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作者：Ho, YHS; Lee, SMS
作者单位：University of Hong Kong
摘要：Beran & Hall's (1993) simple linear interpolation provides a very convenient approach for constructing nonparametric confidence intervals for population quantiles based on a random sample of size n. We show that the coverage error of the interpolated interval, which is of order O(n(-1)), can be improved upon by calibrating the nominal coverage level. Three distinct methods of calibration are considered. The analytical and Monte Carlo methods succeed in reducing the order of coverage error to O...
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作者：Seaman, SR; Richardson, S
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作者：Yang, S; Prentice, R
作者单位：National Institutes of Health (NIH) - USA; NIH National Heart Lung & Blood Institute (NHLBI); Fred Hutchinson Cancer Center
摘要：Standard approaches to semiparametric modelling of two-sample survival data are not appropriate when the two survival curves cross. We introduce a two-sample model that accommodates crossing survival curves. The two scalar parameters of the model have the interpretations of being the short-term and long-term hazard ratios respectively. The time-varying hazard ratio is expressed semiparametrically by the two scalar parameters and an unspecified baseline distribution. The new model includes the ...
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作者：Hall, P; Qiu, PH
作者单位：Australian National University; University of Minnesota System; University of Minnesota Twin Cities
摘要：If Fourier series are used as the basis for inference in deconvolution problems, the effects of the errors factorise out in a way that is easily exploited empirically. This property is the consequence of elementary addition formulae for sine and cosine functions, and is not readily available when one is using methods based on other orthogonal series or on continuous Fourier transforms. It allows relatively simple estimators to be constructed, founded on the addition of finite series rather tha...
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作者：Cai, JW; Fan, JQ; Li, RZ; Zhou, HB
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Princeton University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：In this paper, we propose a penalised pseudo-partial likelihood method for variable selection with multivariate failure time data with a growing number of regression coefficients. Under certain regularity conditions, we show the consistency and asymptotic normality of the penalised likelihood estimators. We further demonstrate that, for certain penalty functions with proper choices of regularisation parameters, the resulting estimator can correctly identify the true model, as if it were known ...
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作者：Brown, BM; Wang, YG
作者单位：National University of Singapore
摘要：A 'pseudo-Bayesian' interpretation of standard errors yields a natural induced smoothing of statistical estimating functions. When applied to rank estimation, the lack of smoothness which prevents standard error estimation is remedied. Efficiency and robustness are preserved, while the smoothed estimation has excellent computational properties. In particular, convergence of the iterative equation for standard error is fast, and standard error calculation becomes asymptotically a one-step proce...
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作者：Hwang, WH; Huggins, R
作者单位：Feng Chia University; La Trobe University
摘要：Part of the folklore of capture-recapture experiments is that ignoring heterogeneity of capture probabilities results in a downward bias. This has been based on experience and simulation studies but is often interpreted as being due to individuals with lower capture probabilities. Here estimating equation arguments are used to show that the effect on Horvitz-Thompson-type estimators of ignoring heterogeneity in capture-recapture experiments is to introduce a downward bias. The arguments are ex...
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作者：Atay-Kayis, A; Massam, H
作者单位：Suleyman Demirel University; York University - Canada
摘要：A centred Gaussian model that is Markov with respect to an undirected graph G is characterised by the parameter set of its precision matrices which is the cone M+(G) of positive definite matrices with entries corresponding to the missing edges of G constrained to be equal to zero. In a Bayesian framework, the conjugate family for the precision parameter is the distribution with Wishart density with respect to the Lebesgue measure restricted to M+(G). We call this distribution the G-Wishart. Wh...
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作者：Schennach, SM
作者单位：University of Chicago
摘要：While empirical likelihood has been shown to exhibit many of the properties of conventional parametric likelihoods, a formal probabilistic interpretation has so far been lacking. We show that a likelihood function very closely related to empirical likelihood naturally arises from a nonparametric Bayesian procedure which places a type of noninformative prior on the space of distributions. This prior gives preference to distributions having a small support and, among those sharing the same suppo...
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作者：Walker, SG; Lijoi, A; Prünster, I
作者单位：University of Kent; University of Pavia
摘要：We deal with strong consistency for Bayesian density estimation. An awkward consequence of inconsistency is described. It is pointed out that consistency at some density f(0) depends on the prior mass assigned to the 'pathological' set of those densities that are close to f(0), in a weak sense, and far apart from f(0), in a Hellinger sense. An analysis of these sets leads to the identification of the notion of 'data tracking'. Specific examples in which this phenomenon cannot occur are discuss...
