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作者:FUNG, WK
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作者:FREES, EW
作者单位:University of Wisconsin System; University of Wisconsin Madison
摘要:Density estimates, such as histograms and -ore sophisticated versions, are important in applied and theoretical statistics. In applied statistics, a density estimate gives the data analyst a graphical overview of the shape of the distribution. This overview allows the data analyst to arrive immediately at a qualitative impression of the location, scale, and various aspects of the extremes of the distribution. In theoretical statistics, the shape of the density allows the researcher to link the...
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作者:SEVERINI, TA; STANISWALIS, JG
作者单位:University of Texas System; University of Texas El Paso
摘要:Suppose the expected value of a response variable Y may be written h(Xbeta + gamma(T)) where X and T are covariates, each of which may be vector-valued, beta is an unknown parameter vector, gamma is an unknown smooth function, and h is a known function. In this article, we outline a method for estimating the parameter beta, gamma of this type of semiparametric model using a quasi-likelihood function. Algorithms for computing the estimates are given and the asymptotic distribution theory for th...
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作者:DOKSUM, K; BLYTH, S; BRADLOW, E; MENG, XL; ZHAO, HY
作者单位:Imperial College London; Harvard University; University of Chicago
摘要:We call (a model for) an experiment heterocorrelations if the strength of the relationship between a response variable Y and a covariate X is different in different regions of the covariate space. For such experiments we introduce a correlation curve that measures heterocorrelaticity in terms of the variance explained by regression locally at each covariate value. More precisely, the squared correlation curve is obtained by first expressing the usual linear model ''variance explained to total ...
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作者:JENSEN, DR; SOLOMON, H
作者单位:Stanford University
摘要:Multidimensional Wilson-Hilferty transformations support Gaussian approximations to certain joint distributions of quadratic forms in jointly Gaussian variates. Central and noncentral joint distributions are studied and applications are noted. Parameters of the approximating distributions are given up to terms of order o(nu-2) in the degrees of freedom nu. Numerical studies validate using these approximations over a range of parameters for an essential subclass of the distributions studied, es...
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作者:CHENG, KF; WU, JW
作者单位:Tamkang University
摘要:We concern ourselves with the methods for testing the overall goodness of fit of a parametric family of link functions used for modeling the conditional mean of the response variable Y given the covariates X = x is-an-element-of R(p). The null hypothesis is that the conditional mean function is a known functional depending on betax and a finite number of parameters theta = (theta1,..., theta(q)), where beta is a p-dimensional row vector of regression parameters and x is a column vector. The pr...
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作者:HANDCOCK, MS; WALLIS, JR
作者单位:International Business Machines (IBM); IBM USA
摘要:In this article we develop a random field model for the mean temperature over the region in the northern United States covering eastern Montana through the Dakotas and nor-them Nebraska up to the Canadian border. The readings are temperatures at the stations in the U.S. historical climatological network. The stochastic structure is modeled by a stationary spatial-temporal Gaussian random field. For this region, we find little evidence of temporal dependence while the spatial structure is tempo...
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作者:GILULA, Z; HABERMAN, SJ
作者单位:Northwestern University; University of Chicago
摘要:Conditional log-linear models are developed for panel data and used to predict sequences of categorical responses. The class of models considered includes conventional Markov models and independence models as well as distance models in which all previous responses and present and past values of covariates are used to predict the current response. The approach taken in this article has some advantages over the marginal modeling approach that has become popular for longitudinal studies. Quality ...