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作者：Jewell, NP; van der Laan, M
作者单位：University of California System; University of California Berkeley
摘要：In this paper, we show that the distribution function of survival times is identified, up to a one-parameter family of distribution functions, based on information from case-control current status data. With supplementary information on the population frequency of cases relative to controls, a simple weighted version of the nonparametric maximum likelihood estimator for prospective current status data provides a natural estimator for case-control samples. Following the parametric results of Sc...
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作者：Kelderman, H
作者单位：Vrije Universiteit Amsterdam
摘要：The one-factor model restricts the covariance structure of the observed variables on the basis of assumptions about their relationship with an unobserved variable. It is hard to justify these assumptions on substantive or empirical grounds. In this paper, alternative measurement models are proposed that are based on exchangeability of variables after admissible scale transformations. They provide an alternative interpretation of the model and do not involve unobserved variables. They also yiel...
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作者：Kuk, AYC
作者单位：National University of Singapore
摘要：A practically important but not so obvious result is that alternating logistic regression is invariant to permutations of the response variables within clusters. In this note, we give a short proof of the invariance result using a pairwise likelihood argument. The same proof can be used to establish invariance for a more general class of estimating equations based on conditional residuals. As it stands, the invariance theory is incomplete because existing standard error estimates are not invar...
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作者：Kim, JK; Fuller, W
作者单位：Yonsei University; Iowa State University
摘要：To compensate for item nonresponse, hot deck imputation procedures replace missing values with values that occur in the sample. Fractional hot deck imputation replaces each missing observation with a set of imputed values and assigns a weight to each imputed value. Under the model in which observations in an imputation cell are independently and identically distributed, fractional hot deck imputation is shown to be an effective imputation procedure. A consistent replication variance estimation...
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作者：Cox, DR; Reid, N
作者单位：University of Oxford; University of Toronto
摘要：For likelihood-based inference involving distributions in which high-dimensional dependencies are present it may be useful to use approximate likelihoods based, for example, on the univariate or bivariate marginal distributions. The asymptotic properties of formal maximum likelihood estimators in such cases are outlined. In particular, applications in which only a single q x 1 vector of observations is observed are examined. Conditions under which consistent estimators of parameters result fro...
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作者：Hall, P; Hyndman, RJ; Fan, YN
作者单位：Australian National University; Monash University; University of New South Wales Sydney
摘要：We study methods for constructing confidence intervals and confidence bands for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that substantial undersmoothing is necessary if coverage properties are not to be impaired. A theoretical analysis of the problem suggests an empirical, plug-in rule for bandwidth choice, optimising the coverage...
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作者：Xia, YC; Zhang, WY; Tong, H
作者单位：National University of Singapore; University of Kent; University of Hong Kong
摘要：Motivated by two practical problems, we propose a new procedure for estimating a semivarying-coefficient model. Asymptotic properties are established which show that the bias of the parameter estimator is of order h(3) when a symmetric kernel is used, where h is the bandwidth, and the variance is of order n(-1) and efficient in the semiparametric sense. Undersmoothing is unnecessary for the root-n consistency of the estimators. Therefore, commonly used bandwidth selection methods can be employ...
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作者：Drton, M; Perlman, MD
作者单位：University of Washington; University of Washington Seattle
摘要：A multivariate Gaussian graphical Markov model for an undirected graph G, also called a covariance selection model or concentration graph model, is defined in terms of the Markov properties, i.e. conditional independences associated with G, which in turn are equivalent to specified zeros among the set of pairwise partial correlation coefficients. By means of Fisher's z-transformation and Sidak's correlation inequality, conservative simultaneous confidence intervals for the entire set of partia...
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作者：Olhede, SC; McCoy, EJ; Stephens, DA
作者单位：Imperial College London
摘要：Seasonally persistent models were first introduced by Andel (1986) and Gray et al. (1989) to extend autoregressive moving-average and fractionally differenced models and to encompass long-memory quasi-periodic behaviour. These models are, for certain ranges of parameters, stationary, and we prove here that the behaviour of the periodogram and other tapered estimators cannot be simply extended from the work of Kunsch (1986) and Hurvich & Beltrao (1993) on long memory induced by a pole at the or...
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作者：Craiu, RV; Duchesne, T
作者单位：University of Toronto; Laval University
摘要：In this paper we propose inference methods based on the Em algorithm for estimating the parameters of a weakly parameterised competing risks model with masked causes of failure and second-stage data. With a carefully chosen definition of complete data, the maximum likelihood estimation of the cause-specific hazard functions and of the masking probabilities is performed via an Em algorithm. Both the E- and m-steps can be solved in closed form under the full model and under some restricted model...
