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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: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...
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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: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: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...
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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:BUNGE, J; FITZPATRICK, M
摘要:How many kinds are there? Suppose that a population is partitioned into C classes. In many situations interest focuses not on estimation of the relative sizes of the classes, but on estimation of C itself. For example, biologists and ecologists may be interested in estimating the number of species in a population of plants or animals, numismatists may be concerned with estimating the number of dies used to produce an ancient coin issue, and linguists may be interested in estimating the size of...