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作者：GLEASON, JR
作者单位：Syracuse University
摘要：Scale-contaminated normal distributions have been widely used in numerical studies of robustness requiring distributions that are elongated; that is, stretched relative to Gaussian behavior. The contaminated nor-mal family has much appeal, in part because the mechanism used to generate such random variables seems a realistic model for creating outliers. But this family also has serious deficiencies as a test bed for studying the effects of elongation. Specifically, there are no truly heavy-tai...
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作者：ETZIONI, R; KADANE, JB
作者单位：Carnegie Mellon University
摘要：We consider the optimal design of experiments in which estimation and design are performed by different parties. The parties are assumed to share similar goals, as reflected by a common loss function, but they may have different prior beliefs. After presenting a few motivating examples, we examine the problem of optimal sample size selection under a normal likelihood with constant cost per observation. We also consider the problem of optimal allocation for given overall sample sizes. We presen...
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作者：LUCAS, TW
摘要：When data conflicts with quantified prior beliefs, seemingly small changes in the functional form of the prior and/or likelihood can have a profound effect on posterior inferences. This article provides results on asymptotic forms of the posterior when two information sources conflict. In particular, let x be from the likelihood p2(x - theta) with an unknown location parameter 0, with p1 (theta) the prior on 0. Sufficient conditions on p1 and p2 are provided to ensure that as x --> infinity th...
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作者：SITTER, RR; WU, CFJ
作者单位：University of Waterloo
摘要：Finney proposed the use of a fiducial interval for the median response dose based on Fieller's theorem. An alternative is to use the asymptotic confidence interval. The simulations by Abdelbasit and Plackett suggest that the two intervals have similar coverage probabilities. We compare the two intervals theoretically and in an expanded simulation study. Our results show that Fieller intervals are generally superior. An attempt is made to characterize how and when the two intervals differ.
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作者：WAND, MP; JONES, MC
作者单位：Open University - UK
摘要：The basic kernel density estimator in one dimension has a single smoothing parameter, usually referred to as the bandwidth. For higher dimensions, however, there are several options for smoothing parameterization of the kernel estimator. For the bivariate case, there can be between one and three independent smoothing parameters in the estimator, which leads to a flexibility versus complexity trade-off when using this estimator in practice. In this article the performances of the different poss...
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作者：EUBANK, RL; SPECKMAN, PL
作者单位：University of Missouri System; University of Missouri Columbia
摘要：New bias-corrected confidence bands are proposed for nonparametric kernal regression. These bands are constructed using only a kernel estimator of the regression curve and its data-selected bandwidth. They are shown to have asymptotically correct coverage properties and to behave well in a small-sample study. One consequence of the large-sample developments is that Bonferroni-type bands for the regression curve at the design points also have conservative asymptotic coverage behavior with no bi...
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作者：KIM, PT; CARTER, EM; HUBERT, JJ; HAND, KJ
摘要：This article examines the finite and infinite sample properties of the shrinkage estimator, motivated by a Bayesian argument, for the log relative potency, proposed in an earlier paper by Kim, Carter, and Hubert. This estimator can be written in closed form and is shown to have finite mean and finite variance in finite samples. As a consequence, this shrinkage estimator has finite frequentist risk, which is an improvement over the usual maximum likelihood estimator, for all finite sample sizes...
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作者：LIU, PY; GREEN, S; WOLF, M; CROWLEY, J
摘要：In animal carcinogenesis experiments or comparative clinical trials where the r groups correspond to increasing dosages of an agent or an increasing number of additional modalities and the primary outcome is time to a certain event (e.g., tumor occurrence, death) T, ordered alternatives of the form H-1 : S1 less-than-or-equal-to S2 less-than-or-equal-to ... less-than-or-equal-to S(r), where S(i) (t) = Pr(T(i) > 1) is the survival function for group i, are of special interest. Using the countin...
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作者：JOHNSON, R; KLOTZ, J
摘要：We consider the problem of estimating probabilities for the different numbers in a lottery when the winning numbers are selected sequentially without replacement. Numerical methods are developed to compute maximum likelihood estimates of the probabilities and their variance-covariance matrix based on observed outcomes. The generalized likelihood ratio statistic -2 ln(lambda) for testing equiprobable numbers is also given. The methods are applied to a data set from the Lotto America lottery. Th...
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作者：CHEN, R; TSAY, RS
作者单位：University of Chicago
摘要：In this article we propose a new class of models for nonlinear time series analysis, investigate properties of the proposed model, and suggest a modeling procedure for building such a model. The proPosed modeling procedure makes use of ideas from both parametric and nonparametric statistics, A consistency result is given to support the procedure. For illustration we apply the proposed model and procedure to several data sets and show that the resulting models substantially improve postsample m...
