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作者：Mammen, Enno; Nielsen, Jens Perch
作者单位：University of Mannheim; City St Georges, University of London
摘要：Very often in survival analysis one has to study martingale integrals where the integrand is not predictable and where the counting process theory of martingales is not directly applicable, as for example in nonparametric and semiparametric applications where the integrand is based on a pilot estimate. We call this the predictability issue in survival analysis. The problem has been resolved by approximations of the integrand by predictable functions which have been justified by ad hoc procedur...
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作者：Yun, Sung-Cheol; Lee, Youngjo; Kenward, Michael G.
作者单位：University of Ulsan; Seoul National University (SNU); University of London; London School of Hygiene & Tropical Medicine
摘要：Most statistical solutions to the problem of statistical inference with missing data involve integration or expectation. This can be done in many ways: directly or indirectly, analytically or numerically, deterministically or stochastically. Missing-data problems can be formulated in terms of latent random variables, so that hierarchical likelihood methods of Lee & Nelder (1996) can be applied to missing-value problems to provide one solution to the problem of integration of the likelihood. Th...
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作者：Ueki, Masao; Fueda, Kaoru
作者单位：Okayama University
摘要：This note presents a direct adjustment of the estimative prediction limit to reduce the coverage error from a target value to third-order accuracy. The adjustment is asymptotically equivalent to those of Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998). It has a simpler form with a plug-in estimator of the coverage probability of the estimative limit at the target value.
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作者：Abbring, Jaap H.; Van den Berg, Gerard J.
作者单位：Vrije Universiteit Amsterdam
摘要：In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications for the specification and empirical analysis of univariate and multivariate duration models.
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作者：Lijoi, Antonio; Mena, Ramses H.; Prunster, Igor
作者单位：University of Pavia; Universidad Nacional Autonoma de Mexico; University of Turin
摘要：We consider the problem of evaluating the probability of discovering a certain number of new species in a new sample of population units, conditional on the number of species recorded in a basic sample. We use a Bayesian nonparametric approach. The different species proportions are assumed to be random and the observations from the population exchangeable. We provide a Bayesian estimator, under quadratic loss, for the probability of discovering new species which can be compared with well-known...
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作者：Reiter, Jerome P.
作者单位：Duke University
摘要：When performing multi-component significance tests with multiply-imputed datasets, analysts can use a Wald-like test statistic and a reference F-distribution. The currently employed degrees of freedom in the denominator of this F-distribution are derived assuming an infinite sample size. For modest complete-data sample sizes, this degrees of freedom can be unrealistic; for example, it may exceed the complete-data degrees of freedom. This paper presents an alternative denominator degrees of fre...
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作者：Goudie, I. B. J.; Jupp, P. E.; Ashbridge, J.
作者单位：University of St Andrews
摘要：We consider maximum likelihood estimation of the size of a target population to which has been added a known number of planted individuals. The standard equal-catchability model used in mark-recapture is assumed to be applicable to the augmented population. After proving the unimodality of the profile likelihood for the target population size, we obtain both the maximum likelihood estimator of this size and interval estimators based on its asymptotic distribution.
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作者：Ma, Yanyuan; Hart, Jeffrey D.
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：A local likelihood estimator for a nonparametric nuisance function is proposed in the context of semiparametric skew-normal distributions. Constraints imposed on such functions result in a nonparametric estimator with a different target function for maximization from classical local likelihood estimators. The optimal asymptotic semiparametric efficiency bound on parameters of interest is achieved by using this estimator in conjunction with an estimating equation formed by summing efficient sco...
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作者：Carvalho, Carlos M.; Massam, Helene; West, Mike
作者单位：Duke University; York University - Canada
摘要：We introduce and exemplify an efficient method for direct sampling from hyper-inverse Wishart distributions. The method relies very naturally on the use of standard junction-tree representation of graphs, and couples these with matrix results for inverse Wishart distributions. We describe the theory and resulting computational algorithms for both decomposable and nondecomposable graphical models. An example drawn from financial time series demonstrates application in a context where inferences...
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作者：Prendergast, Luke A.
作者单位：La Trobe University
摘要：Sliced inverse regression, sliced inverse regression II and sliced average variance estimation are three related dimension-reduction methods that require relatively mild model assumptions. As an approximation for the relative influence of single observations from large samples, the influence function is used to compare the sensitivity of the three methods to particular observational types. The analysis carried out here helps to explain why there is a lack of agreement concerning the preferabil...
