-
作者：Li, GD; Li, WK
作者单位：University of Hong Kong
摘要：The recent paper by Peng & Yao (2003) gave an interesting extension of least absolute deviation estimation to generalised autoregressive conditional heteroscedasticity, GARCH, time series models. The asymptotic distributions of absolute residual autocorrelations and squared residual autocorrelations from the GARCH model estimated by the least absolute deviation method are derived in this paper. These results lead to two useful diagnostic tools which can be used to check whether or not a GARCH ...
-
作者：Varin, C; Vidoni, P
作者单位：University of Padua; University of Udine
摘要：A composite likelihood consists of a combination of valid likelihood objects, usually related to small subsets of data. The merit of composite likelihood is to reduce the computational complexity so that it is possible to deal with large datasets and very complex models, even when the use of standard likelihood or Bayesian methods is not feasible. In this paper, we aim to suggest an integrated, general approach to inference and model selection using composite likelihood methods. In particular,...
-
作者：Tseng, YK; Hsieh, FS; Wang, JL
作者单位：University of California System; University of California Davis
摘要：The accelerated failure time model is an attractive alternative to the Cox model when the proportionality assumption fails to capture the relationship between the survival time and longitudinal covariates. Several complications arise when the covariates are measured intermittently at different time points for different subjects, possibly with measurement errors, or measurements are not available after the failure time. Joint modelling of the failure time and longitudinal data offers a solution...
-
作者：Ha, ID; Lee, Y
作者单位：Daegu Haany University; Seoul National University (SNU)
摘要：Hierarchical likelihood provides a statistically efficient procedure for frailty models. Recently, a method using the computationally attractive orthodox best linear unbiased predictor has been proposed; this uses Pearson-type estimation. We compare both approaches and discuss their relative merits. With semiparametric frailty models difficulties can arise for the orthodox method, if the number of nuisance parameters increases with the sample size. This difficulty is avoided by the use of the ...
-
作者：Johnson, BA; Tsiatis, AA
作者单位：University of North Carolina; University of North Carolina Chapel Hill; North Carolina State University
摘要：Once treatment is found to be effective in clinical studies, attention often focuses on optimum or efficacious treatment delivery. In treatment duration-response studies, the optimum treatment delivery refers to the treatment length that optimises the mean response. In many studies, the treatment length is often left to the discretion of an attending investigator or physician but may be abruptly terminated because of treatment-terminating events. Thus, a recommended treatment length often deli...
-
作者：Allen, AS; Satten, GA; Tsiatis, AA
作者单位：Duke University; Duke University; Centers for Disease Control & Prevention - USA; North Carolina State University
摘要：Modelling human genetic variation is critical to understanding the genetic basis of complex disease. The Human Genome Project has discovered millions of binary DNA sequence variants, called single nucleotide polymorphisms, and millions more may exist. As coding for proteins takes place along chromosomes, organisation of polymorphisms along each chromosome, the haplotype phase structure, may prove to be most important in discovering genetic variants associated with disease. As haplotype phase i...
-
作者：Ritz, C; Skovgaard, IM
作者单位：University of Copenhagen
摘要：For submodels of an exponential family, we consider likelihood ratio tests for hypotheses that render some parameters nonidentifiable. First, we establish the asymptotic equivalence between the likelihood ratio test and the score test. Secondly, the score-test representation is used to derive the asymptotic distribution of the likelihood ratio test. These results are derived for general submodels of an exponential family without assuming compactness of the parameter space. We then exemplify th...
-
作者：Lam, KF; Xue, HQ
作者单位：University of Hong Kong; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS
摘要：This paper considers the analysis of current status data with a cured proportion in the population using a mixture model that combines a logistic regression formulation for the probability of cure with a semiparametric regression model for the time to occurrence of the event. The semiparametric regression model belongs to the flexible class of partly linear models that allows one to explore the possibly nonlinear effect of a certain covariate on the response variable. A sieve maximum likelihoo...
-
作者：Lawless, JF; Fredette, M
作者单位：University of Waterloo; Universite de Montreal; HEC Montreal
摘要：We consider parametric frameworks for the prediction of future values of a random variable Y, based on previously observed data X. Simple pivotal methods for obtaining calibrated prediction intervals are presented and illustrated. Frequentist predictive distributions are defined as confidence distributions, and their utility is demonstrated. A simple pivotal-based approach that produces prediction intervals and predictive distributions with well-calibrated frequentist probability interpretatio...
-
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...
