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作者：Li, G; Tiwari, RC; Wells, MT
作者单位：University of California System; University of California Los Angeles; University of North Carolina; University of North Carolina Charlotte; Cornell University
摘要：In studies to compare two samples, more information may be available on one treatment than the other. When one population is modelled parametrically and the other nonparametrically, we study large sample properties of a semiparametric sample quantile comparison function and show that it can have substantially smaller asymptotic variance than its nonparametric counterpart, especially near the boundaries. We describe applications to both two-sample tests and receiver operating characteristic cur...
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作者：Hjellvik, V; Tjostheim, D
作者单位：Institute of Marine Research - Norway; University of Bergen
摘要：We propose a method of modelling panel time series: data with both inter- and intraindividual correlation, and of fitting an autoregressive model to such data. Estimators are obtained by a conditional likelihood argument. If there are few observations in each series, the estimators can be dramatically improved by Burg-type:estimators taking edge effects into account. The consequences of ignoring the intercorrelation term are analysed. Partial lack of consistency is demonstrated in this situati...
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作者：Bühlmann, P
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We propose a dynamic adaptive partitioning scheme for nonparametric analysis of stationary nonlinear time series. It yields estimates of the whole probability distribution of the :underlying process. We use information from past values to construct adaptive partitioning in a dynamic fashion which is then different-from the more common static schemes-in the regression set-up. The idea of dynamic partitioning is new. We make it constructive by an approach based on quantisation of the data and ad...
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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：Brooks, SP; Roberts, GO
作者单位：University of Surrey; Lancaster University
摘要：In this paper we examine the method of Raftery & Lewis (1992) for estimating the convergence of Markov chain Monte Carlo, samplers when functionals of interest are in the form of parameter quantiles. Although popular, the method is commonly mis-applied to problems where quantiles are not of primary interest. We show how the method can be misleading in this case, and that it can seriously underestimate the true length of the burn-in. We provide a number of examples, comparing the convergence ra...
