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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：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：Spiekerman, CF; Lin, DY
摘要：Correlated failure time data arise frequently in scientific investigations because there exists natural or artificial clustering of study subjects such that failure times within the same cluster are correlated. It is convenient and useful to perform regression analysis by formulating the marginal distributions of the correlated failure times with the Cox proportional hazards model. In this paper, we develop a class of graphical and numerical techniques for checking the adequacy of the marginal...
