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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：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...
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作者：Tang, BX
作者单位：Simon Fraser University
摘要：Regular fractional factorial designs with clear two-factor interactions provide a useful class of designs that are robust to nonnegligible two-factor interactions. In this paper, the concept of clear two-factor interactions is generalised to orthogonal arrays. The new concept leads to a much wider class of designs robust to nonnegligible two-factor interactions. We study the existence and construction of such designs. The designs we construct have a structure that render themselves particularl...
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作者：Bortnick, SM; Dean, AM; Santner, TJ
作者单位：University System of Ohio; Ohio State University
摘要：The problem of providing lower confidence bounds for the mean improvements of p >= 2 test treatments over a control treatment is considered. The expected average and expected maximum allowances are two criteria for comparing different systems of confidence intervals or bounds. In this paper, lower bounds are derived for the expected average allowance and the expected maximum allowance of Dunnett's simultaneous lower confidence bounds for the p mean improvements. These lower bounds hold for any...
