-
作者：Dykstra, R; Hewett, J; Robertson, T
作者单位：University of Iowa; University of Missouri System; University of Missouri Columbia
摘要：In many situations it is desirable that prediction/discriminant rules should satisfy ordering properties with respect to the explanatory variables. Here, optimal rules under both L-1 and L-2 type loss functions are characterised under the restriction that the rules be isotonic with respect to the partial ordering on the explanatory variables. An example is given where college grade-point average is predicted based upon high school rank and American College Testing scores.
-
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...
-
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.
-
作者：Aitchison, J; Bacon-Shone, J
作者单位：University of Glasgow; University of Hong Kong
摘要：When a sampled target composition is suspected of being a mixture of different compositions from a number of independent sources the question of the nature of the mixing mechanism arises. For the resolution of this question several models involving convex linear mixtures of compositions are considered and in particular the distributional problem of describing the pattern of variability of the target compositions, given information about the source distributions, is resolved in terms of approxi...
