-
作者：Mukerjee, Rahul; Sun, Fasheng; Tang, Boxin
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; Northeast Normal University - China; Simon Fraser University
摘要：We develop a method for construction of arrays which are nearly orthogonal, in the sense that each column is orthogonal to a large proportion of the other columns, and which are convertible to fully orthogonal arrays via a mapping of the symbols in each column to a possibly smaller set of symbols. These arrays can be useful in computer experiments as designs which accommodate a large number of factors and enjoy attractive space-filling properties. Our construction allows both the mappable near...
-
作者：Mandel, Micha; Rinott, Yosef
作者单位：Hebrew University of Jerusalem
摘要：A population can be entered at a known sequence of discrete times; it is sampled cross-sectionally, and the sojourn times of individuals in the sample are observed. It is well known that cross-sectioning leads to length-bias, but less well known and often ignored that it may also result in dependence among the observations. We show that observed sojourn times are independent only under a multinomial entrance process. We study asymptotic properties of parametric and nonparametric estimators of ...
-
作者：Zheng, Shurong; Jiang, Dandan; Bai, Zhidong; He, Xuming
作者单位：Northeast Normal University - China; Jilin University; University of Michigan System; University of Michigan
摘要：When the multiple correlation coefficient is used to measure how strongly a given variable can be linearly associated with a set of covariates, it suffers from an upward bias that cannot be ignored in the presence of a moderately high dimensional covariate. Under an independent component model, we derive an asymptotic approximation to the distribution of the squared multiple correlation coefficient that depends on a simple correction factor. We show that this approximation enables us to constr...
-
作者：Deng, C.; Waagepetersen, R. P.; Guan, Y.
作者单位：Yale University; Aalborg University; University of Miami
摘要：A composite likelihood technique based on pairwise contributions provides a computationally simple but potentially inefficient approach for fitting spatial point process models. We propose a new estimation procedure that improves the efficiency. Our approach combines estimating functions derived from pairwise composite likelihood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial poin...
-
作者：Soleymani, M.; Lee, S. M. S.
作者单位：University of Hong Kong
摘要：We propose a simple sequential procedure for bagged classification, which modifies nonparametric bagging by randomizing class labels of resampled data points. The random labelling feature of the procedure also enables us to undertake unsupervised classification with the benefit of supervised learning. Theoretical properties are given for the nearest neighbour classifier in the case of supervised learning and a hard-thresholding indicator in the case of unsupervised learning, showing that seque...
-
作者：Wadsworth, Jennifer L.; Tawn, Jonathan A.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Lancaster University
摘要：Max-stable processes arise as the only possible nontrivial limits for maxima of affinely normalized identically distributed stochastic processes, and thus form an important class of models for the extreme values of spatial processes. Until recently, inference for max-stable processes has been restricted to the use of pairwise composite likelihoods, due to intractability of higher-dimensional distributions. In this work we consider random fields that are in the domain of attraction of a widely ...
-
作者：Magyar, Andrew F.; Tyler, David E.
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：The asymptotic efficiency of the spatial sign covariance matrix relative to affine equivariant estimators of scatter is studied. In particular, the spatial sign covariance matrix is shown to be asymptotically inadmissible, i.e., the asymptotic covariance matrix of the consistency-corrected spatial sign covariance matrix is uniformly larger than that of its affine equivariant counterpart, namely Tyler's scatter matrix. Although the spatial sign covariance matrix has often been recommended when ...
-
作者：Byrne, Simon P. J.; Dawid, A. Philip
作者单位：University of London; University College London; University of Cambridge
摘要：Prentice & Pyke (1979) established that the maximum likelihood estimate of an odds ratio in a case-control study is the same as would be found by fitting a logistic regression; in other words, for this specific target the incorrect prospective model is inferentially equivalent to the correct retrospective model. Similar results have been obtained for other models, and conditions have also been identified under which the corresponding Bayesian property holds, namely that the posterior distribut...
-
作者：Voorman, Arend; Shojaie, Ali; Witten, Daniela
作者单位：University of Washington; University of Washington Seattle
摘要：In recent years, there has been considerable interest in estimating conditional independence graphs in high dimensions. Most previous work assumed that the variables are multivariate Gaussian or that the conditional means of the variables are linearly related. Unfortunately, if these assumptions are violated, the resulting conditional independence estimates can be inaccurate. We propose a semiparametric method, graph estimation with joint additive models, which allows the conditional means of ...
-
作者：Tsao, Min; Wu, Fan
作者单位：University of Victoria
摘要：We derive an extended empirical likelihood for parameters defined by estimating equations which generalizes the original empirical likelihood to the full parameter space. Under mild conditions, the extended empirical likelihood has all the asymptotic properties of the original empirical likelihood. The first-order extended empirical likelihood is easy to use and substantially more accurate than the original empirical likelihood.
