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作者：Tchetgen, Eric J.; Coull, Brent A.
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimators of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-squared distribution under the null hypothesis that the mixing distribution is correctly specified. This strategy uses an idea...
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作者：Fang, Kai-Tai; Mukerjee, Rahul
作者单位：Hong Kong Baptist University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：With reference to a general class of empirical-type likelihoods, we develop higher-order asymptotics for the frequentist coverage of Bayesian credible sets based on posterior quantiles and highest posterior density. These asymptotics, in turn, characterise members of the class that allow approximate frequentist validity of such sets. It is seen that the usual empirical likelihood does not enjoy this property up to the order of approximation considered here.
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作者：Fryzlewicz, Piotr; Sapatinas, Theofanis; Rao, Suhasini Subba
作者单位：University of Bristol; University of Cyprus
摘要：We consider a locally stationary model for financial log-returns whereby the returns are independent and the volatility is a piecewise-constant function with jumps of an unknown number and locations, defined on a compact interval to enable a meaningful estimation theory. We demonstrate that the model explains well the common characteristics of log-returns. We propose a new wavelet thresholding algorithm for volatility estimation in this model, in which Haar wavelets are combined with the varia...
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作者：Ye, Huajun; Pan, Jianxin
作者单位：University of Manchester
摘要：When used for modelling longitudinal data generalised estimating equations specify a working structure for the within-subject covariance matrices, aiming to produce efficient parameter estimators. However, misspecification of the working covariance structure may lead to a large loss of efficiency of the estimators of the mean parameters. In this paper we propose an approach for joint modelling of the mean and covariance structures of longitudinal data within the framework of generalised estima...
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作者：Cavallini, David; Corradi, Fabio
作者单位：University of Florence
摘要：In this paper we evaluate the characteristics observed both on a crime sample and on individuals included in a database to assess the probability of alternative hypotheses concerning identification. The problem is first addressed by considering a generic characteristic and we demonstrate the problem via a computationally efficient Bayesian network. Then we turn our attention to a heritable DNA trait to show how to evaluate the hypotheses that some individuals, genetically related to the member...
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作者：Coull, Brent A.; Houseman, E. Andres; Betensky, Rebecca A.
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：We consider a multivariate random effects model for clustered binary data that is useful when interest focuses on the association structure among clustered observations. Based on a vector of gamma random effects and a complementary log-log link function, the model yields a likelihood that has closed form, making a frequentist approach to model-fitting straightforward. This closed form yields several advantages over existing methods, including easy inspection of model identifiability and straig...
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作者：Chen, Shu-Chuan; Lindsay, Bruce G.
作者单位：Arizona State University; Arizona State University-Tempe; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：We develop a new method for building a hierarchical tree from binary sequence data. It is based on an ancestral mixture model. The sieve parameter in the model plays the role of time in the evolutionary tree of the sequences. By varying the sieve parameter, one can create a hierarchical tree that estimates the population structure at each fixed backward point in time. Application to the clustering of the mitochondrial DNA sequences of Griffiths & Tavare (1994) shows that the approach performs ...
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作者：Nan, Bin; Yu, Menggang; Kalbfleisch, John D.
作者单位：University of Michigan System; University of Michigan; Indiana University System; Indiana University Indianapolis; University of Michigan System; University of Michigan
摘要：Right-censored data from a classical case-cohort design and a stratified case-cohort design are considered. In the classical case-cohort design the subcohort is obtained as a simple random sample of the entire cohort, whereas in the stratified design this subcohort is elected by independent Bernoulli sampling with arbitrary selection probabilities. For each design and under a linear regression model, methods for estimating the regression parameters are proposed and analysed. These methods are ...
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作者：Steinberg, David M.; Lin, Dennis K. J.
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作者：Chambers, Ray; Tzavidis, Nikos
作者单位：University of Wollongong; University of London; University College London; UCL Institute of Education
摘要：Small area estimation techniques typically rely on regression models that use both covariates and random effects to explain variation between the areas. However, such models also depend on strong distributional assumptions, require a formal specification of the random part of the model and do not easily allow for outlier-robust inference. We describe a new approach to small area estimation that is based on modelling quantilelike parameters of the conditional distribution of the target variable...
