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作者：Peyhardi, J.; Trottier, C.; Guedon, Y.
作者单位：Universite de Montpellier; Universite de Montpellier; Universite Paul-Valery
摘要：Many regression models for categorical responses have been introduced, motivated by different paradigms, but it is difficult to compare them because of their different specifications. In this paper we propose a unified specification of regression models for categorical responses, based on a decomposition of the link function into an inverse continuous cumulative distribution function and a ratio of probabilities. This allows us to define a new family of reference models for nominal responses, ...
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作者：Kanamori, Takafumi; Fujisawa, Hironori
作者单位：Nagoya University; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：Contamination caused by outliers is inevitable in data analysis, and robust statistical methods are often needed. In this paper we develop a new approach for robust data analysis on the basis of scoring rules. A scoring rule is a discrepancy measure to assess the quality of probabilistic forecasts. We propose a simple method of estimating not only parameters in the statistical model but also the contamination ratio, i.e., the ratio of outliers. The outliers are detected based on the estimated ...
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作者：Dette, H.; Kettelhake, K.; Bretz, F.
作者单位：Ruhr University Bochum; Novartis
摘要：Optimal design of dose-finding studies with an active control has only been considered in the literature for regression models with normally distributed errors and known variances, where the focus is on estimating the smallest dose that achieves the same treatment effect as the active control. This paper discusses such dose-finding studies from a broader perspective. We consider a general class of optimality criteria and models arising from an exponential family. Optimal designs are constructe...
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作者：Hui, Francis K. C.; Warton, David I.; Foster, Scott D.
作者单位：University of New South Wales Sydney; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：Choosing the number of components in a finite mixture model is a challenging task. In this article, we study the behaviour of information criteria for selecting the mixture order, based on either the observed likelihood or the complete likelihood including component labels. We propose a new observed likelihood criterion called aic(mix), which is shown to be order consistent. We further show that when there is a nontrivial level of classification uncertainty in the true model, complete likeliho...
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作者：Nordhausen, Klaus; Tyler, David E.
作者单位：University of Turku; Rutgers University System; Rutgers University New Brunswick
摘要：The sample covariance matrix, which is well known to be highly nonrobust, plays a central role in many classical multivariate statistical methods. A popular way of making such multivariate methods more robust is to replace the sample covariance matrix with some robust scatter matrix. The aim of this paper is to point out that multivariate methods often require that certain properties of the covariance matrix hold also for the robust scatter matrix in order for the corresponding robust plug-in ...
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作者：Blasques, F.; Koopman, S. J.; Lucas, A.
作者单位：Vrije Universiteit Amsterdam
摘要：We investigate information-theoretic optimality properties of the score function of the predictive likelihood as a device for updating a real-valued time-varying parameter in a univariate observation-driven model with continuous responses. We restrict our attention to models with updates of one lag order. The results provide theoretical justification for a class of score-driven models which includes the generalized autoregressive conditional heteroskedasticity model as a special case. Our main...
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作者：Matsuda, Takeru; Komaki, Fumiyasu
作者单位：University of Tokyo
摘要：We develop singular value shrinkage priors for the mean matrix parameters in the matrix-variate normal model with known covariance matrices. Our priors are superharmonic and put more weight on matrices with smaller singular values. They are a natural generalization of the Stein prior. Bayes estimators and Bayesian predictive densities based on our priors are minimax and dominate those based on the uniform prior in finite samples. In particular, our priors work well when the true value of the p...
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作者：Singh, Rakhi; Chai, Feng-Shun; Das, Ashish
作者单位：Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Bombay; Academia Sinica - Taiwan; Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Bombay
摘要：For two-level choice experiments, we obtain a simple form of the information matrix of a choice design for estimating the main effects, and provide D- and MS-optimal paired choice designs with distinct choice sets under the main effects model for any number of choice sets. It is shown that the optimal designs under the main effects model are also optimal under the broader main effects model. We find that optimal choice designs with a choice set size two often outperform their counterparts with...
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作者：Ning, Jing; Chen, Yong; Cai, Chunyan; Huang, Xuelin; Wang, Mei-Cheng
作者单位：University of Texas System; UTMD Anderson Cancer Center; University of Texas System; University of Texas Health Science Center Houston; University of Texas System; University of Texas Health Science Center Houston; Johns Hopkins University
摘要：Bivariate or multivariate recurrent event processes are often encountered in longitudinal studies in which more than one type of event is of interest. There has been much research on regression analysis for such data, but little has been done to measure the dependence between recurrent event processes. We propose a time-dependent measure, termed the rate ratio, to assess the local dependence between two types of recurrent event processes. We model the rate ratio as a parametric function of tim...
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作者：Cox, D. R.
作者单位：University of Oxford
摘要：So-called big data are likely to have complex structure, in particular implying that estimates of precision obtained by applying standard statistical procedures are likely to be misleading, even if the point estimates of parameters themselves may be reasonably satisfactory. While this possibility is best explored in the context of each special case, here we outline a fairly general representation of the accretion of error in large systems and explore the possible implications for the estimatio...
