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作者:HENDRICKS, W; KOENKER, R
摘要:Methods for estimating nonparametric models for conditional quantiles are suggested based on the regression quantile methods of Koenker and Bassett. Spline parameterizations of the conditional quantile functions are used. The methods are illustrated by estimating hierarchical models for household electricity demand using data from the Chicago metropolitan area. The empirical results show that lower quantiles of demand (base-load) vary only slightly across residential households. This variabili...
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作者:BROWN, BW
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作者:WEERAKKODY, GJ; JOHNSON, DE
作者单位:Kansas State University
摘要:Restricted randomizations, similar to those in split-plot type experiments, often are adapted to assign quantitative treatment factors to experimental units. Such restrictions result in the experiment having a nested error structure. Sufficient conditions are presented under which ordinary least squares (OLS) estimates of regressor parameters are uniformly minimum variance unbiased (UMVU). If one designs experiments so that these conditions are satisfied, the analysis is straightforward and ea...
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作者:GOOD, IJ
摘要:Various compromises that have occurred between Bayesian and non-Bayesian methods are reviewed. (A citation is provided that discusses the inevitability of compromises within the Bayesian approach.) One example deals with the masses of elementary particles, but no knowledge of physics will be assumed.
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作者:XIE, Y; PIMENTEL, EF
摘要:This article revises the Coale-Trussell method for analyzing data from the World Fertility Survey by proposing and testing alternative log-linear and log-multiplicative models. The models, in one form or another, represent the structural constraint underlying the Coale-Trussell method on the variation in the age pattern of human fertility. With a Poisson distribution assumption for the number of births, several parameters of the models are simultaneously estimated via maximum likelihood. It is...
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作者:SOBEL, ME; ARMINGER, G
作者单位:University of Wuppertal
摘要:This article proposes new methods for modeling household fertility decisions. Much of the demographic literature on this subject suggests that decisions relating to fertility are influenced by the orientations (attitudes, desires, intentions) of both husbands and wives, but the methods used in previous work do not indicate how wife's (husband's) orientation influences husband's (wife's) orientation, nor how these separate phenomena are combined to produce a joint decision. As such, these metho...
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作者:HART, JD; WEHRLY, TE
摘要:It is well known that kernel regression estimators are subject to so-called boundary or edge effects, a phenomenon in which the bias of an estimator increases near the endpoints of the estimation interval. When the regression curve is linear or nearly linear, the requisite amount of smoothing is so great that the boundary region is effectively the entire estimation interval. Special boundary kernels are proposed here to deal with such cases. It is shown that the proposed kernel estimator has a...
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作者:VERDINELLI, I; KADANE, JB
作者单位:Carnegie Mellon University
摘要:This article deals with a novel utility function to design experiments in a Bayesian framework. This utility function is a linear combination of the gain in Shannon information and of the total outcome of the experiment, defined as the sum of observed values in the dependent variable of a linear model. Thus the expected posterior utility to be maximized is a combination of the Bayes D-optimality criterion and the posterior expectation of the total output. Earlier studies have shown that Bayesi...
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作者:BRILLINGER, DR
摘要:Collections of occurrence times of events taking place irregularly in time provide a fairly common, but not broadly discussed, data type. This article is concerned with the particular circumstance of firing times in nerve cells that interact and form networks. The article reviews a progression of statistical analysis techniques: description, association as measured by moments and correlation, regression, and finally likelihood. The data is point process, but may be seen as that of regression a...
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作者:GU, C
作者单位:University of British Columbia
摘要:Recent developments of multivariate smoothing methods provide a rich collection of feasible models for nonparametric multivariate data analysis. Among the most interpretable are models with additive terms. Construction of various models and algorithms for computing the models have been the main concern of the existing literature in this area. Few results are available on the validation of computed fits, and many applications of nonparametric methods unfortunately end up interpreting the noise....