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作者：SU, JQ; LIU, JS
作者单位：Harvard University
摘要：The receiver operating characteristic (ROC) curve is a simple and meaningful measure to assess the usefulness of diagnostic markers. To use the information carried by multiple markers, we note that Fisher's linear discriminant function provides a linear combination of markers to maximize the sensitivity over the entire specificity range uniformly under the multivariate normal distribution model with proportional covariance matrices. With no restriction on covariance matrices, we also provide a...
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作者：STOKER, TM
摘要：This article discusses a generic feature of density estimation by local smoothing, namely that estimated derivatives and location score vectors will display a systematic downward (attenuation) bias. We study the behavior of kernel estimators, indicating how the derivative bias arises and showing a simple result. We then consider the estimation of score vectors (negative log-density derivatives), which are motivated by the problem of estimating average derivatives and the adaptive estimation of...
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作者：GU, C
摘要：Asa sequel to an earlier article by Gu and Qiu, this article describes and illustrates a dimensionless automatic algorithm for nonparametric probability density estimation using smoothing splines. The algorithm is designed to calculate an adaptive finite dimensional solution to the penalized likelihood problem, which was shown by Gu and Qiu to share the same asymptotic convergence rates as the nonadaptive infinite dimensional solution. The smoothing parameter is updated jointly with the estima...
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作者：CLEVELAND, WS; MALLOWS, CL; MCRAE, JE
摘要：ATS methods provide an approach to fitting curves and surfaces to data using nonparametric regression when distributions are not necessarily Gaussian. First, a small amount of local averaging (the ''A'' in ATS) is carried out, then a variance-stabilizing transformation is applied (''T''), and finally the result is smoothed (''S'') using a nonparametric regression procedure. ATS methods are quite broad in terms of applications; in this article we show how they can be used for fitting a surface ...
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作者：MCCULLOCH, RE; TSAY, RS
摘要：This article is concerned with statistical inference and prediction of mean and variance changes in an autoregressive time series. We first extend the analysis of random mean-shift models to random variance-shift models. We then consider a method for predicting when a shift is about to occur. This involves appending to the autoregressive model a probit model for the probability that a shift occurs given a chosen set of explanatory variables. The basic computational tool we use in the proposed ...
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作者：BOWMAN, AW; FOSTER, PJ
作者单位：University of Manchester
摘要：Methods of adaptive smoothing of density estimates, where the amount of smoothing applied varies according to local features of the underlying density, are investigated. The difficulties of applying Taylor series arguments in this context are explored. Simple properties of the estimates are investigated by numerical integration and compared with the fixed kernel approach. Optimal smoothing strategies, based on the multivariate Normal distribution, are derived. As an application of these techni...
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作者：ROBERT, CP; HWANG, JTG; STRAWDERMAN, WE
作者单位：Cornell University; Rutgers University System; Rutgers University New Brunswick
摘要：The criterion of Pitman closeness has been proposed as an alternative comparison criterion to quadratic losses and, more generally, to decision theory. However, it may lead to quite paradoxical phenomena, the most dramatic being a possible nontransitivity. The criterion takes into consideration the joint distribution of the compared estimators, but this consideration may be misleading in the selection of the ''best'' estimator. We show through examples that this criterion is not consistent wit...
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作者：SUTTON, CD
摘要：For one-sided tests about the mean of a skewed distribution, the t test is asymptotically robust for validity; however, it can be quite inaccurate and inefficient with small sample sizes. Results presented here confirm that a procedure due to Johnson should be preferred to the t test when the parent distribution is asymmetrical, because it reduces the probability of type I error in cases where the t test has an inflated type I error rate and it is more powerful in other situations. But if the ...
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作者：LITTLE, RJA
摘要：Consider a random sample on variables X1,..., X(v) with some values of X(v) missing. Selection models specify the distribution of X1, ..., X(v) over respondents and nonrespondents to X(v), and the conditional distribution that X(v) is missing given X1,...,X(v). In contrast, pattern-mixture models specify the conditional distribution of X1,...,X(v) given that X(v) is observed or missing respectively and the marginal distribution of the binary indicator for whether or not X(v) is missing. For mu...
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作者：CARROLL, RJ; GAIL, MH; LUBIN, JH
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要：We devise methods for estimating the parameters of a prospective logistic model with dichotomous response D and arbitrary covariates X from case-control data when these covariates are measured with error. We suppose that some fraction of the cases and controls provide only the error-prone covariate measurements, W (the ''incomplete'' or ''reduced'' data), whereas some of the cases and controls provide measurements on X and W (the ''complete'' data). We assume a measurement error density with a...
