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作者：AMMANN, LP
摘要：Robust location and covariance estimators are developed via general of estimation for covariance matrix eigenvectors and eigenvalues. The solution to this GM estimation problem is obtained by transforming it into a series of robust regression problems based on a new algorithm for the singular value decomposition. It is shown here that the singular value decomposition can be represented as an iteration of two steps: a least squares regression fit of the data matrix followed by a rotation to the...
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作者：THEODOSSIOU, PT
摘要：A firm in the early stages of financial distress exhibits characteristics different from those of healthy firms. As the economic condition of a firm worsens, its financial characteristics shift toward those of failed firms. Practitioners in the financial sector have long been interested in the early detection of a firm's slide toward insolvency. Several models have been developed with this purpose in mind, but these older models are static in nature. Therefore, a need exists for the developmen...
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作者：FUNG, WK
摘要：Identification of multiple outliers and leverage points is difficult because of the masking effect. Recently, Rousseeuw and van Zomeren suggested using high-breakdown robust estimation methods-the least median of squares and minimum volume ellipsoid-for unmasking these observations. These methods tend to declare too many observations as extreme, however. A stepwise analysis is proposed here for confirmation of outliers and leverage points detected using the robust methods. Diagnostic measures ...
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作者：POTTHOFF, RF; MANTON, KG; WOODBURY, MA
摘要：When respondents to sample surveys differ from nonrespondents, bias can result. Nonresponse is produced by both refusal and nonavailability. Here we concentrate on nonavailability. Clever weighting schemes to deal with nonavailability bias were proposed about 40 years ago by Politz and Simmons and by Simmons, but further theoretical development has been limited. In the meantime, not only have in-person surveys continued to flourish, but telephone surveys also have become common. Herein we pres...
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作者：GLYNN, RJ; LAIRD, NM; RUBIN, DB
作者单位：Harvard University; Harvard Medical School; Harvard University; Harvard T.H. Chan School of Public Health; Harvard University
摘要：One approach to inference for means or linear regression parameters when the outcome is subject to nonignorable nonresponse is mixture modeling. Mixture models assume separate parameters for respondents and nonrespondents; implementation by multiple imputation consists of repeatedly filling in missing values for nonrespondents, estimating parameters using the filled-in data, and then adjusting for variability between imputations. We evaluated the performance of this scheme using simulated data...
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作者：LEE, EW; WEI, LJ; YING, Z
作者单位：New York University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：In this article we consider cases where data consist of many small and independent groups of correlated failure time observations. For each failure time, which may be censored. some important covariates are also recorded. Our goal is to examine the covariate effects on the individual failure time observations. We assume that the logarithm of each failure time is linearly related to its covariates. We then take a population-averaged model approach to obtain inference procedures for the regressi...
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作者：CHAMBERS, RL; DORFMAN, AH; WEHRLY, TE
作者单位：United States Department of Labor; Texas A&M University System; Texas A&M University College Station; Australian National University
摘要：A standard problem in sample survey inference is that of predicting the finite population total H of a function h(y) of a random variable Y. The model-based approach to this problem first defines a working model xi for Y and then predicts H by estimating its expectation under xi, conditional on the sample values of Y. This approach leads to biased predictions if xi is incorrect. We explore an automatic solution to this misspecification bias that uses nonparametric regression to define a robust...
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作者：COAKLEY, CW; HETTMANSPERGER, TP
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：We consider the multiple linear regression model y(i) = x(i)'beta + epsilon(i), i = 1, 2, . . . , n, with random carriers and focus on the estimation of beta. This article's main contribution is to present an estimator that is affine, regression, and scale equivariant; has both a high breakdown point and a bounded influence function; and has an asymptotic efficiency greater than .95 versus least squares under Gaussian errors. We give conditions under which the estimator-a one-step general M es...
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作者：KIM, HJ; CAI, LJ
作者单位：Syracuse University
摘要：This article examines the robustness of the likelihood ratio tests for a change point in simple linear regression. We first summarize the normal theory of Kim and Siegmund, who have considered the likelihood ratio tests for no change in the regression coefficients versus the alternatives with a change in the intercept alone and with a change in the intercept and slope. We then discuss the robustness of these tests. Using the convergence theory of stochastic processes, we show that the test sta...
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作者：MEIER, K; NYCHKA, D
作者单位：North Carolina State University
摘要：Knowledge of the rate of a biological process is important for characterizing the system and is necessary for gaining a deeper understanding of the process. Consider measurements, Y, made over time on a system following the model Y = f(t) + e, where f is a smooth, unknown function and e is measurement error. Although most statistical methodology has focused on estimating f(t) or f'(t), in some applications what is of real biological interest is the relationship between f and f'. One example is...
