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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：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：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：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：BURR, D; DOSS, H
摘要：Let xi(p)(x) be the pth quantile of the distribution of the life length of an individual with covariate vector x in the Cox model. We introduce an estimator xi(p)(x) of xi(p)(x) and develop several families of confidence bands for xi(p)(x) as a function of x. To construct one type of band, we proceed as follows. We show that as n --> infinity, where n is the number of individuals in the study, square-root n (xi(p)(x) - xi(p)(x)) converges weakly to a Gaussian process W(x) with a complicated co...
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作者：DEANGELIS, D; HALL, P; YOUNG, GA
作者单位：Australian National University; Commonwealth Scientific & Industrial Research Organisation (CSIRO); University of Cambridge
摘要：Edgeworth and bootstrap approximations to estimator distributions in L1 regression are described. Analytic approximations based on Edgeworth expansions that mix lattice and nonlattice components and allow for an intercept term in the regression are developed under mild conditions, which do not even require a density for the error distribution. Under stronger assumptions on the error distribution, the Edgeworth expansion assumes a simpler form. Bootstrap approximations are described, and the co...
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作者：LIN, DY; YING, Z
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：This article provides a general solution to the problem of missing covariate data under the Cox regression model. The estimating function for the vector of regression parameters is an approximation to the partial likelihood score function with full covariate measurements and reduces to the pseudolikelihood score function of Self and Prentice in the special setting of case-cohort designs. The resulting parameter estimator is consistent and asymptotically normal with a covariance matrix for whic...
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作者：TANG, B
摘要：In this article, we use orthogonal arrays (OA's) to construct Latin hypercubes. Besides preserving the univariate stratification properties of Latin hypercubes, these strength r OA-based Latin hypercubes also stratify each r-dimensional margin. Therefore, such OA-based Latin hypercubes provide more suitable designs for computer experiments and numerical integration than do general Latin hypercubes. We prove that when used for integration, the sampling scheme with OA-based Latin hypercubes offe...
