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作者：Lloyd, CJ
摘要：The problem of estimating the number of binary responses that can be attributed to high levels of a continuous covariate is studied. The distribution of the covariate in the population is combined with the relative odds of response to produce a function, areas under which represent numbers of responses attributable to covariate values in that range. A combination of parametric and nonparametric smoothing is proposed. Consistent estimates of variance are developed as well as confidence bands fo...
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作者：Chen, SX
摘要：We suggest using empirical likelihood in conjunction with the kernel method to construct confidence intervals for the value of a probability density f at a point x. This suggestion arises from a simulation study which shows that confidence intervals produced by the kernel-based percentle-t bootstrap do not have the coverage claimed by the theory. This coverage discrepancy is due to a conflict between the prescribed undersmoothing and the explicit variance estimate needed by the percentile-t me...
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作者：Lee, SJ; Kim, K; Tsiatis, AA
作者单位：University of Michigan System; University of Michigan; Harvard University; Harvard T.H. Chan School of Public Health
摘要：When longitudinal clinical trials are monitored, multiplicity from repeated significance testing as well as from repeated measures has to be accounted for properly to control the overall type I error. This often involves a multidimensional integration procedure to compute group sequential boundaries. We establish an independent increments structure of sequentially computed test statistics based on the generalised estimating equations of Liang & Zeger (1986) for longitudinal data. This simplifi...
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作者：Yip, PSF; Huggins, RM; Lin, DY
作者单位：La Trobe University; University of Washington; University of Washington Seattle
摘要：A two-step procedure based on a partial likelihood is proposed to estimate the size of a closed population for multiple recapture studies in continuous time when the capture rates are permitted to depend on covariates associated with individuals. The asymptotic and small-sample properties of the resulting estimators are investigated.
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作者：Box, G; Tyssedal, J
摘要：A question of importance in factor screening is when a two-level orthogonal design for a multifactor experiment can be projected into lower dimension, typically P=2 or 3. New results relate to the projectivity P of saturated designs in which n - 1 factors are tested in n runs. It is shown that: a design obtained by 'doubling' an n x n orthogonal array is always of projectivity P = 2; a two-level cyclic design is either a factorial array, and hence has P = 2, or it has P = 3; a two-level orthog...
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作者：BandeenRoche, KJ; Liang, KY
摘要：In recent years substantial research has been devoted to developing failure-time methodology which accounts for possible dependency between observations. An example is the univariate frailty model (Vaupel, Manton & Stallard, 1979), which incorporates an exchangeable dependence structure by the inclusion of cluster-specific random effects. In some studies it may be reasonable to expect more than one level of within-cluster association: for instance, association between a parent and child versus...
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作者：Hsu, L; Prentice, RL
摘要：The correlation rho between cumulative hazard variates is considered as a measure of dependence between pairs of failure time variates. Such correlation is readily estimated in the absence of censorship, but modelling assumptions are required for its estimation in the presence of independent right censorship. A semiparametric class of bivariate failure time models, in which a dependence parameter theta is in one-to-one correspondence with the cumulative hazard variate correlation rho, is consi...
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作者：Fan, JQ; Yao, QW; Tong, H
作者单位：University of Kent
摘要：Using locally polynomial regression, we develop nonparametric estimators for the conditional density function and its square root, and their partial derivatives. Two measures of sensitivity to initial conditions in nonlinear stochastic dynamic systems are proposed, one of which relates Fisher information with initial-value sensitivity in dynamical systems. We propose estimators for these, and show asymptotic normality for one of them. We further propose a simple method for choosing the bandwid...
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作者：Kwan, ACC; Sim, AB
作者单位：University of New South Wales Sydney
摘要：This paper proposes three modified portmanteau tests based on the applications of the Fisher (1921) and Hotelling (1953) transformations to sample autocorrelations. The test statistics are asymptotically chi-square. Our simulation results indicate that the empirical significance levels of the proposed tests are more reliable than the portmanteau tests of Box & Pierce (1970), Ljung & Box (1978) and Dufour & Roy (1986) when the sample size is small (15 less than or equal to n less than or equal ...
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作者：Lloyd, CJ
摘要：Testing and confidence interval construction for a parameter are achieved by constructing a pivotal. In this paper we study construction of approximate pivotals from recapture models where capture probabilities possibly vary from occasion to occasion. We compare the asymptotic standard normality of various pivotals including analogues of the classical maximum likelihood/Wald, score and likelihood ratio statistics. Some bias adjustments are developed and indicate that the score pivotal has smal...
