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作者：LIGGETT, W
摘要：Estimation of the measurement error probability density from data that consist of a few measurmeents on each of several dissimilar items is investigated. An estimator is proposed for independent and identically distributed measurement error with a symmetric density function. This estimator is based on an orthogonal function expansion. Computation begins with the differences between measurements on the same item and makes use of the fact that the characteristic function of these differences equ...
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作者：TOSTESON, TD; TSIATIS, AA
作者单位：Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Harvard Medical School
摘要：In many epidemiological studies, the exposure variable of interest cannot be measured directly. The classical approaches to errors in variables in regression do not extend easily to the nonlinear models commonly used in epidemiological research. Furthermore, the traditional additive measurement error model cannot adequately represent many surrogate relationships. By considering the effect of using surrogate independent variables on the efficient score statistic, some of the difficulties inhere...
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作者：SCHOTT, JR
摘要：One important practical application of principal component analysis is to reduce a large number of variables, say p, to a smaller number, m, by making use of the first m principal components. This technique can easily be extended to two or more groups if the subspaces spanned by the first m principal components are the same for all groups. In this paper we develop an approximate procedure for testing such a hypothesis of common subspaces when two groups are involved. The adequacy of the approx...
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作者：MAK, TK; LI, WK
作者单位：University of Hong Kong
摘要：This paper considers the estimation of the subgroup means of a response variable when the individuals in a random sample are allocated to the subgroups or classes by a fallible device. A double sampling scheme under which we determine also the true classes of the individuals in a subsample is utilized. A simple distributional-free estimator is proposed and the associated large-sample properties are also derived. The proposed estimator is also demonstrated by simulation studies to be more effic...
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作者：BANKS, DL
摘要：This paper describes a version of the Bayesian bootstrap that assigns random Dirichlet mass uniformly across statistically equivalent blocks. The method requires prior knowledge that the underlying distribution is continuous with known compact support. Under these conditions, the resulting analysis has three advantages over traditional bootstrap competitors. First, it takes account of the probability integral transformation. Secondly, it often enables exact expressions for the bootstrap distri...
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作者：DAVIES, P; PHILLIPS, AJ
摘要：A modified Mann-Whitney statistic is used to construct a permuation test for comparing samples of paired data from two populations when the population identities of each pair are uncertain. An estimator of the probability of population misidentification within a pair is also proposed. This is based on the Lehmann family of distributions. Simulation results show the new methods are generally as more effective than existing normal theory unless there is strong correlation within pairs.
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作者：LUUKKONEN, R; SAIKKONEN, P; TERASVIRTA, T
作者单位：University of Helsinki
摘要：We study a general univariate smooth transition autoregressive, STAR, model. It contains as a special case the self-exciting threshold autoregressive, SETAR, model. We present three tests for testing linearity against STAR models and discuss their properties. The power of the tests in small samples is investigated by simulation when the alternative is the logistic STAR model. One of the tests is identical to Tsay''s (1986) test statistic and is recommended only in a special case. Of the two re...
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作者：SCHOTT, JR
摘要：The asymptotic variance of a statistic used to test the equality of the smallest latent roots of a correlation matrix is computed. This permits an approximation to its null distribution suggested by Lawley (1956). A simulation is used to compare the performance of this approximation with others currently in use.
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作者：HURVICH, CM
摘要：A periodogram mean integrated squared error criterion is proposed for assessing the performance of time series data windows, or tapers. The criterion is evaluated numerically for several known autoregressive processes to determine the optimal amount of tapering in Turkey''s cosine window. It is found that tapering can be extremely beneficial if the spectrum contains sharp peaks. Also, in all cases studied, the optimal number of points tapered converges to a constant as the sample size increase...
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作者：GEARY, DN
摘要：In some clinical trials, the number of subjects on each treatment is fixed and at successive equally-spaced time points each subject yields a measurement which reflects response to treatment. A model is presented for such repeated measurements data. A sequential procedure is proposed for testing the null hypothesis of no difference in mean effect between two treatments. In this procedure, the maximum number of measurements per subject and absorption probabilities for intermediate significance ...
