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作者：Goldwasser, MA; Tian, L; Wei, LJ
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：Suppose that a consistent estimator for an infinite-dimensional parameter can be readily obtained via a set of estimating functions which has a 'good' local linear approximation around the true value of the parameter. However, it may be difficult to estimate the variance function of this estimator well. We show that, if the set of estimating functions evaluated at the true parameter value is 'asymptotically pivotal', then the 'fiducial' distribution of the parameter can be used to approximate ...
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作者：Konishi, S; Ando, T; Imoto, S
作者单位：Kyushu University; University of Tokyo
摘要：By extending Schwarz's (1978) basic idea we derive a Bayesian information criterion which enables us to evaluate models estimated by the maximum penalised likelihood method or the method of regularisation. The proposed criterion is applied to the choice of smoothing parameters and the number of basis functions in radial basis function network models. Monte Carlo experiments were conducted to examine the performance of the nonlinear modelling strategy of estimating the weight parameters by regu...
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作者：Critchley, F; Marriott, P
作者单位：Open University - UK; National University of Singapore
摘要：The likelihood-based influence analysis methodology introduced in Cook (1986) uses a parameterised space of local perturbations of a base model. It is frequently the case that such perturbation schemes involve more parameters of interest and perturbation parameters than there are observations, and hence the perturbation space is often explored rather than estimated, where exploration means discovering the effect on inference of putatively choosing values of perturbation parameters. This paper ...
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作者：Whittemore, AS
作者单位：Stanford University
摘要：We consider the problem of estimating a parameter theta reflecting association between a disease and genotypes of a genetic polymorphism, using nuclear family data. In many applications, some parental genotypes are missing, and the distribution of these genotypes is unknown. Since misspecification of this distribution can bias estimators for theta, we consider estimating functions that are unbiased, regardless of how the distribution is specified. We call the resulting estimators parental-geno...
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作者：Watanabe, T; Omori, Y
作者单位：Tokyo Metropolitan University; University of Tokyo
摘要：This note points out a problem in the multi-move sampler as proposed by Shephard & Pitt (1997) and provides an alternative correct formulation.
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作者：Choudhuri, N; Ghosal, S; Roy, A
作者单位：University System of Ohio; Case Western Reserve University; North Carolina State University; University System of Maryland; University of Maryland Baltimore County
摘要：For a stationary time series, Whittle constructed a likelihood for the spectral density based on the approximate independence of the discrete Fourier transforms of the data at certain frequencies. Whittle's likelihood has been widely used in the literature for constructing estimators. In this paper, we show that, for a Gaussian time series, the Whittle measure is mutually contiguous with the actual distribution of the data. As a consequence, most asymptotic properties of estimators and test st...
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作者：Chen, MH; Dey, DK; Ibrahim, JG
作者单位：University of Connecticut; University of North Carolina; University of North Carolina Chapel Hill
摘要：We propose a general Bayesian criterion for model assessment for categorical data called the weighted L measure, which is constructed from the posterior predictive distribution of the data. The measure is based on weighting the observations according to the sampling variance of their future response vector. The weight component in the weighted L measure plays the role of a penalty term in the criterion, in which a greater weight assigned to covariate values implies a greater penalty term on th...
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作者：Ghosh, M; Maiti, T
作者单位：State University System of Florida; University of Florida; Iowa State University
摘要：We propose pseudo empirical best linear unbiased estimators of small-area means based on natural exponential family quadratic variance function models when the basic data consist of survey-weighted estimators of these means, area-specific covariates and certain summary measures involving the weights. We also provide explicit approximate mean squared errors of these estimators in the spirit of Prasad & Rao (1990), and these estimators can be readily evaluated. A simulation study is undertaken t...
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作者：Dette, H; Kwiecien, R
作者单位：Ruhr University Bochum; RWTH Aachen University
摘要：Classical regression analysis is usually performed in two steps. In a first step an appropriate model is identified to describe the data-generating process and in a second step statistical inference is performed in the identified model. In this paper we investigate a sequential and a non-sequential design strategy, which take into account these different goals of the analysis for a class of nested models. It is demonstrated that non-sequential designs usually identify the 'correct' model with ...
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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 ...
