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作者:Mukerjee, R; Dey, A; Chatterjee, K
作者单位:Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; Indian Statistical Institute; Indian Statistical Institute Delhi
摘要:The current literature on fractional factorial plans in block designs centres around orthogonal blocking which may not, however, always be attainable because of practical restrictions on the block size. For general factorials, including asymmetric ones, sufficient conditions are indicated in this paper for a main effect plan to be universally optimal under possibly non-orthogonal blocking. A construction procedure is given using generalised Youden designs in conjunction with orthogonal arrays....
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作者:King, R; Brooks, SP
作者单位:University of Cambridge
摘要:Extending the work of Dupuis (1995), we motivate a range of biologically plausible models for multiple-site capture-recapture and show how the original Gibbs sampling algorithm of Dupuis can be extended to obtain posterior model probabilities using reversible jump Markov chain Monte Carlo. This model selection procedure improves upon previous analyses in two distinct ways. First, Bayesian model averaging provides a robust parameter estimation technique which properly incorporates model uncerta...
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作者:Grabarnik, P; Chiu, SN
作者单位:Russian Academy of Sciences; Pushchino Scientific Center for Biological Research (PSCBI) of the Russian Academy of Sciences; Institute of Physicohemical & Biological Problems of Soil Science; Hong Kong Baptist University
摘要:A goodness-of-fit test statistic for spatial point processes is proposed and shown to have an asymptotic chi-squared distribution if the underlying point process is Poisson. Simulations demonstrate that the test, when testing for complete spatial randomness, is more sensitive to mixtures of regular and clustered point processes than the tests using the nearest neighbour distance distribution, the second- or third-order characteristics.
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作者:Severini, TA
作者单位:Northwestern University
摘要:In a parametric model the maximum likelihood estimator of a parameter of interest may be viewed as the solution to the equation l'(p)(psi) = 0, where l(p) denotes the profile loglikelihood function. It is well known that the estimating function l'p (psi) is not unbiased and that this bias can, in some cases, lead to poor estimates of psi. An alternative approach is to use the modified profile likelihood function, or an approximation to the modified profile likelihood function, which yields an ...
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作者:Daniels, MJ; Pourahmadi, M
作者单位:Iowa State University; Northern Illinois University
摘要:Parsimonious modelling of the within-subject covariance structure while heeding its positive-definiteness is of great importance in the analysis of longitudinal data. Using the Cholesky decomposition and the ensuing unconstrained and statistically meaningful reparameterisation, we provide a convenient and intuitive framework for developing conditionally conjugate prior distributions for covariance matrices and show their connections with generalised inverse Wishart priors. Our priors offer man...
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作者:Chen, J; Sitter, RR; Wu, C
作者单位:University of Waterloo; Simon Fraser University
摘要:Design weights in surveys are often adjusted to accommodate auxiliary information and to meet pre-specified range restrictions, typically via some ad hoc algorithmic adjustment to a generalised regression estimator. In this paper, we present a simple solution to this problem using empirical likelihood methods or generalised regression. We first develop algorithms for computing empirical likelihood estimators and model-calibrated empirical likelihood estimators. The first algorithm solves the c...
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作者:Severini, TA; Mukerjee, R; Ghosh, M
作者单位:Northwestern University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; State University System of Florida; University of Florida
摘要:The paper considers priors which are right invariant with respect to the Haar measure. It is shown that the posterior coverage probabilities of certain invariant Bayesian predictive regions exactly match the corresponding frequentist probabilities. Several examples are given to illustrate the main result.
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作者:Downs, TD; Mardia, KV
作者单位:University of Leeds
摘要:A new model for an angular regression link function is introduced. The model employs an angular scale parameter, incorporates proper and improper rotations as special cases, and is equivalent to the Mobius circle mapping for complex variables. Desirable properties of the circle mapping carry over to angular regression. Parameter estimation and inferential methods are developed and illustrated.
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作者:Gabriel, KR
作者单位:University of Rochester
摘要:The present paper examines proportional goodness of fit to variables recorded on individuals, the variances and covariances of the variables, and the form and distances between individuals. No single plot displays all three optimally in the sense of least squares. However, even aspects which are non-optimally fitted by biplots and Benzecri plots often closely preserve the optimal fit. This is shown by means of a preservation-of-fit function which depends on the type of display and on the ratio...
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作者:Biswas, A; Chaudhuri, P
作者单位:Indian Statistical Institute; Indian Statistical Institute Kolkata; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要:We consider experimental designs in a regression set-up where the unknown regression function belongs to a known family of nested linear models. The objective of our design is to select the correct model from the family of nested models as well as to estimate efficiently the parameters associated with that model. We show that our proposed design is able to choose the true model with probability tending to one as the number of trials grows to infinity. We also establish that our selected design...