-
作者：Fang, KT; Mukerjee, R
作者单位：Hong Kong Baptist University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：We consider a very general class of empirical discrepancy statistics that includes the Cressie-Read discrepancy statistics and, in particular, the empirical likelihood ratio statistic. Higher-order asymptotics for expected lengths of associated confidence intervals are investigated. An explicit formula is worked out and its use for comparative purposes is discussed. It is seen that the empirical likelihood ratio statistic, which enjoys interesting second-order power properties, loses much of i...
-
作者：Marshall, AW; Olkin, I
-
作者：Qin, J; Zhang, B
作者单位：National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID); University System of Ohio; University of Toledo
摘要：Marginal likelihood and conditional likelihood are often used for eliminating nuisance parameters. For a parametric model, it is well known that the full likelihood can be decomposed into the product of a conditional likelihood and a marginal likelihood. This property is less transparent in a nonparametric or semiparametric likelihood setting. In this paper we show that this nice parametric likelihood property can be carried over to the empirical likelihood world. We discuss applications in ca...
-
作者：Seaman, SR; Richardson, S
-
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 ...
-
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...
-
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...
-
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.
-
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...
-
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 ...
