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作者：Green, Peter J.; Mardia, Kanti V.
作者单位：University of Bristol; University of Leeds
摘要：An important problem in shape analysis is to match configurations of points in space after filtering out some geometrical transformation. In this paper we introduce hierarchical models for such tasks, in which the points in the configurations are either unlabelled or have at most a partial labelling constraining the matching, and in which some points may only appear in one of the configurations. We derive procedures for simultaneous inference about the matching and the transformation, using a ...
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作者：Lee, A. J.; Scott, A. J.; Wild, C. J.
作者单位：University of Auckland
摘要：In a case-augmented study, measurements on a random sample from a population are augmented by information from an independent sample of cases, that is units with some characteristic of interest. We show that inferences about the effect of the covariates on the probability of being a case can be made by fitting a modified prospective likelihood. We also show that this procedure is fully efficient.
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作者：Cheng, Ming-Yen; Hall, Peter; Tu, Dongsheng
作者单位：National Taiwan University; Australian National University; Queens University - Canada; Canadian Cancer Trials Group
摘要：We suggest a completely empirical approach to the construction of confidence bands for hazard functions, based on smoothing the Nelsen-Aalen estimator. In particular, we introduce a local bandwidth-choice method. Our approach uses empirical information about both the survival rate and the censoring rate, and employs undersmoothing to alleviate difficulties caused by bias. We use both Edgeworth expansion and numerical simulation, the former to develop a basic formula and the latter to modify it...
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作者：Tian, Lu; Cai, Tianxi
作者单位：Northwestern University; Harvard University
摘要：This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time model for current status and interval censored data. The estimator is constructed by inverting a Wald-type test for testing a null proportional hazards model. A numerically efficient Markov chain Monte Carlo based resampling method is proposed for obtaining simultaneously the point estimator and a consistent estimator of its variance-covariance matrix. We illustrate our ap...
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作者：Steinberg, David M.; Lin, Dennis K. J.
作者单位：Tel Aviv University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：The Latin hypercube design is a popular choice of experimental design when computer simulation is used to study a physical process. These designs guarantee uniform samples for the marginal distribution of each single input. A number of methods have been proposed for extending the uniform sampling to higher dimensions.We show how to construct Latin hypercube designs in which all main effects are orthogonal. Our method can also be used to construct Latin hypercube designs with low correlation of...
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作者：Butler, Neil A.
作者单位：University of Nottingham
摘要：Blocking of two-level factorial designs is considered for block sizes 2 and 4 using the method of fractional partial confounding. A-, D- and E-optimal designs are obtained for block size 2 within the class of orthogonal designs for which main effects and two-factor interactions are all orthogonal to each other before allowing for blocking. A-, D- and E-optimal designs are obtained for block size 4 within the class of orthogonal designs with main effects orthogonal to blocks. The designs obtain...
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作者：Matsuda, Yasumasa
作者单位：Tohoku University
摘要：A graphical model for multivariate time series is a concept extended by Dahlhaus (2000) from that for a random vector to a multivariate time series. We propose a test statistic for identifying the model based on the Kullback-Leibler divergence between two graphical models. The null distribution is shown to be asymptotically normal with mean and variance which depend just on the dimensions of the graphs.
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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...
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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：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...
