-
作者：Zhang, Ting; Wu, Wei Biao
作者单位：University of Chicago
摘要：The paper considers testing whether the mean trend of a nonstationary time series is of certain parametric forms. A central limit theorem for the integrated squared error is derived, and a hypothesis-testing procedure is proposed. The method is illustrated in a simulation study, and is applied to assess the mean pattern of lifetime-maximum wind speeds of global tropical cyclones from 1981 to 2006. We also revisit the trend pattern in the central England temperature series.
-
作者：Wang, Lianming; Dunson, David B.
作者单位：University of South Carolina System; University of South Carolina Columbia; Duke University
摘要：Density regression models allow the conditional distribution of the response given predictors to change flexibly over the predictor space. Such models are much more flexible than nonparametric mean regression models with nonparametric residual distributions, and are well supported in many applications. A rich variety of Bayesian methods have been proposed for density regression, but it is not clear whether such priors have full support so that any true data-generating model can be accurately a...
-
作者：Jara, A.; Hanson, T. E.
作者单位：Pontificia Universidad Catolica de Chile; University of South Carolina System; University of South Carolina Columbia
摘要：We propose a class of dependent processes in which density shape is regressed on one or more predictors through conditional tail-free probabilities by using transformed Gaussian processes. A particular linear version of the process is developed in detail. The resulting process is flexible and easy to fit using standard algorithms for generalized linear models. The method is applied to growth curve analysis, evolving univariate random effects distributions in generalized linear mixed models, an...
-
作者：Kosmidis, Ioannis; Firth, David
作者单位：University of London; University College London; University of Warwick
摘要：For the parameters of a multinomial logistic regression, it is shown how to obtain the bias-reducing penalized maximum likelihood estimator by using the equivalent Poisson log-linear model. The calculation needed is not simply an application of the Jeffreys prior penalty to the Poisson model. The development allows a simple and computationally efficient implementation of the reduced-bias estimator, using standard software for generalized linear models.
-
作者：Li, Zhiguo; Murphy, Susan A.
作者单位：Duke University; University of Michigan System; University of Michigan
摘要：Two-stage randomized trials are growing in importance in developing adaptive treatment strategies, i.e. treatment policies or dynamic treatment regimes. Usually, the first stage involves randomization to one of the several initial treatments. The second stage of treatment begins when an early nonresponse criterion or response criterion is met. In the second-stage, nonresponding subjects are re-randomized among second-stage treatments. Sample size calculations for planning these two-stage rando...
