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作者：PIKOUNIS, VB; RAO, PV
作者单位：State University System of Florida; University of Florida
摘要：In a two-sample setting, a two-parameter mixture model is postulated for the treated patients where a proportion of the patients improve and the remaining proportion of nonresponders behave like the control patients. The response is subject to random censoring. Censored data versions of linear rank statistics are developed in order to detect improvement due to treatment. The tests are compared to standard tests such as the log-rank test in terms of asymptotic relative efficiency, empirical pow...
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作者：ZHAO, LP
摘要：Studies in genetic epidemiology are generally required to collect phenotypes on subjects from human pedigrees that consist of blood relatives and their spouses. One of the main objectives in analyzing pedigree data is to study the segregation of underlying genes that may predispose certain phenotypes and thus cause phenotypic aggregation within pedigrees. Most classical segregation methods are maximum likelihood-based under highly specified distributional assumptions for phenotypes given under...
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作者：WELLS, MT
作者单位：Cornell University
摘要：Cox's proportional hazards model assumes that the duration hazard rate factors into a product of a baseline hazard rate and a nonnegative function of explanatory variables. An estimate of the baseline hazard rate, hence also of overall hazard rate, is proposed, based on a smoothing procedure using a kernel function. It is shown that the proposed estimator is uniformly consistent and converges weakly to a Gaussian process. Bandwidth selection issues are also discussed.
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作者：LITTLE, RJA
摘要：Likelihood-based methods are developed for analyzing a random sample on two continuous variables when values of one of the variables are missing. Normal maximum likelihood estimates when values are missing completely at random were derived by Anderson (1957). They are also maximum likelihood providing the missing-data mechanism is ignorable, in Rubin's (1976) sense that the mechanism depends only on observed data. A new class of pattern-mixture models (Little, 1993) is described for the situat...
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作者：MONTI, AC
摘要：This note proposes a test of goodness of fit for time series models based on the sum of the squared residual partial autocorrelations. The test statistic is asymptotically chi(2). Its small-sample performance is studied through a Monte Carlo experiment. It appears sensitive to erroneous specifications especially when the fitted model understates the order of the moving average component.
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作者：KOENKER, R; NG, P; PORTNOY, S
作者单位：University of Houston System; University of Houston; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Although nonparametric regression has traditionally focused on the estimation of conditional mean functions, nonparametric estimation of conditional quantile functions is often of substantial practical interest. We explore a class of quantile smoothing splines, defined as solutions to [GRAPHICS] with p(tau)(u)= u{tau - I(u < 0)}, p greater than or equal to 1, and appropriately chosen g. For the particular choices p = 1 and p = infinity we characterise solutions (g) over cap as splines, and dis...
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作者：POLSON, NG; ROBERTS, GO
作者单位：University of Cambridge
摘要：We present an approach to model selection for a time series of data on a fine time scale. The underlying process generating the data is modelled as a continuous time stochastic process. The underlying continuous processes are assumed to be diffusions with time varying drift and diffusion coefficient. Several approaches to modelling the diffusion coefficient are described. To perform model selection, we propose an approximation to the Bayes factor that uses only the discrete data. We illustrate...
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作者：GRAMBSCH, PM; THERNEAU, TM
作者单位：Mayo Clinic
摘要：Nonproportional hazards can often be expressed by extending the Cox model to include time varying coefficients; e.g., for a single covariate, the hazard function for subject i is modelled as exp{beta(t)Z(i)(t)}. A common example is a treatment effect that decreases with time. We show that the function beta(t) can be directly visualized by smoothing an appropriate residual plot. Also, many tests of proportional hazards, including those of Cox (1972), Gill & Schumacher (1987), Harrell (1986), Li...
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作者：TSAI, CL
摘要：The Newton-Raphson and Fisher scoring iteratively reweighted least squares methods are two fundamental tools for computing parameter estimators and deletion diagnostics. Jorgensen (1993) proposed a modified method to compute deletion diagnostics. In this paper, we study the relationship between Jorgensen's, Newton-Raphson and Fisher scoring one-step deletion estimators by using the observed and expected Fisher information matrices. In addition, we extend Jorgensen's true leverage and approxima...
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作者：LLOYD, CJ
摘要：The asymptotic variances of various estimators of the population size from a recapture study are calculated. The estimation methods compared are maximum likelihood and a class of natural martingale estimators with both time variation and behavioural response. It is found that (i) the martingale methods appropriate for time variation or behavioural response are fully efficient, (ii) there is no loss of efficiency at all in allowing for time variation, (iii) there is large loss of efficiency in ...
