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作者:Hall, P; Neeman, A; Pakyari, R; Elmore, R
作者单位:Australian National University
摘要:We consider mixture models in which the components of data vectors from any given subpopulation are statistically independent, or independent in blocks. We argue that if, under this condition of independence, we take a nonparametric view of the problem and allow the number of subpopulations to be quite general, the distributions and mixing proportions can often be estimated root-n consistently. Indeed, we show that, if the data are k-variate and there are p subpopulations, then for each p >= 2...
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作者:Qin, J; Zhang, B
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作者:Breidt, FJ; Claeskens, G; Opsomer, JD
作者单位:Colorado State University System; Colorado State University Fort Collins; KU Leuven; Iowa State University
摘要:Estimation of finite population totals in the presence of auxiliary information is considered. A class of estimators based on penalised spline regression is proposed. These estimators are weighted linear combinations of sample observations, with weights calibrated to known control totals. They allow straightforward extensions to multiple auxiliary variables and to complex designs. Under standard design conditions, the estimators are design consistent and asymptotically normal, and they admit c...
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作者:Lindqvist, BH; Taraldsen, G
作者单位:Norwegian University of Science & Technology (NTNU); SINTEF
摘要:In this paper we derive general formulae suitable for Monte Carlo computation of conditional expectations of functions of a random vector given a sufficient statistic. The problem of direct sampling from the conditional distribution is considered in particular. It is shown that this can be done by a simple parameter adjustment of the original statistical model, provided the model has a certain pivotal structure. A connection with a classical problem regarding fiducial and posterior distributio...
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作者:Zhou, M
作者单位:University of Kentucky
摘要:We use the empirical likelihood method to derive a test and thus a confidence interval based on the rank estimators of the regression coefficient in the accelerated failure time model. Standard chi-squared distributions are used to calculate the p-value and to construct the confidence interval. Simulations and examples show that the chi-squared approximation to the distribution of the log empirical likelihood ratio performs well, and has some advantages over the existing methods.
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作者:Vaida, F; Blanchard, S
作者单位:University of California System; University of California San Diego; Frontier Science Foundation
摘要:This paper focuses on the Akaike information criterion, AIC, for linear mixed-effects models in the analysis of clustered data. We make the distinction between questions regarding the population and questions regarding the particular clusters in the data. We show that the AIC in current use is not appropriate for the focus on clusters, and we propose instead the conditional Akaike information and its corresponding criterion, the conditional AIC, cAIC. The penalty term in cAIC is related to the...
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作者:Xu, HQ
作者单位:University of California System; University of California Los Angeles
摘要:The Nordstrom-Robinson code is a well-known nonlinear code in coding theory. This paper explores the statistical properties of this nonlinear code. Many nonregular designs with 32, 64, 128 and 256 runs and 7-16 factors are derived from it. It is shown that these nonregular designs are better than regular designs of the same size in terms of resolution, aberration and projectivity. Furthermore, many of these nonregular designs are shown to have generalised minimum aberration among all possible ...
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作者:Behseta, S; Kass, RE; Wallstrom, GL
作者单位:California State University System; California State University Bakersfield; Carnegie Mellon University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Carnegie Mellon University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要:In many applications of functional data analysis, summarising functional variation based on fits, without taking account of the estimation process, runs the risk of attributing the estimation variation to the functional variation, thereby overstating the latter. For example, the first eigenvalue of a sample covariance matrix computed from estimated functions may be biased upwards. We display a set of estimated neuronal Poisson-process intensity functions where this bias is substantial, and we ...
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作者:Datta, GS; Rao, JNK; Smith, DD
作者单位:University System of Georgia; University of Georgia; Carleton University; Tennessee Technological University
摘要:In this paper based on a basic area level model we obtain second-order accurate approximations to the mean squared error of model-based small area estimators, using the Fay & Herriot (1979) iterative method of estimating the model variance based on weighted residual sum of squares. We also obtain mean squared error estimators unbiased to second order. Based on simulations, we compare the finite-sample performance of our mean squared error estimators with those based on method-of-moments, maxim...
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作者:Kolaczyk, ED; Nowak, RD
作者单位:Boston University; University of Wisconsin System; University of Wisconsin Madison
摘要:We present a method for extracting information about both the scale and trend of local components of an inhomogeneous function in a nonparametric generalised linear model. Our multiscale framework combines recursive partitions, which allow for the incorporation of scale in a natural manner, with systems of piecewise polynomials supported on the partition intervals, which serve to summarise the smooth trend within each interval. Our estimators are formulated as solutions of complexity-penalised...