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作者：Mammen, E; Nielsen, JP
作者单位：Ruprecht Karls University Heidelberg
摘要：We present a general class of nonlinear regression and time series models that we call generalised structured models. The class is a natural generalisation of generalised additive models, and it includes generalised interaction models, structured volatility models, visual GARCH, generalised autoregressive conditional heteroscedasticity, models and varying coefficient models. We discuss estimation principles including smoothing splines and a generalisation of the projection approach of Mammen e...
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作者：Tang, G; Little, RJA; Raghunathan, TE
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; University of Michigan System; University of Michigan
摘要：We consider multivariate regression analysis with missing data in the outcome variables, when the nonresponse mechanism depends on the underlying values of the responses and hence is nonignorable. Related problems include response-biased sampling where data are sampled with probability depending only on the univariate response. Our methods do not require specification of the form of the nonresponse mechanism. We show that, under certain regularity conditions, all the regression parameters can ...
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作者：Du, YL; Akritas, MG; Van Keilegom, I
作者单位：Columbia University; Universite Catholique Louvain; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：The fully nonparametric model for nonlinear analysis of covariance, proposed in Akritas et al. (2000), is considered in the context of censored observations. Under this model, the distributions for each factor level combination and covariate value are not restricted to comply to any parametric or semiparametric model. The data can be continuous or ordinal categorical. The possibility of different shapes of covariate effect in different factor level combinations is also allowed. This generality...
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作者：Holmes, CC; Adams, NM
作者单位：Imperial College London
摘要：Traditionally the neighbourhood size k in the k-nearest-neighbour algorithm is either fixed at the first nearest neighbour or is selected on the basis of a crossvalidation study. In this paper we present an alternative approach that develops the k-nearest-neighbour algorithm using likelihood-based inference. Our method takes the form of a generalised linear regression on a set of k-nearest-neighbour autocovariates. By defining the k-nearest-neighbour algorithm in this way we are able to extend...
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作者：Sasieni, PD; Winnett, A
作者单位：University of London; Queen Mary University London; Cancer Research UK
摘要：The proportional hazards model makes two major assumptions: the hazard ratio is constant over time, and the relationship between the hazard and continuous covariates is log-linear. Methods exist for checking and relaxing each of these assumptions, but in both cases the methods rely on the other assumption being true. Problems can occur if neither of the assumptions is appropriate, or even if only one of the assumptions is appropriate but it is not known which. We propose a new kind of residual...
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作者：Henderson, R; Shimakura, S
作者单位：Lancaster University; Universidade Federal do Parana
摘要：A Poisson-gamma model is introduced to account for between-subjects heterogeneity and within-subjects serial correlation occurring in longitudinal count data. The model extends the usual time-constant shared frailty approach to allow time-varying serially correlated gamma frailty whilst retaining standard marginal assumptions. A composite likelihood approach to estimation and testing for serial correlation is proposed. The work is motivated by a, clinical trial on patient-controlled analgesia ...
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作者：Walker, S
作者单位：University of Bath
摘要：This paper contributes to the theory of Bayesian consistency for a sequence of posterior and predictive distributions arising from an independent and identically distributed sample. A new sufficient condition for posterior Hellinger consistency is presented which provides motivation for recent results appearing in the literature. Such motivation is important since current sufficient conditions are not known to be necessary. It also provides new insights into Bayesian consistency. A new consist...
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作者：Chan, KS; Kristoffersen, AB; Stenseth, NC
作者单位：University of Iowa; University of Oslo; University of Oslo
摘要：We propose a Lagrange multiplier test for additivity based on the Burmann expansion of a conditional mean function. The asymptotic null distribution of the test is shown to be chi(2), under some regularity conditions. In contrast; the Lagrange multiplier test proposed by Chen et al. (1995) is based on the Volterra expansion of-the conditional mean function. We discuss some desirable advantages of the Burmann expansion over the Volterra expansion for nonlinear time series modelling. We also rep...
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作者：Downs, TD
摘要：Methods are introduced for regressing points on the surface of one sphere on points on another. Complex variables and stereographic projection are used to deal with theoretical problems of directional statistics much as they have been used historically to deal with problems in non-Euclidean geometry. The complex plane harbours the group of MobiuS transformations, and stereographic projection is used as a bridge to map these Mobius transforms to regression link functions on the surface of a uni...
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作者：Müller, WG; Pázman, A
作者单位：Comenius University Bratislava
摘要：In this paper we consider optimal design of experiments in the case of correlated observations. We use and further develop the concept of design measures introduced by Pazman & Milller (1998) for the construction of a simple, quick and elegant design algorithm. We support the construction of this algorithm for a general correlation structure by an interpretation in terms of norms. Examples demonstrate that our results are useful for generating exact designs by sampling from the obtained design...
