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作者：KEDEM, B; REED, G
摘要：The rate of decrease in the variance of higher order crossings is obtained for stationary m-dependent Gaussian sequences. This result provides a quick approximation to the variance of the number of axis-crossings of m-dependent processes, and is applied in determining approximate probability limits for the higher order crossings of white noise. The limits are used in testing for white noise in stimulated and also real data examples.
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作者：DINSE, GE; LARSON, MG
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：A recharacterization of the semi-Markov model described by Lagakos, Sommer and Zelen (1978) permits the nonparametric maximum likelihood estimators to be expressed in terms of familiar and easily computable quantities, such as event-specific hazard estimators and Kaplan and Meier (1958) survival estimators. In addition to simplifying the calculation and clarifying the interpretation of the previously derived estimators, this reformulation also facilitates the estimation of covariance terms and...
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作者：TSAI, CL
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作者：VELU, RP; REINSEL, GC; WICHERN, DW
作者单位：University of Wisconsin System; University of Wisconsin Madison; Texas A&M University System; Texas A&M University College Station
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作者：STEFANSKI, LA; CARROLL, RJ; RUPPERT, D
作者单位：University of North Carolina; University of North Carolina Chapel Hill
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作者：BELLHOUSE, DR
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作者：HOUGAARD, P
摘要：A class of continuous multivariate lifetime distributions is proposed. The dependence between individuals in a group is modelled by a group specific quantity, which can be interpreted as an unobserved covariate common to the individuals in the group and assumed to follow a positive stable distribution. It is possible to include covariates in the model and discuss whether the dependence is still present after specific covariates are taken into account. If the conditional hazards are proportiona...
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作者：BARDSLEY, WG; MCGINLAY, PB; WRIGHT, AJ
摘要：The performance of the F test in identifying the correct number of components in exponential functions is investigated by mathematical and computational techniques. Uncoupled systems can be most easily identified when the relaxation times are widely separated but the exponential functions encountered in pharmacokinetics and biochemistry are linked in that the amplitudes and eigenvalues are not independent. In such systems correct model discrimination occurs as the relaxation times become close...
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作者：GASSER, T; SROKA, L; JENNENSTEINMETZ, C
作者单位：Ruprecht Karls University Heidelberg
摘要：A nonparametric estimator of residual variance in nonlinear regression is proposed. It is based on local linear fitting. Asymptotically the estimator has a small bias, but a larger variance compared with the parametric estimator in linear regression. Finite sample properties are investigated in a simulation study, including a comparison with other nonparametric estimators. The method is also useful for spotting heteroscedasticity and outliers in the residual at an early stage of the data analy...
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作者：KOUTRAS, M
