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作者：He, XM; Zhu, ZY; Fung, WK
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; East China Normal University; University of Hong Kong
摘要：This paper considers an extension of M-estimators in semiparametric models for independent observations to the case of longitudinal data. We approximate the nonparametric function by a regression spline, and any M-estimation algorithm for the usual linear models can then be used to obtain consistent estimators of the model and valid large-sample inferences about the regression parameters without any specification of the error distribution and the covariance structure. Included as special cases...
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作者：Tardella, L
作者单位：Sapienza University Rome
摘要：The intrinsic heterogeneity of individuals is a potential source of bias in estimation procedures for capture-recapture models. To account for this heterogeneity in the model a hierarchical structure has been proposed whereby the probabilities that each animal is caught on a single occasion are modelled as independent draws from a common unknown distribution F. However, there is general agreement that modelling F by a simple parametric curve may lead to unsatisfactory results. Here we propose ...
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作者：Nott, DJ; Dunsmuir, WTM
作者单位：University of New South Wales Sydney
摘要：We introduce a method for estimating nonstationary spatial covariance structure from space-time data and apply the method to an analysis of Sydney wind patterns. Our method constructs a process honouring a given spatial covariance matrix at observing stations and uses one or more stationary processes to describe conditional behaviour given observing site values. The stationary processes give a localised description of the spatial covariance structure. The method is computationally attractive, ...
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作者：Oakley, J; O'Hagan, A
作者单位：University of Sheffield
摘要：We consider a problem of inference for the output of a computationally expensive computer model. We suppose that the model is to be used in a context where the values of one or more inputs are uncertain, so that the input configuration is a random variable. We require to make inference about the induced distribution of the output. This distribution is called the uncertainty distribution, and the general problem is known to users of computer models as uncertainty analysis. To be specific, we de...
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作者：Bandeen-Roche, K; Liang, KY
作者单位：Johns Hopkins University
摘要：There has been much research on analysing multivariate failure times, but little that has accommodated failures that arise in the presence of a competing failure process. This paper studies the problem of describing associations among times to such failures. It proposes a modified conditional hazard ratio measure of association that is tailored to competing risks data, develops frailty models and a nonparametric method for describing the proposed measure, and contrasts estimation by proposed m...
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作者：Fu, B; Li, WK; Fung, WK
作者单位：University of Hong Kong
摘要：We give several definitions of residual autocorrelations and derive their joint asymptotic distribution for the panel time series model of Hjellvik & Tjostheim (1999a). A portmanteau goodness-of-fit test arises naturally from the asymptotic distribution. Simulation results show that the asymptotic standard errors compared satisfactorily with the empirical standard errors, that the goodness-of-fit test has reasonable empirical size, and that it is powerful enough to be useful with a modest samp...
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作者：Fuentes, M
作者单位：North Carolina State University
摘要：We propose a nonstationary periodogram and various parametric approaches for estimating the spectral density of a nonstationary spatial process. We also study the asymptotic properties of the proposed estimators via shrinking asymptotics, assuming the distance between neighbouring observations tends to zero as the size of the observation region grows without bound. With this type of asymptotic model we can uniquely determine the spectral density, avoiding the aliasing problem. We also present ...
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作者：Eguchi, S; Copas, J
作者单位：Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan; University of Warwick
摘要：In two-group discriminant analysis, the Neyman-Pearson Lemma establishes that the ROC, receiver operating characteristic, curve for an arbitrary linear function is everywhere below the ROC curve for the true likelihood ratio. The weighted area between these two curves can be used as a risk function for finding good discriminant functions. The weight function corresponds to the objective of the analysis, for example to minimise the expected cost of misclassification, or to maximise the area und...
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作者：Martinussen, T; Scheike, TH
作者单位：University of Copenhagen; University of Copenhagen
摘要：We present a new additive-multiplicative hazard model which consists of two components. The first component contains additive covariate effects through an additive Aalen model while the second component contains multiplicative covariate effects through a Cox regression model. The Aalen model allows for time-varying covariate effects, while the Cox model allows only a common time-dependence through the baseline. Approximate maximum likelihood estimators are derived by solving the simultaneous s...
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作者：Carota, C; Parmigiani, G
作者单位：University of Turin; Johns Hopkins University
摘要：We introduce a class of Bayesian semiparametric models for regression problems in which the response variable is a count. Our goal is to provide a flexible, easy-to-implement and robust extension of generalised linear models, for datasets of moderate or large size. Our approach is based on modelling the distribution of the response variable using a Dirichlet process, whose mean distribution function is itself random and is given a parametric form, such as a generalised linear model. The effect...
