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作者:Qin, J; Zhang, B
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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...
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作者:Mardia, KV; Bookstein, FL; Moreton, IJ
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作者:Salgueiro, MF; Smith, PWF; McDonald, JW
作者单位:Instituto Universitario de Lisboa; University of Southampton
摘要:Asymptotic multivariate normal approximations to the joint distributions of edge exclusion test statistics for saturated graphical Gaussian models are derived. Non-signed and signed square-root versions of the likelihood ratio, Wald and score test statistics are considered. Noncentral chi-squared approximations are also considered for the non-signed versions. These approximations are used to estimate the power of edge exclusion tests and an example is presented.