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作者：Lam, KF
作者单位：University of Hong Kong
摘要：A class of asymptotically distribution-free tests for the equality of the k risks in a competing risks model is considered. The tests can be derived by martingale theory or by a marginal likelihood approach. When the risks are dependent, the quantities to be compared would be the cause-specific hazard rates or equivalently the pseudosurvivor functions related to the cause-specific hazard rates. This class of tests allows one to compare k risks simultaneously for k > 2, is able to handle possib...
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作者：Gamerman, D
作者单位：Universidade Federal do Rio de Janeiro
摘要：This paper presents a new methodological approach for carrying out Bayesian inference about dynamic models for exponential-family observations. The approach is; simulation-based and involves the use of Markov chain Monte Carlo techniques. A Metropolis-Hastings algorithm is combined with the Gibbs sampler in repeated use of an adjusted version of normal dynamic linear models. Different alternative schemes based on sampling from the system disturbances and state parameters separately and in a bl...
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作者：Cai, ZW; Hurvich, CM; Tsai, CL
作者单位：Missouri State University; New York University; University of California System; University of California Davis
摘要：We consider two Score tests for heteroscedasticity in the errors of a signal;plus-noise model, where the signal is estimated;by wavelet thresholding methods. The error variances are assumed to depend on observed covariates, through a parametric relationship of known form. The tests are based on the approaches of Breusch & Pagan (1979) and Koenker (1981). We establish the asymptotic validity of the tests and examine their performance in a simulation study. The Koenker test is found to perform w...
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作者：Shih, JH
作者单位：National Institutes of Health (NIH) - USA; NIH National Heart Lung & Blood Institute (NHLBI)
摘要：We propose a-simple test of constant conditional hazard ratio in the Clayton model (1978) by comparing the unweighted and weighted concordance estimators of the association parameter. If the Clayton model holds, the difference of these two estimates converges to zero. The proposed test is consistent against alternatives under which the two concordance estimators converge to different values. We derive an explicit-formula for the asymptotic variance and derive the asymptotic distribution of the...
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作者：Li, B
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：For improving on quasilikelihood-estimation two types of quadratic estimating equations have been proposed, one based on the Edgeworth expansion, the other on the generalisation of the quasi-score. The first requires that the skewness of observations has a small departure from the exponential family; the second requires the knowledge of both skewness and kurtosis. We introduce an optimal quadratic estimating equation applicable when the skewness is not small and the-kurtosis is unknown;Apart f...
