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作者：Falconer, Kenneth; Fernandez, Carmen
作者单位：University of St Andrews; Spanish Institute of Oceanography
摘要：We consider Bayesian inference via Markov chain Monte Carlo for a variety of fractal Gaussian processes on the real line. These models have unknown parameters in the covariance matrix, requiring inversion of a new covariance matrix at each Markov chain Monte Carlo iteration. The processes have no suitable independence properties so this becomes computationally prohibitive. We surmount these difficulties by developing a computational algorithm for likelihood evaluation based on a 'multiresoluti...
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作者：Glidden, David V.
作者单位：University of California System; University of California San Francisco
摘要：Frailty and copula models specify a parametric dependence structure for multivariate failure-time data. Estimation of some joint quantities can be highly sensitive to the assumed parametric form, and hence model fit is an important issue. This paper lays out a general diagnostic framework for evaluating and selecting frailty and copula models. The approach is based on the cumulative sum of residuals that are calculated in bivariate time. The residuals reflect the difference between the observe...
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作者：Lahiri, Soumendra N.; Maiti, Tapabrata; Katzoff, Myron; Parsons, Van
作者单位：Iowa State University; Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS)
摘要：Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the literature is sparse for nonlinear mixed models under nonnormality of the error distribution or of the mixing distributions. We develop a resampling-based unified approach for predicting mixed effects under a generalized mixed model set-up. Second-order-accura...
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作者：Shao, Yongwu; Cook, R. Dennis; Weisberg, Sanford
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We present a new computationally feasible test for the dimension of the central subspace in a regression problem based on sliced average variance estimation. We also provide a marginal coordinate test. Under the null hypothesis, both the test of dimension and the marginal coordinate test involve test statistics that asymptotically have chi-squared distributions given normally distributed predictors, and have a distribution that is a linear combination of chi-squared distributions in general.
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作者：Geyer, Charles J.; Wagenius, Stuart; Shaw, Ruth G.
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities
摘要：We present a new class of statistical models, designed for life history analysis of plants and animals, that allow joint analysis of data on survival and reproduction over multiple years, allow for variables having different probability distributions, and correctly account for the dependence of variables on earlier variables. We illustrate their utility with an analysis of data taken from an experimental study of Echinacea angustifolia sampled from remnant prairie populations in western Minnes...
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作者：Ando, Tomohiro
作者单位：Keio University
摘要：The problem of evaluating the goodness of the predictive distributions of hierarchical Bayesian and empirical Bayes models is investigated. A Bayesian predictive information criterion is proposed as an estimator of the posterior mean of the expected loglikelihood of the predictive distribution when the specified family of probability distributions does not contain the true distribution. The proposed criterion is developed by correcting the asymptotic bias of the posterior mean of the loglikeli...
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作者：Wang, Yuanjia; Clark, Lorraine N.; Marder, Karen; Rabinowitz, Daniel
作者单位：Columbia University; Columbia University; Columbia University; Columbia University
摘要：We present a nonparametric estimator of genotype-specific age-at-onset distributions from kin-cohort data. Standard error calculations. are derived and the methodology is illustrated through an analysis of the influence of mutations of the Parkin gene on Parkinson's disease. Semiparametric efficiency considerations are briefly discussed.
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作者：Chen, Y. Q.; Yang, J.; Cheng, S.; Jackson, J. B.
作者单位：Fred Hutchinson Cancer Center; University of California System; University of California Berkeley; University of California System; University of California Berkeley; University of California System; University of California San Francisco; Johns Hopkins University
摘要：To assess treatment efficacy in clinical trials, certain clinical outcomes are repeatedly measured over time for the same subject. The difference in their means may characterize a treatment effect. Since treatment effectiveness lag and saturation times may exist, erosion of treatment effect often occurs during the observation period. Instead of using models based on ad hoc parametric or purely nonparametric time-varying coefficients, we model the treatment effectiveness durations, which are th...
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作者：Rosen, Ori; Stoffer, David S.
作者单位：University of Texas System; University of Texas El Paso; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：The classical method for estimating the spectral density of a multivariate time series is first to calculate the periodogram, and then to smooth it to obtain a consistent estimator. Typically, to ensure the estimate is positive definite, all the elements of the periodogram. are smoothed the same way. There are, however, many situations for which different components of the spectral matrix have different degrees of smoothness. We propose a Bayesian approach that uses Markov chain Monte Carlo te...
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作者：Lin, Wei; Kulasekera, K. B.
作者单位：University System of Ohio; Ohio University; Clemson University
摘要：We provide a proof for the identifiability for both single-index models and partially linear single-index models assuming only the continuity of the regression function, a condition much weaker than the differentiability conditions assumed in the existing literature. Our discussion is then extended to the identifiability of the additive-index models.
