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作者：Lee, Anthony; Latuszynski, Krzysztof
作者单位：University of Warwick
摘要：Approximate Bayesian computation has emerged as a standard computational tool when dealing with intractable likelihood functions in Bayesian inference. We show that many common Markov chain Monte Carlo kernels used to facilitate inference in this setting can fail to be variance bounding and hence geometrically ergodic, which can have consequences for the reliability of estimates in practice. This phenomenon is typically independent of the choice of tolerance in the approximation. We prove that...
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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 ...
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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...
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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 ...
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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.
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作者：Kundu, S.; Dunson, D. B.
作者单位：Texas A&M University System; Texas A&M University College Station; Duke University
摘要：Although discrete mixture modelling has formed the backbone of the literature on Bayesian density estimation, there are some well-known disadvantages. As an alternative to discrete mixtures, we propose a class of priors based on random nonlinear functions of a uniform latent variable with an additive residual. The induced prior for the density is shown to have desirable properties, including ease of centring on an initial guess, large support, posterior consistency and straightforward computat...
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作者：Wang, Mei-Cheng; Huang, Chiung-Yu
作者单位：Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Medicine
摘要：This paper proposes a unified framework to characterize the rate function of a recurrent event process through shape and size parameters. In contrast to the intensity function, which is the event occurrence rate conditional on the event history, the rate function is the occurrence rate unconditional on the event history, and thus it can be interpreted as a population-averaged count of events in unit time. In this paper, shape and size parameters are introduced and used to characterize the asso...
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作者：Boisbunon, A.; Maruyama, Y.
作者单位：University of Tokyo
摘要：This work treats the problem of estimating the predictive density of a random vector when both the mean vector and the variance are unknown. We prove that the density of reference in this context is inadmissible under the Kullback-Leibler loss in a nonasymptotic framework. Our result holds even when the dimension of the vector is strictly lower than three, which is surprising compared to the known variance setting. Finally, we discuss the relationship between the prediction and the estimation ...
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作者：Chauvel, C.; O'Quigley, J.
作者单位：Sorbonne Universite
摘要：We describe a class of statistical tests for the comparison of two or more survival curves, typically estimated using the Kaplan-Meier method. The class is based on the construction of O'Quigley (2003), and some special cases are of particular interest. Underlying the inferential development are the arguments of Efron & Hinkley (1978), leading to a theoretical sampling model that is in some sense closer to the observed data. The log-rank and weighted log-rank tests arise as special members of ...
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作者：Prentice, R. L.
作者单位：Fred Hutchinson Cancer Center
摘要：As usually formulated the nonparametric likelihood for the bivariate survivor function is overparameterized, resulting in uniqueness problems for the corresponding nonparametric maximum likelihood estimator. Here the estimation problem is redefined to include parameters for marginal hazard rates, and for double failure hazard rates only at informative uncensored failure time grid points where there is pertinent empirical information. Double failure hazard rates at other grid points in the risk...
