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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: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:Laud, PW; Ibrahim, JG
作者单位:Harvard University; Harvard T.H. Chan School of Public Health
摘要:We examine the problem of specifying prior probabilities for all possible subset models in the context of variable selection in normal linear models. A solution is proposed that uses a prior prediction for the observable, an associated weight, and prior opinion regarding error precision as the only required input. Numerical examples are given to illustrate the method.
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作者:Newton, MA
摘要:A large deviation result is established for the bootstrap empirical distribution in a finite sample space, thereby validating both nonparametric and parametric bootstrapping in certain phylogenetic inference problems. The bias previously observed in the bootstrap distribution of the estimated tree topology is shown to stem from dispersion effects in the joint distribution of sample and bootstrap empirical distributions. Both results are examined for maximum likelihood estimation in a three-tax...