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作者：Liechty, JC; Liechty, MW; Müller, P
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Drexel University; University of Texas System; UTMD Anderson Cancer Center
摘要：We propose prior probability models for variance-covariance matrices in order to address two important issues. First, the models allow a researcher to represent substantive prior information about the strength of correlations among a set of variables. Secondly, even in the absence of such information, the increased flexibility of the models mitigates dependence on strict parametric assumptions in standard prior models. For example, the model allows a posteriori different levels of uncertainty ...
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作者：Deville, JC; Tillé, Y
作者单位：Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI); University of Neuchatel
摘要：A balanced sampling design is defined by the property that the Horvitz-Thompson estimators of the population totals of a set of auxiliary variables equal the known totals of these variables. Therefore the variances of estimators of totals of all the variables of interest are reduced, depending on the correlations of these variables with the controlled variables. In this paper, we develop a general method, called the cube method, for selecting approximately balanced samples with equal or unequa...
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作者：Rao, SS
作者单位：Ruprecht Karls University Heidelberg
摘要：We consider the estimation of parameters of a multiple regression model with nonstationary errors. We assume the nonstationary errors satisfy a time-dependent autoregressive process and describe a method for estimating the parameters of the regressors and the time-dependent autoregressive parameters. The parameters are rescaled as in nonparametric regression to obtain the asymptotic sampling properties of the estimators. The method is illustrated with an example taken from global temperature a...
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作者：Lin, XH; Wang, NY; Welsh, AH; Carroll, RJ
作者单位：University of Michigan System; University of Michigan; Texas A&M University System; Texas A&M University College Station; University of Southampton; Texas A&M University System; Texas A&M University College Station
摘要：For independent data, it is well known that kernel methods and spline methods are essentially asymptotically equivalent (Silverman, 1984). However, recent work of Welsh et al. (2002) shows that the same is not true for clustered/longitudinal data. Splines and conventional kernels are different in localness and ability to account for the within-cluster correlation. We show that a smoothing spline estimator is asymptotically equivalent to a recently proposed seemingly unrelated kernel estimator ...
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作者：Joseph, VR
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：The Robbins-Monro procedure does not perform well in the estimation of extreme quantiles, because the procedure is implemented using asymptotic results, which are not suitable for binary data. Here we propose a modification of the Robbins-Monro procedure and derive the optimal procedure for binary data under some reasonable approximations. The improvement obtained by using the optimal procedure for the estimation of extreme quantiles is substantial.
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作者：Fine, JP; Yan, J; Kosorok, MR
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：We consider regression for response and covariates which are temporal processes observed over intervals. A functional generalised linear model is proposed which includes extensions of standard models in multi-state survival analysis. Simple nonparametric estimators of time-indexed parameters are developed using 'working independence' estimating equations and are shown to be uniformly consistent and to converge weakly to Gaussian processes. The procedure does not require smoothing or a Markov a...
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作者：Zhu, HT; Zhang, HP
作者单位：Columbia University; New York State Psychiatry Institute; Yale University
摘要：Cook's (1986) normal curvature measure is useful for sensitivity analysis of model assumptions in statistical models. However, there is no rigorous approach based on the normal curvature for addressing two fundamental issues: to assess the extent of discrepancy between an assumed model and the underlying model from which the data are generated, and to identify suspicious data points for which the discrepancy is most evident. Our purpose is to establish a theoretically sound procedure for resol...
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作者：Hu, ZH; Wang, NY; Carroll, RJ
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：We study the profile-kernel and backfitting methods in partially linear models for clustered/longitudinal data. For independent data, despite the potential root-n inconsistency of the backfitting estimator noted by Rice (1986), the two estimators have the same asymptotic variance matrix, as shown by Opsomer & Ruppert (1999). In this paper, theoretical comparisons of the two estimators for multivariate responses are investigated. We show that, for correlated data, backfitting often produces a l...
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作者：Di Marzio, M; Taylor, CC
作者单位：G d'Annunzio University of Chieti-Pescara; University of Leeds
摘要：This paper proposes an algorithm for boosting kernel density estimates. We show that boosting is closely linked to a previously proposed method of bias reduction and indicate how it should enjoy similar properties. Numerical examples and simulations are used to illustrate the findings, and we also suggest further areas of research.
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作者：Semadeni, C; Davison, AC; Hinkley, DV
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of California System; University of California Santa Barbara
摘要：We use saddlepoint approximation to derive credible intervals for Bayesian wavelet regression estimates. Simulations show that the resulting intervals perform better than the best existing method.
