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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：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：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：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：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：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：MULRY, MH; SPENCER, BD
作者单位：Northwestern University
摘要：In July 1991 the Census Bureau recommended to its parent agency, the Department of Commerce, that the 1990 census be adjusted for undercount. The Secretary of Commerce decided not to adjust, however. Those decisions relied at least partly on the Census Bureau's analyses of the accuracy of the census and of the proposed undercount adjustments based on-the Post-Enumeration Survey (PES). Error distributions for the nation, states, and smaller geographic units were estimated with extensions of met...
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作者：HEIBERGER, RM; BHAUMIK, DK; HOLLAND, B
作者单位：University of South Alabama
摘要：Consider an experiment where the factors are measured on a continuous scale, and suppose that the experimenter is permitted to augment the existing observations with one or more new data points. Bondar's universal optimality criterion (U optimality) suggests that the problem is best studied in the eigenvector coordinate system. We proceed by showing how to construct new points that first equate and then jointly increase the smaller eigenvalues of the crossproduct of the independent variables. ...
