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作者：Chaganty, NR; Joe, H
作者单位：Old Dominion University; University of British Columbia
摘要：We say that a pair (p, R) is compatible if there exists a multivariate binary distribution with mean vector p and correlation matrix R. In this paper we study necessary and sufficient conditions for compatibility for structured and unstructured correlation matrices. We give examples of correlation matrices that are incompatible with any p. Using our results we show that the parametric binary models of Emrich & Piedmonte (1991) and Qaqish (2003) allow a good range of correlations between the bi...
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作者：Rosenbaum, Paul R.
作者单位：University of Pennsylvania
摘要：There are two treatments, each of which may be applied or withheld, yielding a 2 x 2 factorial arrangement with three degrees of freedom between groups. The differential effect of the two treatments is the effect of applying one treatment in lieu of the other. In randomised experiments, the differential effect is of no more or less interest than other treatment contrasts. Differential effects play a special role in certain observational studies in which treatments are not assigned to subjects ...
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作者：Moller, J.; Pettitt, A. N.; Reeves, R.; Berthelsen, K. K.
作者单位：Aalborg University; Queensland University of Technology (QUT); Aalborg University
摘要：Maximum likelihood parameter estimation and sampling from Bayesian posterior distributions are problematic when the probability density for the parameter of interest involves an intractable normalising constant which is also a function of that parameter. In this paper, an auxiliary variable method is presented which requires only that independent samples can be drawn from the unnormalised density at any particular parameter value. The proposal distribution is constructed so that the normalisin...
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作者：Bartolucci, F; Scaccia, L; Mira, A
作者单位：University of Perugia; University of Macerata; University of Insubria
摘要：We propose a class of estimators of the Bayes factor which is based on an extension of the bridge sampling identity of Meng & Wong (1996) and makes use of the output of the reversible jump algorithm of Green (1995). Within this class we give the optimal estimator and also a suboptimal one which may be simply computed on the basis of the acceptance probabilities used within the reversible jump algorithm for jumping between models. The proposed estimators are very easily computed and lead to a s...
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作者：Chan, KS; Ho, LH; Tong, H
作者单位：University of Iowa; Wichita State University; University of London; London School Economics & Political Science
摘要：We derive some readily verifiable necessary and sufficient conditions for a multivariate non-Gaussian linear process to be time-reversible, under two sets of conditions on the contemporaneous dependence structure of the innovations. One set of conditions concerns the case of independent-component innovations, in which case a multivariate non-Gaussian linear process is time-reversible if and only if the coefficients consist of essentially asymmetric columns with column-specific origins of symme...
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作者：Hall, Peter; Neumeyer, Natalie
作者单位：Australian National University; Ruhr University Bochum
摘要：The objective of this paper is to estimate a bivariate density nonparametrically from a dataset from the joint distribution and datasets from one or both marginal distributions. We develop a copula-based solution, which has potential benefits even when the marginal datasets are empty. For example, if the copula density is sufficiently smooth in the region where we wish to estimate it, the joint density can be estimated with a high degree of accuracy. Similar improvements in performance are ava...
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作者：Benjamini, Yoav; Krieger, Abba M.; Yekutieli, Daniel
作者单位：Tel Aviv University; University of Pennsylvania
摘要：The linear step-up multiple testing procedure controls the false discovery rate at the desired level q for independent and positively dependent test statistics. When all null hypotheses are true, and the test statistics are independent and continuous, the bound is sharp. When some of the null hypotheses are not true, the procedure is conservative by a factor which is the proportion m(0)/m of the true null hypotheses among the hypotheses. We provide a new two-stage procedure in which the linear...
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作者：Chaieb, Lajmi Lakhal; Rivest, Louis-Paul; Abdous, Belkacem
作者单位：Laval University; Laval University
摘要：The product-limit estimator calculated from data subject to random left-truncation relies on the testable assumption of quasi-independence between the failure time and the truncation time. In this paper, we propose a model for a truncated sample of pairs (X-i,Y-i) satisfying Y-i > X-i. A possible dependency between the truncation time and the variable of interest is modelled with a parametric family of copulas. The model also features a distribution function F-X(.) and a survival distribution ...
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作者：Andrei, Adin-Cristian; Murray, Susan
作者单位：University of Michigan System; University of Michigan
摘要：When treatment effects are studied in the context of successive or recurrent life events, separate analyses of the quality-of-life scores and of the inter-event, gap, times might lead to possibly contradictory conclusions. In an attempt to reconcile this, we propose a unitary and more comprehensive nonparametric analysis that combines the two separate analyses by introducing the quality-of-life-adjusted gap time concept. Inverse probability of censoring estimators of the quality-of-life-adjust...
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作者：Botts, CH; Daniels, MJ
作者单位：Williams College; State University System of Florida; University of Florida
摘要：We propose a shrinkage estimator for spectral densities based on a multilevel normal hierarchical model. The first level captures the sampling variability via a likelihood constructed using the asymptotic properties of the periodogram. At the second level, the spectral density is shrunk towards a parametric time series model. To avoid selecting a particular parametric model for the second level, a third level is added which induces an estimator that averages over a class of parsimonious time s...
