-
作者:George, EO; Kodell, RL
作者单位:US Food & Drug Administration (FDA)
摘要:Existing methods of testing for treatment effects for clustered binary data include the beta-binomial, quasilikelihood, and GEE procedures. All of these methods revolve around the mean response and the second-order correlation. However, these two parameters alone do not fully determine the effect of treatment. This article develops nonparametric likelihood ratio procedures to test for independence, heterogeneity, and dose-related trend in dose-response studies involving exchangeable binary dat...
-
作者:Kooperberg, C; OSullivan, F
摘要:Spatial-temporal decompositions of climatologic fields have been obtained using a range of techniques, including principal component analysis (PCA) and principal oscillation patterns (POPS). PCA decompositions are forced to be correlated to the original held, but they may not capture interesting aspects of temporal variation. On the other hand, POPS decompositions focus on temporal variation but are not forced to correlate to the field. Here we introduce a hybrid of these methods that attempts...
-
作者:Wells, MT; Yeo, KP
作者单位:National University of Singapore
摘要:In this article we construct a kernel estimate of the probability density function from bivariate data that have been randomly censored. We study the large-sample properties of the proposed estimator using a strong approximation result. We establish consistency and asymptotic normality and give a convenient representation of the kernel density estimator. Simulation studies show that the proposed procedure gives a good estimate of the true density function even when the sample size is moderate....
-
作者:Severini, TA
摘要:Let Y-1,...,Y-n denote independent real-valued observations, each of the form Y-j = X(j) beta + sigma epsilon(j), where X(j) is a fixed covariate vector, beta and sigma are unknown parameters, and epsilon(1),...,epsilon(n) are identically distributed according to a symmetric density p. This article considers the sensitivity of point estimates of beta to the choice of estimator from classes of estimators based on the L estimators of Kroenker and Portnoy. Specific measures of sensitivity are pro...
-
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...
-
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...
-
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...
-
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...
-
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 ...
-
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''...