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作者：HASOFER, AM; WANG, Z
摘要：A simple statistic is proposed to test the hypothesis that a sample comes from a distribution in the domain of attraction of the Gumbel distribution. It is based on the top k order statistics and is a generalization of the Shapiro-Wilk goodness-of-fit statistic. The critical region of the test and its power against the alterative that the sample comes from a distribution in another domain of attraction are studied theoretically and by simulation. The power turns out to be superior to that of o...
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作者：SOOFI, ES
摘要：The conditional logit model is a multinomial logit model that permits the inclusion of choice-specific attributes. This article shows that the conditional logit model will maximize entropy given a set of attribute-value preserving constraints. A correspondence between the maximum entropy (ME) and maximum likelihood (ML) estimates for logit probabilities is established. Some easily computable and useful diagnostics for logit analysis are provided, and it is shown that an evaluation of the relat...
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作者：MULLER, KE; LAVANGE, LM; RAMEY, SL; RAMEY, CT
作者单位：Research Triangle Institute; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill; University of Alabama System; University of Alabama Birmingham
摘要：Recently developed methods for power analysis expand the options available for study design. We demonstrate methods can be applied by (1) reviewing their formulation and (2) describing their application in the preparation of a particular grant proposal. The focus is a complex but ubiquitous setting: repeated measures in a longitudinal study. Describing the development of the research proposal allows demonstrating the steps needed to conduct an effective power analysis. Discussion of the exampl...
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作者：ELLENBERG, SS; FINKELSTEIN, DM; SCHOENFELD, DA
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard Medical School
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作者：BRODY, J
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作者：JOHNSON, VE
摘要：A technique called quantile integration is proposed for the estimation of marginal posterior densities arising in Bayesian models having hierarchical representations. The method is based on approximating marginal densities as mixtures of conditional densities, where the conditioning variables are selected deterministically from the mixing distributions. The form of the approximation makes it easy to implement, and the resulting approximations are computationally efficient to obtain. The techni...
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作者：HARDLE, W; HART, J; MARRON, JS; TSYBAKOV, AB
作者单位：Texas A&M University System; Texas A&M University College Station; University of North Carolina; University of North Carolina Chapel Hill; Russian Academy of Sciences
摘要：The average derivative is the expected value of the derivative of a regression function. Kernel methods have been proposed as a means of estimating this quantity. The problem of bandwidth selection for these kernel estimators is addressed here. Asymptotic representations are found for the variance and squared bias. These are compared with each other to find an insightful representation for a bandwidth optimizing terms of lower order than n-1. It is interesting that, for dimensions greater than...
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作者：AZARI, AS; MULLER, HG
摘要：We propose a multivariate smoothing method based on products of localized orthogonal polynomial series estimators for a smooth regression surface in the fixed-design regression model. The estimation of partial derivatives is included. The proposed method provides for automatic and efficient boundary modifications near the edges of the surface, assuming that the boundary of the support of the regression function satisfies some regularity conditions. By allowing for a preaveraging step, the corr...
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作者：GWET, JP; RIVEST, LP
作者单位：Laval University
摘要：Many techniques have been suggested to lower the impact of outliers on sample survey estimates. Outliers can be downweighted by winsorization; that is, by replacing extreme data points by a data-dependent or a predetermined value before calculating estimates. Another approach is to reduce the weight of outliers, from the inverse sampling fraction to 1, in the estimation of population characteristics. In this article the problem of estimating the population mean using auxiliary information in t...
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作者：CARROLL, RJ; LI, KC
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：A general nonlinear regression problem is considered with measurement error in the predictors. We assume that the response is related to an unknown linear combination of a multidimensional predictor through an unknown link function. Instead of observing the predictor, we instead observe a surrogate with the property that its expectation is linearly related to the true predictor with constant variance. We identify an important transformation of the surrogate variable. Using this transformed var...
