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作者：Kosorok, MR
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：A simple, nonparametric two-sample test for equality of a given collection of quantiles is developed which can be applied to a variety of empirical distribution functions, including the Kaplan-Meier estimator, a self-consistent estimator for doubly-censored data and an estimator for repeated measures data. The null hypothesis tested is that the quantiles are equal but other aspects of the distributions may differ between the two samples. This procedure can also be applied to quantile testing i...
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作者：Jorgensen, B; Lundbye-Christensen, S; Song, PXK; Sun, L
作者单位：University of Southern Denmark; Aalborg University; York University - Canada; University of British Columbia
摘要：We propose a nonstationary state space model for multivariate longitudinal count data driven by a latent gamma Markov process. The Poisson counts are assumed to be conditionally independent given the latent process, both over time and across categories. We consider a regression model where time-varying covariates may enter via either the Poisson model or the latent gamma process. Estimation is based on the Kalman smoother, and we consider analysis of residuals from both the Poisson model and t...
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作者：Brown, PJ; Fearn, T; Vannucci, M
作者单位：University of Kent; University of London; University College London; Texas A&M University System; Texas A&M University College Station
摘要：We consider the choice of explanatory variables in multivariate linear regression. Our approach balances prediction accuracy against costs attached to variables:in a multivariate version of a decision theory approach pioneered by Lindley (1968). We also employ a non-conjugate proper prior distribution for the parameters of the regression model, extending the standard normal-inverse Wishart by adding a component of error which is unexplainable by any number of predictor variables, thus avoiding...
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作者：Booth, JG; Butler, RW
作者单位：State University System of Florida; University of Florida; Colorado State University System; Colorado State University Fort Collins
摘要：A simple but quite general simulation method for conducting exact conditional lack-of-fit tests in log-linear models is proposed. Our Monte Carlo approximation utilises an importance sampling method motivated by the crude normal approximation to the Poisson distribution. Examples considered include tests of quasi-symmetry and related models for square tables and tests concerning higher-order interactions in multi-way tables. The method is competitive with direct simulation from the exact condi...
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作者：Chen, K; Lo, SH
作者单位：Hong Kong University of Science & Technology; Columbia University
摘要：Prentice (1986) proposed the case-cohort design and studied a pseudolikelihood estimator of regression parameters in Cox's model. We derive a class of estimating equations for case-cohort sampling, each depending on a different estimator of the population distribution, which lead naturally to simple estimators that improve on Prentice's pseudolikelihood estimator. We also discuss an equivalence between case-control and case-cohort sampling in terms of the estimation of regression parameters in...
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作者：Xia, YC; Tong, H; Li, WK
作者单位：University of Hong Kong
摘要：Aiming to explore the relation between the response y and the stochastic explanatory vector variable X beyond the linear approximation, we consider the single-index model, which is a well-known approach in multidimensional cases. Specifically, we extend the partially linear single-index model to take the from y = beta(0)(T)X + phi(theta(0)(T)X) + epsilon, where epsilon is a random variable with E epsilon = 0 and var(epsilon)= sigma(2), unknown, beta(0) and theta(0) are unknown parametric vecto...
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作者：So, MKP
作者单位：Hong Kong University of Science & Technology
摘要：We put forward a state space model where the unobservable state variable can be any Gaussian stochastic process. We discuss both maximum likelihood estimation and Bayesian inference for this generalised model. The methodology developed in this paper is particularly important for the class of long memory plus noise models. Armed with the simulation smoother introduced in this paper, we can estimate a class of non-Gaussian measurement time series models with long memory in the state equation.
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作者：Skouras, K; Dawid, AP
作者单位：University of London; University College London
摘要：We study the asymptotic behaviour of probability forecasting systems, and discuss their usefulness as inferential tools for statistical problems such as model verification and selection. Our theoretical setting is the prequential, or predictive sequential, framework proposed by Dawid (1984). We study especially the notion of prequential efficiency of a forecasting system and present some new results. We focus on plug-in, or estimative, forecasting systems, where the forecast distribution is ge...
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作者：Slate, EH
作者单位：Cornell University
摘要：This paper proposes diagnostics that can indicate regions where multivariate distributions are poorly behaved in the sense that they are far from normal. The measure of nonnormality developed by Slate (1994) for univariate distributions is extended to multivariate parametric models by application to univariate marginal and conditional distributions. The approach is illustrated for univariate conditional distributions using dynamic graphics in Xlisp-Stat (Tierney, 1990). Examples show that the ...
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作者：Choi, E; Hall, P
作者单位：Australian National University
摘要：We introduce a data-perturbation method for reducing bias of a wide variety of density estimators, in univariate, multivariate spatial and spherical data settings. The method involves 'sharpening' the data by making them slightly more clustered than before, and then computing the estimator in the usual way, but from the sharpened data rather than the original data. The transformation depends in a simple, explicit way on the smoothing parameter employed for the density estimator, which may be b...
