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作者：Kuang, D.; Nielsen, B.; Nielsen, J. P.
作者单位：University of Oxford; University of Oxford; City St Georges, University of London
摘要：We consider forecasting from age-period-cohort models, as well as from the extended chain-ladder model. The parameters of these models are known only to be identified up to linear trends. Forecasts from such models may therefore depend on arbitrary linear trends. A condition for invariant forecasts is proposed. A number of standard forecast models are analysed.
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作者：Ghosh, Malay; Maiti, Tapabrata; Roy, Ananya
作者单位：State University System of Florida; University of Florida; Iowa State University; University of Nebraska System; University of Nebraska Lincoln
摘要：We introduce new robust small area estimation procedures based on area-level models. We first find influence functions corresponding to each individual area-level observation by measuring the divergence between the posterior density functions of regression coefficients with and without that observation. Next, based on these influence functions, properly standardized, we propose some new robust Bayes and empirical Bayes small area estimators. The mean squared errors and estimated mean squared e...
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作者：Wang, Yuchung J.; Ip, Edward H.
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Camden; Wake Forest University; Wake Forest Baptist Medical Center
摘要：A distribution is conditionally specified when its model constraints are expressed conditionally. For example, Besag's (1974) spatial model was specified conditioned on the neighbouring states, and pseudolikelihood is intended to approximate the likelihood using conditional likelihoods. There are three issues of interest: existence, uniqueness and computation of a joint distribution. In the literature, most results and proofs are for discrete probabilities; here we exclusively study distributi...
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作者：Scheike, Thomas H.; Zhang, Mei-Jie; Gerds, Thomas A.
作者单位：University of Copenhagen; Medical College of Wisconsin; University of Freiburg
摘要：We suggest a new simple approach for estimation and assessment of covariate effects for the cumulative incidence curve in the competing risks model. We consider a semiparametric regression model where some effects may be time-varying and some may be constant over time. Our estimator can be implemented by standard software. Our simulation study shows that the estimator works well and has finite-sample properties comparable with the subdistribution approach. We apply the method to bone marrow tr...
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作者：Wang, Junhui; Shen, Xiaotong; Liu, Yufeng
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of North Carolina; University of North Carolina Chapel Hill
摘要：Large margin classifiers have proven to be effective in delivering high predictive accuracy, particularly those focusing on the decision boundaries and bypassing the requirement of estimating the class probability given input for discrimination. As a result, these classifiers may not directly yield an estimated class probability, which is of interest itself. To overcome this difficulty, this article proposes a novel method for estimating the class probability through sequential classifications...
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作者：Li, Yi; Prentice, Ross L.; Lin, Xihong
作者单位：Harvard University; University of Washington; University of Washington Seattle; Fred Hutchinson Cancer Center; Harvard University; Harvard T.H. Chan School of Public Health
摘要：We consider a class of semiparametric normal transformation models for right-censored bivariate failure times. Nonparametric hazard rate models are transformed to a standard normal model and a joint normal distribution is assumed for the bivariate vector of transformed variates. A semiparametric maximum likelihood estimation procedure is developed for estimating the marginal survival distribution and the pairwise correlation parameters. This produces an efficient estimator of the correlation p...
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作者：Neumann, Michael H.; Paparoditis, Efstathios
作者单位：Friedrich Schiller University of Jena; University of Cyprus
摘要：We propose a method for the construction of simultaneous confidence bands for a smoothed version of the spectral density of a Gaussian process based on nonparametric kernel estimators obtained by smoothing the periodogram. A studentized statistic is used to determine the width of the band at each frequency and a frequency-domain bootstrap approach is employed to estimate the distribution of the supremum of this statistic over all frequencies. We prove by means of strong approximations that the...
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作者：Oakes, David
作者单位：University of Rochester
摘要：Necessary and sufficient conditions for consistency of a simple estimator of Kendall's tau under bivariate censoring are presented. The results are extended to data subject to bivariate left truncation as well as right censoring.
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作者：Bjornstad, Jan F.; Ytterstad, Elinor
作者单位：UiT The Arctic University of Tromso
摘要：We consider the problem of estimating the population total in two-stage cluster sampling when cluster sizes are known only for the sampled clusters, making use of a population model arising from a variance component model. The problem can be considered as one of predicting the unobserved part Z of the total, and the concept of predictive likelihood is studied. Prediction intervals and a predictor for the population total are derived for the normal case, based on predictive likelihood. For a mo...
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作者：Chang, In Hong; Mukerjee, Rahul
作者单位：Chosun University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：For a general class of empirical-type likelihoods for the population mean, higher-order asymptotics are developed with a view to characterizing its members which allow, for any given prior, the existence of a confidence interval that has approximately correct posterior as well as frequentist coverage. In particular, it is seen that the usual empirical likelihood always allows such a confidence interval, while many of its variants proposed in the literature do not enjoy this property. An explic...
