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作者：Hald, A
作者单位：University of Copenhagen
摘要：Pizzetti's work is considered as bridging the gap between Helmert and Fisher. By means of an orthonormal transformation Pizzetti decomposed the total sum of squares in the linear normal model into its constituent and independent parts, thus providing the theoretical basis for the analysis of variance in the fixed effects model. He calculated a table of the chi(2) distribution, which he used for finding probability limits for sla. He derived the estimates of the components of variance in the ra...
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作者：Cai, T; Wei, LJ; Wilcox, M
作者单位：Harvard University; Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute
摘要：Inference procedures based on the partial likelihood function for the Cox proportional hazards model have been generalised to the case in which the data consist of a large number of independent small groups of correlated failure time observations (Lee, Wei & Amato, 1992; Liang, Self & Chang, 1993; Cai & Prentice, 1997). However, the Cox model may not fit the data well. A class of linear transformation models, which includes the proportional hazards and odds models as special cases, has been st...
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作者：Robins, JM; Wang, NS
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Texas A&M University System; Texas A&M University College Station
摘要：We derive an estimator of the asymptotic variance of both single and multiple imputation estimators. We assume a parametric imputation model but allow for non- and semiparametric analysis models. Our variance estimator, in contrast to the estimator proposed by Rubin (1987), is consistent even when the imputation and analysis models are misspecified and incompatible with one another.
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作者：Cribari-Neto, F; Ferrari, SLP; Cordeiro, GM
作者单位：Universidade Federal de Pernambuco; Universidade de Sao Paulo; Universidade Federal da Bahia
摘要：The heteroscedasticity-consistent covariance matrix estimator proposed by White (1980) is commonly used in practical applications and is implemented into a number of pieces of statistical software. However, although consistent, it can display substantial bias in small to moderately large samples, as shown by Monte Carlo simulations elsewhere. This paper defines modified White estimators which are approximately bias-free. Numerical results show that the modified estimators display much smaller ...
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作者：Kent, JT; Dryden, IL; Anderson, CR
作者单位：University of Leeds; University of Nottingham
摘要：Grenander & Miller (1994) describe a model for representing amorphous two-dimensional objects with no obvious landmark. Each object is represented by n vertices around its perimeter, and is described by deforming an n-sided regular polygon using edge transformations. A multivariate normal distribution with a block circulant covariance matrix is used to model these edge transformations. The purpose of this paper is to describe in detail the statistical properties of this multivariate model and ...
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作者：Yeo, IK; Johnson, RA
作者单位：Kangwon National University; University of Wisconsin System; University of Wisconsin Madison
摘要：We introduce a new power transformation family which is well defined on the whole real line and which is appropriate for reducing skewness and to approximate normality. It has properties similar to those of the Box-Cox transformation for positive variables, The large-sample properties of the transformation are investigated in the contect of a single random sample.
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作者：Choi, E; Hall, P
作者单位：Australian National University
摘要：Motivated by spatial data on earthquake epicentres, we consider the problem of estimating properties of poles in point-process intensity functions. Our methods are semiparametric, requiring only 'asymptotic' models for the intensity. They produce estimates of the locations and strengths of poles. Strength is expressed in terms of an exponent of regular variation, and is simply related to the correlation dimension of the underlying point process. It is argued that existing methods for estimatin...
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作者：Seber, GAF; Nyangoma, SO
作者单位：University of Auckland
摘要：Ordinary residuals from linear models are useful for diagnostic purposes. Unfortunately residuals from nonlinear models do not share the same useful properties, and Cook & Tsai (1985) introduced so-called projected residuals which overcome some of the problems. After setting up some second-order asymptotics, we briefly discuss various residuals used currently for multinomial models and introduce some new diagnostics including projected residuals. Two examples, from genetics and psychology, are...
