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作者：Gervini, D; Gasser, T
作者单位：University of Wisconsin System; University of Wisconsin Milwaukee; University of Zurich
摘要：A random sample of curves can be usually thought of as noisy realisations of a compound stochastic process X(t) = Z{W(t)}, where Z(t) produces random amplitude variation and W(t) produces random dynamic or phase variation. In most applications it is more important to estimate the so-called structural mean mu(t) = E{Z(t)} than the crosssectional mean E{X(t)}, but this estimation problem is difficult because the process Z(t) is not directly observable. In this paper we propose a nonparametric ma...
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作者：Zhang, H; Zimmerman, DL
作者单位：Washington State University; University of Iowa
摘要：Two asymptotic frameworks, increasing domain asymptotics and infill asymptotics, have been advanced for obtaining limiting distributions of maximum likelihood estimators of covariance parameters in Gaussian spatial models with or without a nugget effect. These limiting distributions are known to be different in some cases. It is therefore of interest to know, for a given finite sample, which framework is more appropriate. We consider the possibility of making this choice on the basis of how we...
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作者：Cheung, YK
作者单位：Columbia University
摘要：This paper studies the coherence conditions of dose-finding methods in the context of phase I clinical trials, where the objective is to estimate a targeted quantile of the unknown dose-toxicity curve. Most phase I methods are outcome-adaptive, and thus escalate or de-escalate doses for future patients based on the previous observations. An escalation for a new patient is said to be coherent only when the previous patient does not show sign of toxicity. Likewise, a de-escalation is coherent on...
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作者：Uno, H; Tian, L; Wei, LJ
作者单位：Northwestern University; Harvard University
摘要：Suppose that, under a two-level hierarchical model, the distribution of the vector of random parameters is known or can be estimated well. The data are generated via a fixed, but unobservable, realisation of the vector. We derive the smallest confidence region for a specific component of this random vector under a joint Bayesian/frequentist paradigm. On average this optimal region can be much smaller than the corresponding Bayesian highest posterior density region. The new estimation procedure...
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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...
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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：Datta, GS
作者单位：University System of Georgia; University of Georgia
摘要：We provide a simpler derivation of the sampling properties of the maximum likelihood estimators of the parameters in an inverse Gaussian distribution.
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作者：Meinshausen, N; Bühlmann, P
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We propose probabilistic lower bounds for the number of false null hypotheses when testing multiple hypotheses of association simultaneously. The bounds are valid under general and unknown dependence structures between the test statistics. The power of the proposed estimator to detect the full proportion of false null hypotheses is discussed and compared to other estimators. The proposed estimator is shown to deliver a tight probabilistic lower bound for the number of false null hypotheses in ...
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作者：Besag, J; Mondal, D
作者单位：University of Washington; University of Washington Seattle
摘要：We discuss intrinsic autoregressions for a first-order neighbourhood on a two-dimensional rectangular lattice and give an exact formula for the variogram that extends known results to the asymmetric case. We obtain a corresponding asymptotic expansion that is more accurate and more general than previous ones and use this to derive the de Wijs variogram under appropriate averaging, a result that can be interpreted as a two-dimensional spatial analogue of Brownian motion obtained as the limit of...
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作者：Jewell, NP; van der Laan, M; Lei, X
作者单位：University of California System; University of California Berkeley
摘要：For bivariate current status data with univariate monitoring times, the identifiable part of the joint distribution is three univariate cumulative distribution functions, namely the two marginal distributions and the bivariate cumulative distribution function evaluated on the diagonal. We show that smooth functionals of these univariate cumulative distribution functions can be efficiently estimated with easily computed nonparametric maximum likelihood estimators based on reduced data consistin...
