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作者：Taylor, J. E.; Worsley, K. J.; Gosselin, F.
作者单位：Stanford University; McGill University; Universite de Montreal
摘要：A smooth Gaussian random field with zero mean and unit variance is sampled on a discrete lattice, and we are interested in the exceedance probability or P-value of the maximum in a finite region. If the random field is smooth relative to the mesh size, then the P-value can be well approximated by results for the continuously sampled smooth random field (Adler, 1981; Worsley, 1995a; Taylor & Adler, 2003; Adler & Taylor, 2007). If the random field is not smooth, so that adjacent lattice values a...
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作者：Kuroki, Manabu
作者单位：University of Osaka
摘要：We consider the problem of using data in studies with an unobserved treatment/response variable in order to evaluate average causal effects, when cause-effect relationships between variables can be described by a directed acyclic graph and the corresponding recursive factorization of a joint distribution. The paper proposes graphical criteria to test whether average causal effects are identifiable even if a treatment/response variable is unobserved. If the answer is affirmative, we provide fur...
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作者：Samia, Noelle I.; Chan, Kung-Sik; Stenseth, Nils Chr.
作者单位：University of Iowa; University of Oslo
摘要：We introduce the generalized threshold mixed model for piecewise-linear stochastic regression with possibly nonnormal time-series data. It is assumed that the conditional probability distribution of the response variable belongs to the exponential family, and the conditional mean response is linked to some piecewise-linear stochastic regression function. We study the particular case where the response variable equals zero in the lower regime. Some large-sample properties of a likelihood-based ...
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作者：Sen, Bodhisattva; Banerjee, Moulinath
作者单位：University of Michigan System; University of Michigan
摘要：We introduce a method based on a pseudolikelihood ratio for estimating the distribution function of the survival time in a mixed-case interval censoring model. In a mixed-case model, an individual is observed a random number of times, and at each time it is recorded whether an event has happened or not. One seeks to estimate the distribution of time to event. We use a Poisson process as the basis of a likelihood function to construct a pseudolikelihood ratio statistic for testing the value of ...
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作者：Thompson, Elizabeth A.; Geyer, Charles J.
作者单位：University of Washington; University of Washington Seattle; University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider the problem of testing a statistical hypothesis where the scientifically meaningful test statistic is a function of latent variables. In particular, we consider detection of genetic linkage, where the latent variables are patterns of inheritance at specific genome locations. Introduced by Geyer & Meeden (2005), fuzzy p-values are random variables, described by their probability distributions, that are interpreted as p-values. For latent variable problems, we introduce the notion of...
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作者：Bayarri, M. J.; Garcia-Donato, Gonzalo
作者单位：University of Valencia; Universidad de Castilla-La Mancha
摘要：We consider that observations come from a general normal linear model and that it is desirable to test a simplifying null hypothesis about the parameters. We approach this problem from an objective Bayesian, model-selection perspective. Crucial ingredients for this approach are 'proper objective priors' to be used for deriving the Bayes factors. Jeffreys-Zellner-Siow priors have good properties for testing null hypotheses defined by specific values of the parameters in full-rank linear models....
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作者：Kong, Efang; Xia, Yingcun
作者单位：National University of Singapore
摘要：We consider variable selection in the single-index model. We prove that the popular leave-m-out crossvalidation method has different behaviour in the single-index model from that in linear regression models or nonparametric regression models. A new consistent variable selection method, called separated crossvalidation, is proposed. Further analysis suggests that the method has better finite-sample performance and is computationally easier than leave-m-out crossvalidation. Separated crossvalida...
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作者：Oller, Ramon; Gomez, Guadalupe; Calle, M. Luz
作者单位：Universitat de Vic - Universitat Central de Catalunya (UVic-UCC); Universitat de Vic - Universitat Central de Catalunya (UVic-UCC)
摘要：The constant-sum property given in Oller et al. (2004) for censoring models justifies the use of a simplified likelihood to obtain the nonparametric maximum likelihood estimator of the lifetime distribution. In this paper we study the relevance of the constant-sum property in the identifiability of the lifetime distribution. We show that the lifetime distribution is not identifiable outside the class of constant-sum models. We also show that the lifetime probabilities assigned to the observabl...
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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：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.
