者单位：SAS Institute Inc
摘要：A Markov chain approximation is used to determine the run length performance of a multivariate statistical process control chart. The Markov chain approach is widely used in the analysis of univariate control charts, and we extend the advantages of this type of analysis to a multivariate exponentially weighted moving averages control chart. The analysis can be applied whenever the multivariate control statistic can be modeled as a Markov chain and the run length performance depends on the off-...
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作者：Le, ND; Raftery, AE; Martin, RD
作者单位：University of Washington; University of Washington Seattle
摘要：Autoregressive (AR) models of order k are often used for forecasting and control of time series, as well as for the estimation of functionals such as the spectrum. Here we propose a method that consists of calculating the posterior probabilities of the competing AR(k) models in a way that is robust to outliers, and then obtaining the predictive distributions of quantities of interest, such as future observations and the spectrum, as a weighted average of the predictive distributions conditiona...
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作者：Clyde, M; Chaloner, K
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：Several competing objectives may be relevant in the design of an experiment. The competing objectives may not be easy to characterize in a single optimality criterion. One approach to these design problems has been to weight each criterion and find the design that optimizes the weighted average of the criteria. An alternative approach has been to optimize one criterion subject to constraints on the other criteria. An equivalence theorem is presented for the Bayesian constrained design problem....
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作者：OSullivan, F; Pawitan, Y
作者单位：University College Dublin
摘要：Motivated by a number of practical applications, we consider a class of indirect nonparametric density estimation problems in which the observed data consist of a histogram of binned empirically corrected counts. Due to variability in the process of correction, the histogram cannot be modeled in terms of simple scaled Poisson statistics. This departure necessitates the development of a new methodology or bandwidth selection. A variant of the method of unbiased risk estimation is proposed. The ...
